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Calling Recessions in Real Time* James D. Hamilton Department of Economics University of California, San Diego May 3, 2010 revised: May 13, 2010
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Document Date: 2010-05-14 12:22:29

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File Size: 523,16 KB

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Company

L. Thus / /

Country

United States / /

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Facility

Economics University of California / /

IndustryTerm

mechanical algorithms / objective algorithm / filter algorithms / real-time data / real time / mechanical algorithm / lag operator / /

Organization

Real Time* James D. Hamilton Department / US Federal Reserve / National Bureau of Economic Research / Business Cycle Dating Committee / University of California / San Diego / /

Person

Perlie / Mark Watson / Yogi Berra / James Stock / Bt / Jeremy Piger / Jeremy Nalewaik / Marcelle Chauvet / James D. Hamilton / Gabriel Perez-Quiros / Jonathan Wright / Al Gore / /

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PoliticalEvent

presidential elections / /

Position

White noise disturbances εrt / King / model / original business cycle index model / researcher / candidate / /

Technology

purely objective algorithm / purely mechanical algorithm / basic Kalman filter algorithms / /

URL

http /

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