000 02849cam a2200361 a 4500
001 5131
003 BD-DhEWU
005 20190303092301.0
008 151011s1999 njua g b 001 0 eng d
010 _a 98034877
020 _a0691012180 (alk. paper)
020 _a9780691012186
035 _a797312350
040 _aDLC
_cDLC
_dDLC
_dBD-DhEWU
_beng
041 _aeng
050 0 0 _aHB3711
_b.D54 1999
082 0 4 _a338.5420151
_bDIB 1999
100 1 _aDiebold, Francis X.
_919906
245 1 0 _aBusiness cycles :
_bdurations, dynamics, and forecasting /
_cFrancis X. Diebold and Glenn D. Rudebusch.
260 _aPrinceton, N.J. :
_bPrinceton University Press,
_cc1999.
300 _axiii, 420 p. :
_bill. ;
_c25 cm.
504 _aIncludes bibliographical references and indexes.
505 _tTOC
_aPrefaceAcknowledgmentsPt. 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
520 _aSummary: 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.
526 _aEconomics
590 _aTahur Ahmed
650 0 _aBusiness cycles
_xStatistical methods.
_919907
650 0 _aBusiness forecasting
_xStatistical methods.
_919908
700 1 _aRudebusch, Glenn D.
_919909
856 4 2 _3WorldCat details
_uhttp://www.worldcat.org/title/business-cycles-duration-dynamics-and-forecasting/oclc/797312350&referer=brief_results
942 _2ddc
_cTEXT
999 _c5131
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