Book contents
- Frontmatter
- Contents
- Preface
- List of contributors
- 1 Introduction
- PART I NEW CONCEPTS AND METHODS
- 2 Toward a theory of leading indicators
- 3 A time-series framework for the study of leading indicators
- 4 A probability model of the coincident economic indicators
- 5 An international application of Neftci's probability approach for signaling growth recessions and recoveries using turning point indicators
- 6 On predicting the stage of the business cycle
- 7 Bayesian methods for forecasting turning points in economic time-series: Sensitivity of forecasts to asymmetry of loss structures
- 8 New developments in leading indicators
- PART II FORECASTING RECORDS AND METHODS OF EVALUATION
- PART III NEW ECONOMIC INDICATORS
- Index
7 - Bayesian methods for forecasting turning points in economic time-series: Sensitivity of forecasts to asymmetry of loss structures
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- List of contributors
- 1 Introduction
- PART I NEW CONCEPTS AND METHODS
- 2 Toward a theory of leading indicators
- 3 A time-series framework for the study of leading indicators
- 4 A probability model of the coincident economic indicators
- 5 An international application of Neftci's probability approach for signaling growth recessions and recoveries using turning point indicators
- 6 On predicting the stage of the business cycle
- 7 Bayesian methods for forecasting turning points in economic time-series: Sensitivity of forecasts to asymmetry of loss structures
- 8 New developments in leading indicators
- PART II FORECASTING RECORDS AND METHODS OF EVALUATION
- PART III NEW ECONOMIC INDICATORS
- Index
Summary
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- Chapter
- Information
- Leading Economic IndicatorsNew Approaches and Forecasting Records, pp. 129 - 140Publisher: Cambridge University PressPrint publication year: 1991
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