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Diffusion indexes and a statistical test for predicting turning points in business cycles

โœ Scribed by Wilkie W. Chaffin; Wayne K. Talley

Book ID
119138505
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
887 KB
Volume
5
Category
Article
ISSN
0169-2070

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A Bayesian statistical method to detect turning points in the leading composite index is introduced. Under the assumption of causal priority of the leading composite index to the business cycle, the turning points in business cycles are predicted by detection of them in the index. The underlying pro