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Leading composite index produced by Finance Think: Forecasting power reassessed

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  • Blagica Petreski
  • Marjan Petreski

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  • Blagica Petreski & Marjan Petreski, 2014. "Leading composite index produced by Finance Think: Forecasting power reassessed," Finance Think Policy Studies 2014-12/2, Finance Think - Economic Research and Policy Institute.
    • Handle: RePEc:ftm:policy:2014-12/2
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    File URL: https://www.financethink.mk/wp-content/uploads/2020/10/Policy-study-1.pdf
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    References listed on IDEAS

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    1. Wesley Clair Mitchell & Arthur F. Burns, 1938. "Statistical Indicators of Cyclical Revivals," NBER Books, National Bureau of Economic Research, Inc, number mitc38-1, July.
    2. James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, July.
    3. McGuckin, Robert H. & Ozyildirim, Ataman & Zarnowitz, Victor, 2007. "A More Timely and Useful Index of Leading Indicators," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 110-120, January.
    4. Stock, James H. & Watson, Mark W. (ed.), 1993. "Business Cycles, Indicators, and Forecasting," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226774886, November.
    5. Wesley C. Mitchell & Arthur F. Burns, 1961. "Statistical Indicators of Cyclical Revivals," NBER Chapters, in: Business Cycle Indicators, Volume 1, pages 162-183, National Bureau of Economic Research, Inc.
    6. James H. Stock & Mark W. Watson, 1993. "Introduction to "Business Cycles, Indicators and Forecasting"," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 1-10, National Bureau of Economic Research, Inc.
    7. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    8. James H. Stock & Mark W. Watson, 1993. "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 95-156, National Bureau of Economic Research, Inc.
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