Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Preface ix
4. Acknowledgments xi
5. PART I: INTRODUCTION
6. 1. Questions about Business Cycles 5
7. PART II: BUSINESS CYCLE DURATIONS
8. 2. Have Postwar Economic Fluctuations Been Stabilized? 35
9. 3. Shorter Recessions and Longer Expansions 54
10. 4. A Nonparametric Investigation of Duration Dependence in the American 64
11. 5. Further Evidence on Business Cycle Duration Dependence 87
12. 6. Measuring Business Cycles: A Modern Perspective 117
13. 7. Regime Switching with Time-Varying Transition Probabilities 144
14. PART III: BUSINESS CYCLE DYNAMICS
15. 8. Trends and Random Walks in Macroeconomic Time Series: A Reexamination 169
16. 9. The Uncertain Unit Root in Real GNP 194
17. 10. The Uncertain Unit Root in Real GNP: Comment 207
18. 11. Long Memory and Persistence in Aggregate Output 219
19. 12. Is Consumption Too Smooth? Long Memory and the Deaton Paradox 241
20. 13. On the Power of Dickey-Fuller Tests against Fractional Alternatives 258
21. PART IV: BUSINESS CYCLE FORECASTING
22. 14. The Past, Present, and Future of Macroeconomic Forecasting 267
23. 15. Scoring the Leading Indicators 290
24. 16. Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis 316
25. 17. Forecasting Output with the Composite Leading Index: A Real-Time Analysis 342
26. 18. New and Old Models of Business Investment: A Comparison of Forecasting Performance 361
27. 19. Comparing Predictive Accuracy 387
28. Name Index 413
29. Subject Index 419