Simpson, Paul W; Osborn, Denise R; Sensier, Marianne - In: Journal of Forecasting 20 (2001) 6, pp. 405-24
This paper examines the information available through leading indicators for modelling and forecasting the UK quarterly index of production. Both linear and non-linear specifications are examined, with the latter being of the Markov-switching type as used in many recent business cycle...