Journal Article
The 2001 recession and the Chicago Fed National Index: identifying business cycle turning points
Pham-Kanter, Genevieve; Liu, Chin Te; Evans, Charles L. (2002-07)
The initial release of the Chicago Fed National Activity Index (CFNAI) in early 2001 pointed to the very real possibility that the U.S. economy was teetering on the brink of recession. This article quantifies the statistical ability of the CFNAI to act as an early warning indicator of economic recessions. In simulation experiments, the CFNAI performed virtually as well as the statistical model's ideal measure of the business cycle.
Economic Perspectives , Volume 26 , Issue Q III , Pages 26-43

Newsletter
Investing social security trusts funds in the stock market
Marshall, David A.; Pham-Kanter, Genevieve (1999-12)
Chicago Fed Letter , Issue Dec