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On the predictive content of production surveys: A pan-European study

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  • Lemmens, Aurelie
  • Croux, Christophe
  • Dekimpe, Marnik G.

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  • Lemmens, Aurelie & Croux, Christophe & Dekimpe, Marnik G., 2005. "On the predictive content of production surveys: A pan-European study," International Journal of Forecasting, Elsevier, vol. 21(2), pages 363-375.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:363-375
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    References listed on IDEAS

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    1. Entorf, Horst, 1993. "Constructing leading indicators from non-balanced sectoral business survey series," International Journal of Forecasting, Elsevier, vol. 9(2), pages 211-225, August.
    2. Hanssens, Dominique M & Vanden Abeele, Pierre M, 1987. "A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 507-519, October.
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    5. Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris, 2004. "Domestic and international influences on business cycle regimes in Europe," International Journal of Forecasting, Elsevier, vol. 20(2), pages 343-357.
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    7. Oller, Lars-Erik, 1990. "Forecasting the business cycle using survey data," International Journal of Forecasting, Elsevier, vol. 6(4), pages 453-461, December.
    8. Oller, Lars-Erik & Tallbom, Christer, 1996. "Smooth and timely business cycle indicators for noisy Swedish data," International Journal of Forecasting, Elsevier, vol. 12(3), pages 389-402, September.
    9. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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    11. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    12. Michael Artis & Wenda Zhang, 1998. "The linkage of interest rates within the EMS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 117-132, March.
    13. Jonung, Lars, 1986. "Uncertainty about inflationary perceptions and expectations," Journal of Economic Psychology, Elsevier, vol. 7(3), pages 315-325, September.
    14. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March.
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