Using a Leading Credit Index to Predict Turning Points in the U.S. Business Cycle

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.7K citations

Social Sciences, Business Economics, Economics +17

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

Social Sciences, Business Economics, Economics +17

Agency Costs, Net Worth, And Business Fluctuations

Ben Bernanke, Ben Bernanke · AgEcon Search (University of Minnesota, USA) · 1988 · 4.4K citations · Full text

Social Sciences, Business Economics, Economics +14

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

Computing, Data Science, Econometrics +12

Forecasting Output with the Composite Leading Index: A Real-Time Analysis

Francis X. Diebold, Glenn D. Rudebusch · Journal of the American Statistical Association · 1991 · 355 citations

Business, Business Economics, Economics +17