Composite leading indicators of underlying inflation for seven EU countries
Article Abstract:
A study was conducted to analyze National Economic Research Bureau-based composite leading indicators for underlying inflation, and their forecasting performance over a 25-year period, for Belgium, Germany, France, Italy, the Netherlands, Sweden and the UK. Results of the analysis are promising. They indicate that the use of these indicators as forecast instruments may be useful in anticipating future price movements especially turning points.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1999
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International interdependence of business cycles in the manufacturing industry: the use of leading indicators for forecasting and analysis
Article Abstract:
Leading econmic indicators for 15 industrialized countries, including Japan, USA and Europe, were created using an improved variant of the NBER method. These indicators are fairly reliable over a four to six month period. The main advantage of these indicators is that they can be used to determine the interdependence of international business cycles and how this is affected by increased economic integration.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1995
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Forecasting cyclical turning points with an index of leading indicators: a probabilistic approach
Article Abstract:
Leading economic indicators, along with the econometrics of latent variables,are employed to forecast turning points of the US industrial production variable. Used in a dichotomous response regression model, leading indicators were found to be able to accurately forecast every turning point for the index of industrial production of the Federal Reserve Board from 1967 to 1990.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1993
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