Early warning indicator of economic vulnerability
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Kholodilin Konstantin Arkadievich & Siliverstovs Boriss, 2006.
"On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik),
De Gruyter, vol. 226(3), pages 234-259, June.
- Konstantin A. Kholodilin & Boriss Siliverstovs, 2005. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Discussion Papers of DIW Berlin 522, DIW Berlin, German Institute for Economic Research.
- Aslihan Atabek & Evren Erdogan Cosar & Saygin Sahinöz, 2005. "A New Composite Leading Indicator for Turkish Economic Activity," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(1), pages 45-64, January.
- Greer, Mark, 2003. "Directional accuracy tests of long-term interest rate forecasts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 291-298.
- Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics.
- Geoffrey H. Moore & Victor Zarnowitz, 1986. "Appendix A: The Development and Role of the National Bureau of Economic Research's Business Cycle Chronologies," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 735-780, National Bureau of Economic Research, Inc.
- Diebold, Francis X & Rudebusch, Glenn D, 1989.
"Scoring the Leading Indicators,"
The Journal of Business,
University of Chicago Press, vol. 62(3), pages 369-391, July.
- 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.).
- João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013.
"Constructing coincident and leading indices of economic activity for the Brazilian economy,"
OECD Journal: Journal of Business Cycle Measurement and Analysis,
OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2012. "Constructing coincident and leading indices of economic activity for the Brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 730, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2011. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 714, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Wong, Shirly Siew-Ling & Abu Mansor, Shazali & Puah, Chin-Hong & Liew, Venus Khim-Sen, 2012. "Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator," MPRA Paper 36649, University Library of Munich, Germany.
- Samuelson, Paul A, 1976. "Optimality of Sluggish Predictors under Ergodic Probabilities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 1-7, February.
- Michael Meow-Chung Yap, 2009. "Assessing Malaysia’s Business Cycle indicators," Monash Economics Working Papers 04-09, Monash University, Department of Economics.
- Wesley Clair Mitchell & Arthur F. Burns, 1938. "Statistical Indicators of Cyclical Revivals," NBER Books, National Bureau of Economic Research, Inc, number mitc38-1, December.
- Everhart, Stephen S. & Duval-Hernandez, Robert, 2000. "Leading indicator project - Lithuania," Policy Research Working Paper Series 2365, The World Bank.
- Miroslav Klúcik & Ján Haluška, 2008. "Construction of composite leading indicator for the Slovak economy," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 55, pages 363-370, November.
- Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Wolfgang Polasek, 2010. "Dating and Exploration of the Business Cycle in Iceland," Working Paper series 13_10, Rimini Centre for Economic Analysis.
- Stephen Everhart & Robert Duval-Hernandez, 2001. "Short Term Macro Monitoring: Leading Indicator Construction-Mexico," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0108, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Neftici, Salih N., 1982. "Optimal prediction of cyclical downturns," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 225-241, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- repec:ibn:ibrjnl:v:11:y:2018:i:3:p:179-185 is not listed on IDEAS
- repec:eco:journ2:2018-03-37 is not listed on IDEAS
- repec:ags:pdcbeh:285104 is not listed on IDEAS
- repec:pdc:jrnbeh:v:13:y:2017:i:4:p:496-505 is not listed on IDEAS
More about this item
Keywords
Business Cycle; Composite Leading Indicator; Early Warning Indicator;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2012-07-23 (Forecasting)
- NEP-MAC-2012-07-23 (Macroeconomics)
- NEP-SEA-2012-07-23 (South East Asia)
Statistics
Access and download statisticsCorrections
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:pra:mprapa:39944. 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: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.