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A Note on the Forcasting Effectiveness of the U.S. Leading Economic Indicators

Author

Listed:
  • John B. Guerard Jr.

    (Lehigh University)

Abstract

In this study, we estimate a transfer function model to test the hypothesis that the U.S. leading economic indicators and the related composite index is statistically significant as an input to forecast real U.S. Gross Domestic Product (GDP). We find the leading indicators are a statistically significant input in the GDP with three-quarters of lag during the 1970-2000 period.

Suggested Citation

  • John B. Guerard Jr., 2001. "A Note on the Forcasting Effectiveness of the U.S. Leading Economic Indicators," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 251-268, January.
    • Handle: RePEc:dse:indecr:v:36:y:2001:i:1:p:251-268
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    Cited by:

    1. Enrico Ivaldi & Gian Marco Ugolini, 2015. "The Nautical Quality Index (NaQi): Methodology and Application to the Case of Italy," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 43-58, May.
    2. Tangian, Andranik, 2007. "Analysis of the third European survey on working conditions with composite indicators," European Journal of Operational Research, Elsevier, vol. 181(1), pages 468-499, August.

    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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