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Publication
Featured researches published by Richard Dennis.
Archive | 2009
Travis J. Berge; Oscar Jorda; Richard Dennis; John G. Fernald; James D. Hamilton; Jeremy Piger; Glenn D. Rudebusch; Alan M. Taylor; Hal Varian; John L. Williams
The Business Cycle Dating Committee (BCDC) of the National Bureau of Economic Research provides a historical chronology of business cycle turning points. This paper investigates three central aspects about this chronology: (1) How skillful is the BCDC in classifying economic activity into expansions and recessions? (2) Which indices of business conditions best capture the current but unobservable state of the business cycle? And (3) Which indicators predict future turning points best and at what horizons? We answer each of these questions in detail with methods novel to economics designed to assess classification ability. In the process we clarify several important features of business cycle phenomena.
FRBSF Economic Letter | 2003
Richard Dennis; Glenn D. Rudebusch
FRBSF Economic Letter | 2001
Richard Dennis
FRBSF Economic Letter | 2007
Richard Dennis
FRBSF Economic Letter | 2005
Richard Dennis
FRBSF Economic Letter | 2003
Richard Dennis
FRBSF Economic Letter | 2007
Richard Dennis; John C. Williams
FRBSF Economic Letter | 2004
Richard Dennis; Jose A. Lopez
FRBSF Economic Letter | 2002
Richard Dennis
FRBSF Economic Letter | 2010
Richard Dennis
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