An evaluation of forecasting using leading indicators

Journal of Forecasting

Volumn 15, Issue 4, 1996, Pages 271-291

  Emerson, Rebecca A ^a,c,d   Hendry, David F ^{b,e,f,g,h,i,j}  

^a BANK OF ENGLAND   (United Kingdom)

^b NUFFIELD COLLEGE   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d LONDON BUSINESS SCHOOL   (United Kingdom)

^e Royal Economic Society

^f Econometric Society

^g AMERICAN ACADEMY OF ARTS AND SCIENCES   (United States)

^h British Academy

ⁱ Royal Statistical Society

^j Society for Economic Analysis

more..

Author keywords

Co breaking; Cointegration; Forecasting; Leading indicators; Macroeconomic modelling

Indexed keywords

EID: 0001602894     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199607)15:4<271::AID-FOR623>3.0.CO;2-7     Document Type: Article

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