Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?
Download full text from publisher
Other versions of this item:
- Robert H. McGuckin & Ataman Ozyildirim, 2004. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(2), pages 171-191.
References listed on IDEAS
- Wesley Clair Mitchell & Arthur F. Burns, 1938. "Statistical Indicators of Cyclical Revivals," NBER Books, National Bureau of Economic Research, Inc, number mitc38-1, July.
- Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January.
- McGuckin, Robert H. & Ozyildirim, Ataman & Zarnowitz, Victor, 2007.
"A More Timely and Useful Index of Leading Indicators,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 25, pages 110-120, January.
- Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2003. "A More Timely and Useful Index of Leading Indicators," Economics Program Working Papers 03-01, The Conference Board, Economics Program.
- Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
- Geoffrey H. Moore, 1950. "Statistical Indicators of Cyclical Revivals and Recessions," NBER Books, National Bureau of Economic Research, Inc, number moor50-1, July.
- Francis X. Diebold & Glenn D. Rudebusch, 1989. "Forecasting output with the composite leading index: an ex ante analysis," Finance and Economics Discussion Series 90, Board of Governors of the Federal Reserve System (U.S.).
- Zarnowitz, Victor, 1992. "Business Cycles," National Bureau of Economic Research Books, University of Chicago Press, number 9780226978901, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Loría, Eduardo & Brito, L., 2004. "Is the Consumer Confidence Index a Sound Predictor of the Private Demand in the United States?," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-15, Diciembre.
- Rua, Antonio & Nunes, Luis C., 2005.
"Coincident and leading indicators for the euro area: A frequency band approach,"
International Journal of Forecasting,
Elsevier, vol. 21(3), pages 503-523.
- LuÃs Catela Nunes & AntÃ³nio Rua, 2003. "Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach," Working Papers w200307, Banco de Portugal, Economics and Research Department.
- Levanon, Gad & Manini, Jean-Claude & Ozyildirim, Ataman & Schaitkin, Brian & Tanchua, Jennelyn, 2015. "Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 426-445.
More about this item
KeywordsBusiness cycle; Indicators; Leading index; Times series; Forecasting;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cnf:wpaper:0304. 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: (A Ozyildirim). General contact details of provider: http://edirc.repec.org/data/confbus.html .