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Forecasting Turning Points with Composite Leading Indicators - the Case of Poland

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  • Krzysztof Zalewski

Abstract

This paper concerns the problem of short-term forecasting of economic activity. With the use of Composite Leading Indicators the business cycles of Polish economy are forecasted for 1992–2007 and confronted with real data. Results of Composite Leading Indicator analysis conducted for the end of 2007 suggest possible downturn phase at the beginning of 2008.

Suggested Citation

  • Krzysztof Zalewski, 2009. "Forecasting Turning Points with Composite Leading Indicators - the Case of Poland," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 24.
  • Handle: RePEc:eko:ekoeko:24_61
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    File URL: http://ekonomia.wne.uw.edu.pl/ekonomia/getFile/703
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    1. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
    2. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000. "Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data," CeNDEF Workshop Papers, January 2001 5B.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    3. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
    4. Glick,Reuven (ed.), 1998. "Managing Capital Flows and Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521623230, September.
    5. Fischer, Stanley & Easterly, William, 1990. "The Economic of the Government Budget Constraint," World Bank Research Observer, World Bank Group, vol. 5(2), pages 127-142, July.
    6. Tatiana Fic & Marcin Kolasa & Adam Kot & Karol Murawski & Michal Rubaszek & Magdalena Tarnicka, 2005. "ECMOD Model of the Polish Economy," NBP Working Papers 36, Narodowy Bank Polski, Economic Research Department.
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