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Forecasting UK Industrial Production Over the Business Cycle

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Author Info
Denise R. Osborn (University of Manchester)
Paul W. Simpson (Department for Education and Employment)

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Abstract

This paper examines the information available through leading indicators for modelling and forecasting the UK quarterly index of production (seasonally adjusted). The emphasis is on one-quarter ahead prediction, especially over the 1990s recession. Linear specifications considered are univariate autoregressive models together with dynamic single indicator and multiple indicator models. Both univariate and leading indicator versions of nonlinear Markov switching specifications are also examined. In the latter case, the transition probabilities are modelled as logistic functions of the leading indicators, allowing the lead times to differ for the expansion to expansion and recession to recession probabilities. Despite general evidence that the term structure of interest rates helps regime classification in the Markov switching models, these models perform relatively poorly in forecasting the 1990s production recession. It is suggested that this poor performance may be due to the nature of that recession, which differed from previous major UK postwar recessions in having no single quarter where industrial production declined substantially. However, a three indicator linear specification does well. The leading indicator variables in this latter model are a short-term interest rate, the stock market dividend yield and the optimism balance from the quarterly survey conducted by the Confederation of British Industry.

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Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1059.

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Date of creation: 01 Aug 2000
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Handle: RePEc:ecm:wc2000:1059

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Clements, Michael P & Smith, Jeremy, 1999. "A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 123-41, March-Apr. [Downloadable!]
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  2. Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January. [Downloadable!] (restricted)
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  3. Hess, Gregory D & Iwata, Shigeru, 1997. "Measuring and Comparing Business-Cycle Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 432-44, October.
  4. Simpson, Paul W & Osborn, Denise R & Sensier, Marianne, 2001. "Modelling Business Cycle Movements in the UK Economy," Economica, London School of Economics and Political Science, vol. 68(270), pages 243-67, May. [Downloadable!] (restricted)
  5. Engle, Robert F., 1982. "A general approach to lagrange multiplier model diagnostics," Journal of Econometrics, Elsevier, vol. 20(1), pages 83-104, October. [Downloadable!] (restricted)
  6. Artis, Michael J & Kontolemis, Zenon G & Osborn, Denise R, 1997. "Business Cycles for G7 and European Countries," Journal of Business, University of Chicago Press, vol. 70(2), pages 249-79, April. [Downloadable!] (restricted)
  7. Artis, Michael J, et al, 1995. "Turning Point Prediction for the UK Using CSO Leading Indicators," Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 397-417, July. [Downloadable!] (restricted)
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  8. Andreou, Elena & Osborn, Denise R & Sensier, Marianne, 2000. "A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle," Manchester School, University of Manchester, vol. 68(4), pages 396-418, Special I. [Downloadable!] (restricted)
  9. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Blackwell Publishing, vol. 17(31), pages 334-55, December.
  10. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  11. Driffill, John & Sola, Martin, 1998. "Intrinsic bubbles and regime-switching," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 357-373, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  2. B. Siliverstovs & D.J. Van Dijk, 2003. "Forecasting industrial production with linear, nonlinear and structural change models," Econometric Institute Report 321, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  3. Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
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