Topics
ConnecticutPlace
BayesianSoftware
We develop coincident and leading employment indexes for the Connecticut economy. Four employment-related variables enter the coincident index while five employment-related variables enter the leading index. The peaks and troughs in the leading index lead the peaks and troughs in the coincident index by an average of 3 and 9 months. Finally, we use the leading index in vector-autoregressive (VAR) and Bayesian vector-autoregressive (BVAR) models to forecast the coincident index, nonfarm employment, and the unemployment rate.coincident index; leading index; VAR and BVAR forecasts
textabstractMacroeconomic forecasting is not an easy task, in particular if future growth rates are ...
In the late 1980s James Stock and Mark Watson developed for the U.S. economy an alternative coincide...
This paper extends the technique suggested by den Haan (2000) to investigate contemporaneous as well...
We develop coincident and leading employment indexes for the Connecticut economy. Four employment-re...
Dua and Miller (1996) created leading and coincident employment indexes for the state of Connecticut...
This paper introduces “Terraced” Vector Autoregressive (VAR) models, an innovative twist on traditio...
Dua and Miller (1996) created leading and coincident employment indexes for the state of Connecticut...
The business cycle has been a subject of great economic interest over the past century. Decision mak...
We use the information content in the decisions of the NBER Business Cycle Dating Committee to const...
The authors develop indexes of leading economic indicators for New York State and New Jersey over th...
The construction of coincident indexes for the economic activity of a country is a common practice s...
Effectively predicting cyclical movements in the economy is a major challenge. While there are other...
textabstractA new method of leading index construction is proposed, which explicitly takes into acco...
The views expressed in this Working Paper are those of the author(s) and do not necessarily represen...
A new method of leading index construction is proposed, which explicitly takes into account the purp...
textabstractMacroeconomic forecasting is not an easy task, in particular if future growth rates are ...
In the late 1980s James Stock and Mark Watson developed for the U.S. economy an alternative coincide...
This paper extends the technique suggested by den Haan (2000) to investigate contemporaneous as well...
We develop coincident and leading employment indexes for the Connecticut economy. Four employment-re...
Dua and Miller (1996) created leading and coincident employment indexes for the state of Connecticut...
This paper introduces “Terraced” Vector Autoregressive (VAR) models, an innovative twist on traditio...
Dua and Miller (1996) created leading and coincident employment indexes for the state of Connecticut...
The business cycle has been a subject of great economic interest over the past century. Decision mak...
We use the information content in the decisions of the NBER Business Cycle Dating Committee to const...
The authors develop indexes of leading economic indicators for New York State and New Jersey over th...
The construction of coincident indexes for the economic activity of a country is a common practice s...
Effectively predicting cyclical movements in the economy is a major challenge. While there are other...
textabstractA new method of leading index construction is proposed, which explicitly takes into acco...
The views expressed in this Working Paper are those of the author(s) and do not necessarily represen...
A new method of leading index construction is proposed, which explicitly takes into account the purp...
textabstractMacroeconomic forecasting is not an easy task, in particular if future growth rates are ...
In the late 1980s James Stock and Mark Watson developed for the U.S. economy an alternative coincide...
This paper extends the technique suggested by den Haan (2000) to investigate contemporaneous as well...
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