Chapter: 7. A Dynamic Index Model for Large Cross Sections

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Home > Business Cycles, Indicators, and Forecasting > 7. A Dynamic Index Model for Large Cross Sections

Business Cycles, Indicators, and Forecasting |

James H. Stock; Mark W. Watson

University of Chicago Press

Business Cycles, Indicators, and Forecasting

7. A Dynamic Index Model for Large Cross Sections

Chapter Info

Authors

Danny Quah; Thomas J. Sargent; John Geweke

ARI Id

1666469936526_6591934

Access

Not Available Free

Pages

285

DOI

10.7208/9780226774749-010

Chapter URL

https://www.degruyter.com/document/doi/10.7208/9780226774749-010/html

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Chapters/Headings	Author(s)	Pages	Info
Frontmatter		i
Relation of the Directors to the Work and Publications of the National Bureau of Economic Research		vi
Contents		vii
Acknowledgments		ix
Introduction	James H. Stock; Mark W. Watson	1
1. Twenty-two Years of the NBERASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance	Victor Zarnowitz; Phillip Braun; Allen Sinai	11
2. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience	James H. Stock; Mark W. Watson; Kenneth F. Wallis	95
3. Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation	Ray C. Fair; James D. Hamilton	157
4. A Nine-Variable Probabilistic Macroeconomic Forecasting Model	Christopher A. Sims; Pierre Perron	179
5. Why Does the Paper-Bill Spread Predict Real Economic Activity?	Benjamin M. Friedman; Kenneth N. Kuttner; Ben S. Bernanke	213
6. Further Evidence on Business- Cycle Duration Dependence	Francis X. Diebold; Glenn D. Rudebusch; Daniel E. Sichel; Bruce E. Hansen	255
7. A Dynamic Index Model for Large Cross Sections	Danny Quah; Thomas J. Sargent; John Geweke	285
8. Modeling Nonlinearity over the Business Cycle	Clive W. J. Granger; Timo Terasvirta; Heather M. Anderson; Andrew Harvey	311
Contributors		327
Author Index		329
Subject Index		333
Chapters/Headings	Author(s)	Pages	Info

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