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In Search of Coincident and Leading Indicators of Economic Activity in Argentina

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  • Alejandro Simone
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    Abstract

    Time series on economic activity in developing countries, in particular real GDP, are reported with important lags. Therefore, it is useful to construct indicators that coincide or lead the actual direction and level of economic activity. A general methodology to construct these indicators is proposed and adapted for Argentina. Three coincident indicators could be constructed, but no reliable leading indicator could be found. From an econometric standpoint, the coincident indicators produce satisfactory point estimates of real GDP. The series that enter the indicator are broadly consistent with what many economists believe is the main source of real GDP fluctuations in Argentina: shocks to the capital account of the balance of payments. This enhances the confidence in the econometric results.

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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 01/30.

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    Length: 55
    Date of creation: 01 Mar 2001
    Date of revision:
    Handle: RePEc:imf:imfwpa:01/30

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    Related research

    Keywords: Economic indicators; Economic models; real gdp; forecasting; cointegration; statistics; equation; growth rate; time series; granger causality; predictions; growth rates; confidence interval; correlation; autocorrelation; standard error; prediction; standard errors; financial statistics; logarithm; statistic; equations; significance levels; probability; explanatory power; business cycle; correlations; survey; sample mean; goodness of fit; business cycles; standard deviation; independent variables; significance level; econometrics; regression equation; descriptive statistics; samples; total consumption; independent variable; regression analysis; time series analysis; probabilities; functional form; number of parameters; normal distribution; instrumental variables; statistical analysis; mean square; algebra; statistical theory; bivariate granger causality tests;

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    Cited by:
    1. Marcos Dal Bianco & Jaime Martinez-Martín & Maximo Camacho, 2013. "Short-Run Forecasting of Argentine GDP Growth," Working Papers, BBVA Bank, Economic Research Department 1314, BBVA Bank, Economic Research Department.
    2. Daniel Leigh & Marco Rossi, 2002. "Leading Indicators of Growth and Inflation in Turkey," IMF Working Papers 02/231, International Monetary Fund.
    3. Joannes Mongardini & Tahsin Saadi-Sedik, 2003. "Estimating Indexes of Coincident and Leading Indicators," IMF Working Papers 03/170, International Monetary Fund.

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