A new composite index of coincident economic indicators in Japan: How can we improve forecast performances?

International Journal of Forecasting

Volumn 17, Issue 3, 2001, Pages 483-498

  Fukuda, Shin Ichi ^a   Onodera, Takashi ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b Electronic Media Bureau   (Japan)

Author keywords

Business cycles; Composite Indicators; Kalman filter; Macroeconomic forecasting

Indexed keywords

EID: 0012806407     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00090-5     Document Type: Article

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