TY  - BOOK
AU  - Diebold,Francis X.
AU  - Rudebusch,Glenn D.
TI  - Business cycles: durations, dynamics, and forecasting 
SN  - 0691012180 (alk. paper)
AV  - HB3711 .D54 1999
U1  - 338.5420151 
PY  - 1999///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Business cycles
KW  - Statistical methods
KW  - Business forecasting
N1  - Includes bibliographical references and indexes; TOC; PrefaceAcknowledgmentsPt. IIntroduction1Questions about Business Cycles5Pt. IIBusiness Cycle Durations2Have Postwar Economic Fluctuations Been Stabilized?353Shorter Recessions and Longer Expansions544A Nonparametric Investigation of Duration Dependence in the American Business Cycle645Further Evidence on Business Cycle Duration Dependence876Measuring Business Cycles: A Modern Perspective1177Regime Switching with Time-Varying Transition Probabilities144Pt. IIIBusiness Cycle Dynamics8Trends and Random Walks in Macroeconomic Time Series: A Reexamination1699The Uncertain Unit Root in Real GNP19410The Uncertain Unit Root in Real GNP: Comment20711Long Memory and Persistence in Aggregate Output21912Is Consumption Too Smooth? Long Memory and the Deaton Paradox24113On the Power of Dickey-Fuller Tests against Fractional Alternatives258Pt. IVBusiness Cycle Forecasting14The Past, Present, and Future of Macroeconomic Forecasting26715Scoring the Leading Indicators29016Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis31617Forecasting Output with the Composite Leading Index: A Real-Time Analysis34218New and Old Models of Business Investment: A Comparison of Forecasting Performance36119Comparing Predictive Accuracy387Name Index413Subject Index419; Economics
N2  - Summary:
Offers an econometric analysis of business cycles. This book addresses five principal questions about the measurement, modeling, and forecasting of business cycles. It asks whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower
UR  - http://www.worldcat.org/title/business-cycles-duration-dynamics-and-forecasting/oclc/797312350&referer=brief_results
ER  -