A Leading Index for India's Exports
This paper presents a method for predicting cyclical downturns and upturns in Indian exports using the 36 country real effective exchange rate and leading indices of major trading partners. These leading indices are developed at the Economic Cycle Research Institute and forecast the onset and end of recessions in overall economic activity in these economies. The results show that the new leading index of Indian exports (in level and growth form) would have anticipated most of the cyclical turns in real exports, the price of exports, and their value over the past 25 years.
|Date of creation:||May 2001|
|Contact details of provider:|| Postal: Delhi 110 007|
Phone: (011) 27667005
Fax: (011) 27667159
Web page: http://www.cdedse.org/
More information through EDIRC
|Order Information:|| Web: http://www.cdedse.org/ Email: |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- King, Robert G. & Plosser, Charles I., 1994.
"Real business cycles and the test of the Adelmans,"
Journal of Monetary Economics,
Elsevier, vol. 33(2), pages 405-438, April.
- King, R.G. & Plosser, C.I., 1989. "Real Business Cycles And The Test Of The Adelmans," RCER Working Papers 204, University of Rochester - Center for Economic Research (RCER).
- Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
- Watson, Mark W, 1994.
"Business-Cycle Durations and Postwar Stabilization of the U.S. Economy,"
American Economic Review,
American Economic Association, vol. 84(1), pages 24-46, March.
- Mark W. Watson, 1992. "Business cycle durations and postwar stabilization of the U.S. economy," Working Paper Series, Macroeconomic Issues 92-6, Federal Reserve Bank of Chicago.
- Mark W. Watson, 1992. "Business Cycle Durations and Postwar Stabilization of the U.S. Economy," NBER Working Papers 4005, National Bureau of Economic Research, Inc.
- Pami Dua & Anirvan Banerji, 2000. "An Index of Coincident Economic Indicators for the Indian Economy," Working papers 73, Centre for Development Economics, Delhi School of Economics.
- Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
- Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1.
When requesting a correction, please mention this item's handle: RePEc:cde:occpap:1. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sanjeev Sharma)
If references are entirely missing, you can add them using this form.