Author: Francis X. Diebold
Publisher: Princeton University Press
ISBN: 0691219583
Category : Business & Economics
Languages : en
Pages : 438
Book Description
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions. They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.
Business Cycles
Author: Francis X. Diebold
Publisher: Princeton University Press
ISBN: 0691219583
Category : Business & Economics
Languages : en
Pages : 438
Book Description
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions. They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.
Publisher: Princeton University Press
ISBN: 0691219583
Category : Business & Economics
Languages : en
Pages : 438
Book Description
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions. They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.
Main Economic Indicators
Author: Organisation for Economic Co-operation and Development Staff
Publisher:
ISBN: 9789264057944
Category : Electronic books
Languages : en
Pages : 244
Book Description
Publisher:
ISBN: 9789264057944
Category : Electronic books
Languages : en
Pages : 244
Book Description
Author:
Publisher: Odile Jacob
ISBN: 273817650X
Category :
Languages : en
Pages : 283
Book Description
Publisher: Odile Jacob
ISBN: 273817650X
Category :
Languages : en
Pages : 283
Book Description
OECD Historical Statistics 2001
Author: OECD
Publisher: OECD Publishing
ISBN: 9264087141
Category :
Languages : fr
Pages : 167
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares.
Publisher: OECD Publishing
ISBN: 9264087141
Category :
Languages : fr
Pages : 167
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares.
Actes de la Session
Author: International Statistical Institute
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 726
Book Description
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 726
Book Description
OECD Historical Statistics 2000
Author: OECD
Publisher: OECD Publishing
ISBN: 9264089748
Category :
Languages : fr
Pages : 167
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares.
Publisher: OECD Publishing
ISBN: 9264089748
Category :
Languages : fr
Pages : 167
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares.
OECD Historical Statistics 1999
Author: OECD
Publisher: OECD Publishing
ISBN: 926408021X
Category :
Languages : fr
Pages : 174
Book Description
Cette publication annuelle rassemble les principaux indicateurs permettant de retracer le développement économique des pays de l’OCDE depuis 1960.
Publisher: OECD Publishing
ISBN: 926408021X
Category :
Languages : fr
Pages : 174
Book Description
Cette publication annuelle rassemble les principaux indicateurs permettant de retracer le développement économique des pays de l’OCDE depuis 1960.
La Mesure Du Niveau Des Prix
Author: W. Erwin Diewert
Publisher: Statistics Canada = Statistique Canada
ISBN:
Category : Consumer price indexes
Languages : en
Pages : 1192
Book Description
Conference report on price policy and price level measurement in Canada - examines theoretical foundations of the consumer price index and production indexes, price measurement issues, price behaviour and business cycles; discusses cost of living, welfare, preference diversity, incorporation of direct taxes, inflation rate, seasonal adjustments and signals of economic recession and economic recovery. Diagrams, references, statistical tables.
Publisher: Statistics Canada = Statistique Canada
ISBN:
Category : Consumer price indexes
Languages : en
Pages : 1192
Book Description
Conference report on price policy and price level measurement in Canada - examines theoretical foundations of the consumer price index and production indexes, price measurement issues, price behaviour and business cycles; discusses cost of living, welfare, preference diversity, incorporation of direct taxes, inflation rate, seasonal adjustments and signals of economic recession and economic recovery. Diagrams, references, statistical tables.
Canadian Journal of Zoology
Author:
Publisher:
ISBN:
Category : Zoology
Languages : en
Pages : 698
Book Description
Publisher:
ISBN:
Category : Zoology
Languages : en
Pages : 698
Book Description
OECD Historical Statistics, 1970-2000
Author: Organisation for Economic Co-operation and Development (OECD) Staff
Publisher: OCDE
ISBN: 9789264097605
Category : Business & Economics
Languages : fr
Pages : 180
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares. They include national accounts, population and labour force, prices, domestic finance and foreign trade.
Publisher: OCDE
ISBN: 9789264097605
Category : Business & Economics
Languages : fr
Pages : 180
Book Description
This annual publication provides an overview of the economic development of the Member countries of the OECD since 1970. The tables mainly show derived statistics such as growth rates and percentage shares. They include national accounts, population and labour force, prices, domestic finance and foreign trade.