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

Book Description | Endorsements

TABLE OF CONTENTS:

Preface
Acknowledgments
Pt. IIntroduction
1Questions about Business Cycles5
Pt. IIBusiness Cycle Durations
2Have Postwar Economic Fluctuations Been Stabilized?35
3Shorter Recessions and Longer Expansions54
4A Nonparametric Investigation of Duration Dependence in the American Business Cycle64
5Further Evidence on Business Cycle Duration Dependence87
6Measuring Business Cycles: A Modern Perspective117
7Regime Switching with Time-Varying Transition Probabilities144
Pt. IIIBusiness Cycle Dynamics
8Trends and Random Walks in Macroeconomic Time Series: A Reexamination169
9The Uncertain Unit Root in Real GNP194
10The Uncertain Unit Root in Real GNP: Comment207
11Long Memory and Persistence in Aggregate Output219
12Is Consumption Too Smooth? Long Memory and the Deaton Paradox241
13On the Power of Dickey-Fuller Tests against Fractional Alternatives258
Pt. IVBusiness Cycle Forecasting
14The Past, Present, and Future of Macroeconomic Forecasting267
15Scoring the Leading Indicators290
16Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis316
17Forecasting Output with the Composite Leading Index: A Real-Time Analysis342
18New and Old Models of Business Investment: A Comparison of Forecasting Performance361
19Comparing Predictive Accuracy387
Name Index413
Subject Index419

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File created: 4/17/2014

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