Assessing the forecasting power of the leading composite index in Macedonia
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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.
- 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.
- James H. Stock & Mark W. Watson, 1989.
"New Indexes of Coincident and Leading Economic Indicators,"
NBER Chapters,in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409
National Bureau of Economic Research, Inc.
- Stock, J.H. & Watson, M.W., 1989. "New Indexes Of Coincident And Leading Economic Indicators," Papers 178d, Harvard - J.F. Kennedy School of Government.
More about this item
Keywordseconomic cycle; leading index; root mean squared forecasting error; Macedonia; distributed lags model;
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-13 (All new papers)
- NEP-FOR-2013-09-13 (Forecasting)
- NEP-MAC-2013-09-13 (Macroeconomics)
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