Business Cycles:
Durations, Dynamics, and Forecasting
Francis X. Diebold & Glenn D. Rudebusch

Book Description | Endorsements

TABLE OF CONTENTS:

	Preface
	Acknowledgments
Pt. I	Introduction
1	Questions about Business Cycles	5
Pt. II	Business Cycle Durations
2	Have Postwar Economic Fluctuations Been Stabilized?	35
3	Shorter Recessions and Longer Expansions	54
4	A Nonparametric Investigation of Duration Dependence in the American Business Cycle	64
5	Further Evidence on Business Cycle Duration Dependence	87
6	Measuring Business Cycles: A Modern Perspective	117
7	Regime Switching with Time-Varying Transition Probabilities	144
Pt. III	Business Cycle Dynamics
8	Trends and Random Walks in Macroeconomic Time Series: A Reexamination	169
9	The Uncertain Unit Root in Real GNP	194
10	The Uncertain Unit Root in Real GNP: Comment	207
11	Long Memory and Persistence in Aggregate Output	219
12	Is Consumption Too Smooth? Long Memory and the Deaton Paradox	241
13	On the Power of Dickey-Fuller Tests against Fractional Alternatives	258
Pt. IV	Business Cycle Forecasting
14	The Past, Present, and Future of Macroeconomic Forecasting	267
15	Scoring the Leading Indicators	290
16	Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis	316
17	Forecasting Output with the Composite Leading Index: A Real-Time Analysis	342
18	New and Old Models of Business Investment: A Comparison of Forecasting Performance	361
19	Comparing Predictive Accuracy	387
	Name Index	413
	Subject Index	419

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File created: 11/5/2009

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