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A dynamic index model for large cross sections

Quah, Danny - In: Business cycles, indicators, and forecasting, (pp. 285-306). 1993

Persistent link: https://www.econbiz.de/10001314198

Forecasting and analyzing economic activity with coincident and leading indexes : the case of Connecticut

Dua, Pami - In: Journal of forecasting 15 (1996) 7, pp. 509-526

Persistent link: https://www.econbiz.de/10001216511

New indexes of coincident and leading economic indicators

Stock, James H. - In: NBER macroeconomics annual (1989), pp. 351-394

Persistent link: https://www.econbiz.de/10001091595

New index of coincident indicators : a multivariate Markov switching factor model approach

Kim, Myung-jig - In: Journal of monetary economics 36 (1995) 3, pp. 607-630

Persistent link: https://www.econbiz.de/10001197729

A dynamic index model for large cross sections

Quah, Danny; Sargent, Thomas J. - 1992

Persistent link: https://www.econbiz.de/10000851830

A Markov switching factor model of coincident and leading indicators

Kim, Myung-jig - In: Journal of economic research 1 (1996) 2, pp. 253-272

Persistent link: https://www.econbiz.de/10001222463

Improved construction of diffusion indexes for macroeconomic forecasting

Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2006

Persistent link: https://www.econbiz.de/10003303551

Measuring foreign impact : leading index construction using hierarchical dynamic factor model

Reklaite, Agne - In: Baltic journal of economics 16 (2016) 1, pp. 21-32

In this paper a new method of constructing the leading economic index is presented. Its main advantage is the ability …

Persistent link: https://www.econbiz.de/10011890861

New Indexes of Coincident and Leading Economic Indicators

Stock, James H.; Watson, Mark W. - 2004

macroeconomic theory, focusing in particular on several salient series that are not included in the proposed leading index. Section … evaluated. Second, given this conceptual framework, what are the best variables to use as components of the leading index? Third … project are three experimental monthly indexes: an index of coincident economic indicators (CEI), an index of leading economic …

Persistent link: https://www.econbiz.de/10014157515

A new approach to the evaluation and selection of leading indicators

Gottschling, Andreas; Trimbur, Thomas M. - 1998

Leading indicators are typical constructs used in macroeconomics to guide decision making in several areas of economic activity, including policy formation and long term investment. Researchers often evaluate and select leading indicators on a seemingly ad hoc basis involving OLS regression,...

Persistent link: https://www.econbiz.de/10010504321