Anticipating business-cycle turning points in real time using density forecasts from a VAR

Journal of Macroeconomics ◽

10.1016/j.jmacro.2015.12.002 ◽

2016 ◽

Vol 47 ◽

pp. 166-187 ◽

Cited By ~ 4

Author(s):

Sven Schreiber ◽

Natalia Soldatenkova

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points ◽

Density Forecasts

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Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area

Journal of Forecasting ◽

10.1002/for.1148 ◽

2010 ◽

Vol 29 (1-2) ◽

pp. 145-167 ◽

Cited By ~ 16

Author(s):

Monica Billio ◽

Roberto Casarin

Keyword(s):

Monte Carlo ◽

Business Cycle ◽

Real Time ◽

Euro Area ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Turning Points ◽

Sequential Monte Carlo Methods ◽

Real Time Application

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Identifying Business Cycle Turning Points in Real Time

SSRN Electronic Journal ◽

10.2139/ssrn.367620 ◽

2003 ◽

Author(s):

Marcelle Chauvet ◽

Jeremy M. Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points

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Identifying business cycle turning points in real time with vector quantization

International Journal of Forecasting ◽

10.1016/j.ijforecast.2016.04.006 ◽

2017 ◽

Vol 33 (1) ◽

pp. 174-184 ◽

Cited By ~ 21

Author(s):

Andrea Giusto ◽

Jeremy Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

Vector Quantization ◽

Turning Points

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Identifying Business Cycle Turning Points in Real Time

ICPSR Data Holdings ◽

10.3886/icpsr01284 ◽

2003 ◽

Cited By ~ 2

Author(s):

Marcelle Chauvet ◽

Jeremy Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points

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Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set

SSRN Electronic Journal ◽

10.2139/ssrn.2839879 ◽

2016 ◽

Author(s):

H.O. Stekler ◽

Yongchen Zhao

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points ◽

Large Data ◽

Data Set ◽

Large Data Set

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Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set

Journal of Business Cycle Research ◽

10.1007/s41549-020-00046-y ◽

2020 ◽

Vol 16 (2) ◽

pp. 77-97

Author(s):

Yongchen Zhao

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points ◽

Large Data ◽

Data Set ◽

Large Data Set

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Identifying Business Cycle Turning Points in Real Time

10.20955/r.85.47-61 ◽

2003 ◽

Vol 85 (2) ◽

Cited By ~ 14

Author(s):

Marcelle Chauvet ◽

Jeremy M. Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points

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Identifying Business Cycle Turning Points in Real Time

CFA Digest ◽

10.2469/dig.v33.n3.1323 ◽

2003 ◽

Vol 33 (3) ◽

pp. 49-51

Author(s):

Bruce D. Phelps

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points

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Identifying Business Cycle Turning Points in Real Time

ICPSR Data Holdings ◽

10.3886/icpsr01284.v1 ◽

2003 ◽

Cited By ~ 2

Author(s):

Marcelle Chauvet ◽

Jeremy Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

Turning Points

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A Comparison of the Real-Time Performance of Business Cycle Dating Methods

Journal of Business and Economic Statistics ◽

10.1198/073500107000000296 ◽

2008 ◽

Vol 26 (1) ◽

pp. 42-49 ◽

Cited By ~ 172

Author(s):

Marcelle Chauvet ◽

Jeremy Piger

Keyword(s):

Business Cycle ◽

Real Time ◽

The Real ◽

Time Performance ◽

Dating Methods ◽

Business Cycle Dating

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