JSM Activity #8


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Activity ID:  8
Title
* ! New Composite Indexes of Coincident and Leading Indicators
Date / Time / Room Sponsor Type
08/11/2002
2:00 PM - 3:50 PM
Room: S-Royal Ballroom B
Business & Economics Statistics Section*, Section on Survey Research Methods* Invited
Organizer: Victor Zarnowitz, The Conference Board
Chair: Robert H. McGuckin, The Conference Board
Discussant: 3:20 PM - Peter Zadrozny, Bureau of Labor Statistics    
Floor Discussion 3:40 PM
Description

The first paper discusses production of more timely composite indexes and contributes to the debate on the predictive ability of the Leading Index. The second paper discusses the measurement of business cycles and growth cycles. The third paper presents an application of probability models to leading indicators and discusses the use of these models in forecasting business cycle turning points.
  300311  By:  Ataman  Ozyildirim 2:05 PM 08/11/2002
The Composite Index of Leading Economic Indicators: How to Make It More Timely

  300312  By:  Victor  Zarnowitz 2:30 PM 08/11/2002
Time Series Decomposition and Measurement of Business Cycles, Trends, and Growth Cycles

  300314  By:  Max  Chen 2:55 PM 08/11/2002
The Use of Leading Economic Indicators for Forecasting Business Cycle Turning Points

JSM 2002

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Revised March 2002