The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy
In this paper we present a methodology for evaluating the forecasting ability of composite leading indicator varianbes of industrial economic activity. The new methodology highlights the risks of variable selection in a VAR framework. The methodology is applied to investigate the performance of the OECD composite leading in forecasting industrial production in four European countries.
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|Date of creation:||Oct 1999|
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