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:	Wirtschaftsprognose \| Economic forecast \| Prognoseverfahren \| Forecasting model \| Wirtschaftsindikator \| Economic indicator \| Nationaleinkommen \| National income \| VAR-Modell \| VAR model \| Deutschland \| Germany \| Frühindikator \| Leading indicator

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Extent:	1 Online-Ressource (67 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2009 erstellt
Other identifiers:	10.2139/ssrn.2606393 [DOI]
Classification:	C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013022715