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The Leading Economic Indicators and Business Cycles in the United States: 100 Years of Empirical Evidence and the Opportunities for the Future de John B. Guerard

The Leading Economic Indicators and Business Cycles in the United States: 100 Years of Empirical Evidence and the Opportunities for the Future

Autor John B. Guerard
en Limba Engleză Paperback – 7 iul 2023
In a time of unprecedented economic uncertainty, this book provides empirical guidance to the economy and what to expect in the near and distant future. Beginning with a historic look at major contributions to economic indicators and business cycles starting with Wesley Clair Mitchell (1913) to Burns and Mitchell (1946), to Moore (1961) and Zarnowitz (1992), this book explores time series forecasting and economic cycles, which are currently maintained and enhanced by The Conference Board. Given their highly statistically significant relationship with GDP and the unemployment rate, these relationships are particularly useful for practitioners to help predict business cycles.
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Specificații

ISBN-13: 9783030994204
ISBN-10: 3030994201
Pagini: 650
Ilustrații: XXIV, 650 p. 210 illus., 91 illus. in color.
Dimensiuni: 155 x 235 x 39 mm
Greutate: 0.93 kg
Ediția:1st ed. 2022
Editura: Springer International Publishing
Colecția Palgrave Macmillan
Locul publicării:Cham, Switzerland

Cuprins

Chapter 1. Economic Growth and Business Cycles in the United States.- Chapter 2. Mr. Wesley Clair Mitchell: The Advent of U.S. and NBER Business Cycle Research.- Chapter 3. Measuring Business Activity, An Introductions to the Contributions of Mr. Persons, Mr. Schumpeter, Mr. Haberler, and Mr. Eckstein.- Chapter 4. Mr. Burns and Mr. Mitchell on Measuring Business Cycles.- Chapter 5. Mr. Geoffrey Moore and NBER Business Cycle Research.- Chapter 6. Mr. Victor Zarnowitz and Economic Forecasting, and NBER Business Cycle Research.- Chapter 7. Regression and Time Series Modeling of Real GDP, the Unemployment Rate, and the Impact of Leading Economic Indicators on Forecasting Accuracy.- Chapter 8. Granger-Causality Testing and LEI Forecasting of Quarterly Mergers and the Unemployment Rate.- Chapter 9. Active Management in Portfolio Selection and Management within Business Cycles and Present-Day COVID.- Chapter 10. Testing and Forecasting the Unemployment Rate with the Most Current Data, TCB LEI, data as of 11/05/2021.- Chapter 11. Conclusions and Summary.

Notă biografică

John B. Guerard, Jr., Ph.D. is a member of the McKinley Capital Management Scientific Advisory Board. He served almost 15 years as Director of Quantitative Research at McKinley Capital Management, in Anchorage, Alaska. John is an Affiliate Instructor in the Department of Applied Mathematics, the Computational Finance and Risk Management Program, The University of Washington, Seattle, WA. He earned his AB in Economics from Duke University, MA in Economics from the University of Virginia, MSIM from the Georgia Institute of Technology, and Ph.D. in Finance from the University of Texas, Austin. Mr. Guerard took three of his doctoral seminars at Texas from Jan Mossin, a co-developer of the Capital Asset Pricing model. John taught at the McIntire School of Commerce, the University of Virginia, Lehigh University, and Rutgers University. John taught as an adjunct faculty member at New York University, and the University of Pennsylvania. He worked with the DAIS Group at Drexel, Burnham, Lambert, Daiwa Securities Trust Company, where he co-managed the Japanese Equity Fund portfolio with Harry Markowitz. While serving as Director of Quantitative Research at Vantage Global Advisors, Mr. Guerard was awarded the first Moskowitz Prize for research in socially responsible investing. John has published several monographs, including Corporate Financial Policy and R&D Management (Wiley, 2006), Quantitative Corporate Finance (Kluwer, now Springer, 2007, with Eli Schwartz, the third edition is at press, 2021), The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (Springer, 2010), Introduction to Financial Forecasting in Investment Analysis (Springer, 2013), and The Handbook of Applied Investment Research (World Scientific Publishing, 2020, with William T. Ziemba). John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting and has published research inThe International Journal of Forecasting, Management Science, the IBM Journal of Research and Development, Annals of Operations Research, Journal of Forecasting, Journal of Investing, Journal of Portfolio Management, The Financial Analysts Journal, Research in Finance, Research Policy, and the Journal of the Operational Research Society.

Textul de pe ultima copertă

“This book blends two important topics: 1) An interesting history of research on economic growth and business cycles from the 1900’s to today, and 2) A review and application of many of the newest econometric techniques to forecasting economic growth and stock prices. The integration of these two topics produce a volume that should be interesting and useful for both academics and practitioners in the fields of economics and finance.”
—Martin J. Gruber, Professor Emeritus and Scholar in Residence, NYU
“John Guerard should be congratulated for writing an authoritative book on business cycles and the use of cyclical indicators in their historical perspectives. It covers the contributions of giants of the field including those by Wesley Mitchell, Arthur Burns, Geoffrey Moore, and Victor Zarnowitz, highlighting the statistical aspects of the issues involved. The book will specifically be useful for economic analysts and practitioners who are in the business of tracking the economy in real time.”
—Kajal Lahiri, Distinguished Professor of Economics and Health Policy, Mgt., & Behavior, University at Albany: SUNY
In a time of unprecedented economic uncertainty, this book provides empirical guidance to the economy. This monograph explores time series forecasting and economic cycles using the Leading Economic Indicators, LEI, which are maintained and enhanced by The Conference Board. Given the highly statistically significant relationship with GDP and the unemployment rate, the LEI series is particularly useful for practitioners to help predict business cycles.
John B. Guerard, Jr., is a member of the McKinley Capital Management Scientific Advisory Board, where he previously served as Director of Quantitative Research in Anchorage, Alaska. John is affiliated with the Computational Finance and Risk Management Program, The University of Washington, Seattle, WA. He earned his AB in Economics from Duke University andPh.D. in Finance from the University of Texas, Austin. John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting and has published in these journals as well as Management Science, and Annals of Operations Research.

Caracteristici

Describes the use of leading economic indicators as a tool for predicting business cycles Offers a historical overview of the initial use of economic indicators by Wesley Mitchell and Arthur Burns Presents updated evidence of the continuing usefulness of the indicator approach today