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The Leading Economic Indicators and Business Cycles in the United States : 100 Years of Empirical Evidence and the Opportunities for the Future / by John B. Guerard

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer eBook CollectionPublisher: Cham : Springer International Publishing, 2022Publisher: Cham : Imprint: Palgrave Macmillan, 2022Description: 1 Online-Ressource (XXIV, 650 p. 210 illus., 91 illus. in color.)ISBN:
  • 9783030994181
Subject(s): Additional physical formats: 9783030994174 | 9783030994198 | 9783030994204 | Erscheint auch als: 9783030994174 Druck-Ausgabe | Erscheint auch als: 9783030994198 Druck-Ausgabe | Erscheint auch als: 9783030994204 Druck-AusgabeDOI: DOI: 10.1007/978-3-030-99418-1Online resources: Summary: Chapter 1. Economic Growth and Business Cycles in the United States -- Chapter 2. Mr. Wesley Clair Mitchell: The Advent of U.S. and NBER Business Cycle Research -- Chapter 3. Measuring Business Activity, An Introductions to the Contributions of Mr. Persons, Mr. Schumpeter, Mr. Haberler, and Mr. Eckstein -- Chapter 4. Mr. Burns and Mr. Mitchell on Measuring Business Cycles -- Chapter 5. Mr. Geoffrey Moore and NBER Business Cycle Research -- Chapter 6. Mr. Victor Zarnowitz and Economic Forecasting, and NBER Business Cycle Research -- Chapter 7. Regression and Time Series Modeling of Real GDP, the Unemployment Rate, and the Impact of Leading Economic Indicators on Forecasting Accuracy -- Chapter 8. Granger-Causality Testing and LEI Forecasting of Quarterly Mergers and the Unemployment Rate -- Chapter 9. Active Management in Portfolio Selection and Management within Business Cycles and Present-Day COVID -- Chapter 10. Testing and Forecasting the Unemployment Rate with the Most Current Data, TCB LEI, data as of 11/05/2021 -- Chapter 11. Conclusions and Summary.Summary: “This book blends two important topics: 1) An interesting history of research on economic growth and business cycles from the 1900’s to today, and 2) A review and application of many of the newest econometric techniques to forecasting economic growth and stock prices. The integration of these two topics produce a volume that should be interesting and useful for both academics and practitioners in the fields of economics and finance.” —Martin J. Gruber, Professor Emeritus and Scholar in Residence, NYU “John Guerard should be congratulated for writing an authoritative book on business cycles and the use of cyclical indicators in their historical perspectives. It covers the contributions of giants of the field including those by Wesley Mitchell, Arthur Burns, Geoffrey Moore, and Victor Zarnowitz, highlighting the statistical aspects of the issues involved. The book will specifically be useful for economic analysts and practitioners who are in the business of tracking the economy in real time.” —Kajal Lahiri, Distinguished Professor of Economics and Health Policy, Mgt., & Behavior, University at Albany: SUNY In a time of unprecedented economic uncertainty, this book provides empirical guidance to the economy. This monograph explores time series forecasting and economic cycles using the Leading Economic Indicators, LEI, which are maintained and enhanced by The Conference Board. Given the highly statistically significant relationship with GDP and the unemployment rate, the LEI series is particularly useful for practitioners to help predict business cycles. John B. Guerard, Jr., is a member of the McKinley Capital Management Scientific Advisory Board, where he previously served as Director of Quantitative Research in Anchorage, Alaska. John is affiliated with the Computational Finance and Risk Management Program, The University of Washington, Seattle, WA. He earned his AB in Economics from Duke University and Ph.D. in Finance from the University of Texas, Austin. John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting and has published in these journals as well as Management Science, and Annals of Operations Research.PPN: PPN: 1809937876Package identifier: Produktsigel: ZDB-2-ECF | ZDB-2-SEB | ZDB-2-SXEF
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