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A quantitative look at the system of economic indicators

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  • Huth, William L.

Abstract

The Bureau of Economic Analysis (BEA) regularly publishes data on the current state and anticipated future of the domestic economy. This information is frequently used, mainly in a qualitative sense, by policymakers and other economic agents to assess the direction of economic activity. This paper examines the quantitative time interrelationships between the composite economic indicators. Specifically, crosscorrelations were computed from the white noise innovations from univariate ARIMA models and used to isolate, the delay behavior and directional relation between the series pairs. The correlations were also used to specify a multivariate time series model connecting the coincident and leading indexes of economic activity.

Suggested Citation

  • Huth, William L., 1985. "A quantitative look at the system of economic indicators," Journal of Macroeconomics, Elsevier, vol. 7(2), pages 195-210.
    • Handle: RePEc:eee:jmacro:v:7:y:1985:i:2:p:195-210
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    Cited by:

    1. Marcel, Mario., 1990. "Leading indicators for employment forecasting in developing countries," ILO Working Papers 992788013402676, International Labour Organization.
    2. repec:ilo:ilowps:278801 is not listed on IDEAS

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