Business Cycles Measurement and Forecasting:


"Government Policy Dynamics in Structural and Reduced Form Estimation," (with T. D. Osborne and Jack Gelfand).  Empirical Economics, 1980.  205-217.

"On the Variability of Real Interest Rates, Business Cycles and the Livingston Data," (with M. Zaporowski).  Journal of Banking and Finance, 1984, 483-490.

“Introduction,” (with G.H. Moore), Chapter 1 in Leading Indicators: New Approaches and Forecasting Records (eds. K. Lahiri and G. Moore). Cambridge Univ. Press, 1990, 1-12.

"A Leading Indicator of Inflation Based on Interest Rates," (with S. Dasgupta), in Leading Indicators: New Approaches and Forecasting Records (eds. K. Lahiri and G. Moore). Cambridge Univ. Press, 1990, 339-353.

"Predicting Cyclical Turning Points with Leading Index in a Markov Switching Model," (with J. Wang). Journal of Forecasting, 1994, 245-263.

"Zinsdifferenzen als neue Frühindikatoren - Theorie und Evidenz," in Konjunktur - Indikatoren: Fakten, Analysen, Verwendung (Ed. K. H. Oppenländer), Oldenbourg Verlag, 1995, pp. 216- 232. 

"Interest Rate Spreads as Predictors of Business Cycles," in Statistical Methods in Finance: Handbook of Statistics Vol. 14 (Eds. G.S.Maddala and C.R.Rao), North Holland, 1996, 297-15.

"A Time Series and Cross Sectional Analysis of Consumer Sentiment and Its Components,"(with D. Ivanova), In Social Structural Change - Consequences for Business Cycle Surveys,(Eds.  K. H. Oppenländer and G. Poser), Aldershot: Ashgate Publishing, UK, 1998, 337-362.

"Interest Rate Spreads as Predictors of German Inflation and Business Cycle," (with D. Ivanova and F. Seitz), International Journal of Forecasting, 2000, 39-58.

“When Should We Care About Consumer Sentiment? Evidence From Linear and Markov-Switching Models,” (with D. Ivanova), Indian Economic Review, Special Issue on Business Cycles, Jan.-June 2001, 36, No. 1, 153-169.

“Introduction - Reassessing Modern Business Cycles,” (with K. Holden and P.A. Klein), International Journal of Forecasting, Vol. 17, 2001, 329-332.

"The Value of Probability Forecasts as Predictors of Cyclical Downturns", (with J. Wang), Applied Economics Letters, 14, 2007, 11-14.

“Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners”, (with G. Isiklar). Development Macroeconomics, Essays in Memory of Anita Ghatak (Eds. S. Ghatak and P. Levine), Routledge, 2009, 123-162.

“Limits to Economic Forecasting”, Chapter 3 in Advances in Economic Forecasting, (ed. M. L.  Higgins) W.E. Upjohn Institute for Employment Research, Kalamazoo, MI., 2011, 25-49.

“Comment” on Forecast Rationality Tests based on Multi-Horizon Bounds by A. Patton and A. Timmermann, Journal of Business and Economic Statistics, 30 (1), 2012, 20-25.

“The yield spread puzzle and the information content of SPF forecasts”, (with G. Monokroussos and Y. Zhao). 2013, Economics Letters 18(1), 219-221.

“Editorial: Global Economic Linkages and Corporate Earnings”, (with J. Guerard), International Journal of Forecasting, 31, (2), 2015, 392–398.

 

“Further Analysis of The Conference Board’s New Leading Economic Index” (with Y. Liu). International Journal of Forecasting, 31 (2), 2015, 446–453.