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.

Financial Forecasting, Methods, Usage, Forecasts and trends, Inflation (Finance), Economic forecasting, Business forecasting, Inflation (Economics)

---

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.

All Other Miscellaneous Manufacturing, Manufacturing industries, not elsewhere classified, Manufacturing Industries NEC, Manufacturing industry, Manufacturing industries, Economic aspects

---

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.

Industrial productivity

Similar abstracts:

• Abstracts: Econometric modelling for short-term inflation forecasting in the euro area. Forecasting Euro area inflation using dynamic factor measures of underlying inflation
• Abstracts: Bounded rational learning in differential information economies: core and value. An equivalence theorem for a differential information economy
• Abstracts: Link-save trading. American contingent claims under small proportional transaction costs
• Abstracts: Testing continuous semimartingle hypothesis for the S&P 500. Tests for cointegration breakdown over a short time period
• Abstracts: Model-based clustering of multiple time series. Binomial autoregressive moving average models with an application to US recessions

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.