NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS

[1] THE DYNAMIC PROPERTIES OF THE KLEIN-GOLDBERGER MODEL [J]. ECONOMETRICA, 1959, 27 (04) : 596 - 625

[2] ALTUG S, 1984, INT EC REV

[3] THE INDEX OF LEADING INDICATORS - MEASUREMENT WITHOUT THEORY, 35 YEARS LATER [J]. REVIEW OF ECONOMICS AND STATISTICS, 1982, 64 (04) : 589 - 595

[4] BERNANKE BS, 1983, AM ECON REV, V73, P257

[5] Burns A. F., 1946, MEASURING BUSINESS C

[6] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[7] MONEY DOES GRANGER-CAUSE OUTPUT IN THE BIVARIATE MONEY OUTPUT RELATION [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 22 (02) : 217 - 235

[8] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[9] DIEBOLD FX, 1987, IN PRESS J BUSINESS

[10] A ONE-FACTOR MULTIVARIATE TIME-SERIES MODEL OF METROPOLITAN WAGE RATES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) : 774 - 781

[1] THE DYNAMIC PROPERTIES OF THE KLEIN-GOLDBERGER MODEL [J]. ECONOMETRICA, 1959, 27 (04) : 596 - 625

[2] ALTUG S, 1984, INT EC REV

[3] THE INDEX OF LEADING INDICATORS - MEASUREMENT WITHOUT THEORY, 35 YEARS LATER [J]. REVIEW OF ECONOMICS AND STATISTICS, 1982, 64 (04) : 589 - 595

[4] BERNANKE BS, 1983, AM ECON REV, V73, P257

[5] Burns A. F., 1946, MEASURING BUSINESS C

[6] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[7] MONEY DOES GRANGER-CAUSE OUTPUT IN THE BIVARIATE MONEY OUTPUT RELATION [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 22 (02) : 217 - 235

[8] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[9] DIEBOLD FX, 1987, IN PRESS J BUSINESS

[10] A ONE-FACTOR MULTIVARIATE TIME-SERIES MODEL OF METROPOLITAN WAGE RATES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) : 774 - 781