Forecasting GDP with the Leading Indicators : A VAR Approach

The Conference Board's Leading Economic Indicators Index suffers from construction flaws, which reduce its predictive power as well as one's ability to interpret its signals. This paper develops a vector autoregression model to address these problems. The model's out-of-sample GDP forecasts, using revised data, are found to outperform other private-sector forecasters on average over the period considered

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Year of publication:	2015
Authors:	Kahan, Raphael
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| VAR-Modell \| VAR model \| Wirtschaftsindikator \| Economic indicator \| Nationaleinkommen \| National income \| Frühindikator \| Leading indicator \| Wirtschaftsprognose \| Economic forecast \| Bruttoinlandsprodukt \| Gross domestic product

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