Making leading indicators more leading : a wavelet-based method for the construction of composite leading indexes

by Marco Gallegati

Year of publication:	2014
Authors:	Gallegati, Marco
Published in:	Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET. - Paris : OECD, ISSN 1995-2880, ZDB-ID 2144649-0. - 2014, 1, p. 67-87
Subject:	wavelets \| composite leading indicators \| early warning signals \| Wirtschaftsindikator \| Economic indicator \| Frühindikator \| Leading indicator \| Prognoseverfahren \| Forecasting model \| Frühwarnsystem \| Early warning system \| Zustandsraummodell \| State space model \| Index \| Index number

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