The development and uses of regional indexes of leading economic indicators
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|Date of creation:||1988|
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- Thomas J. Sargent & Christopher A. Sims, 1977.
"Business cycle modeling without pretending to have too much a priori economic theory,"
55, Federal Reserve Bank of Minneapolis.
- Tom Doan, . "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
- Koch, Paul D & Rasche, Robert H, 1988. "An Examination of the Commerce Department Leading-Indicator Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(2), pages 167-87, April.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
- Ronald A. Ratti, 1985. "A descriptive analysis of economic indicators," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 14-23.
- Nefti, Salih N, 1979. "Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series," Econometrica, Econometric Society, vol. 47(1), pages 101-13, January.
- Gary Gorton, 1982. "Forecasting with the Index of Leading Indicators," Business Review, Federal Reserve Bank of Philadelphia, issue Nov/Dec, pages 15-27.
- Keith R. Phillips & Lucinda Vargas & Victor Zarnowitz, 1996. "New tools for analyzing the Mexican economy: indexes of coincident and leading economic indicators," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II.
- Francis X. Diebold & Glenn D. Rudebusch, 1987.
"Scoring the leading indicators,"
Special Studies Papers
206, Board of Governors of the Federal Reserve System (U.S.).
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