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Volumn 12, Issue 3, 1996, Pages 403-416

An evaluation of the leading indicators for the Canadian economy using time series analysis

Author keywords

ARIMA model, seasonality; Composite indicators; Evaluating forecasts; Transfer function model

Indexed keywords


EID: 0030239864     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/0169-2070(95)00662-1     Document Type: Article
Times cited : (5)

References (17)
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  • 4
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    • Cross, P.1    Roy-Mayrand, F.2
  • 6
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    • On the economics and econometrics of seasonality
    • Department of Economics, Univ. of Montreal
    • Ghysels, E., 1990, On the economics and econometrics of seasonality, Discussion Paper no. 9028, Department of Economics, Univ. of Montreal.
    • (1990) Discussion Paper , vol.9028
    • Ghysels, E.1
  • 7
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    • Some comments on the evaluation of economic forecasts
    • Granger, C.W.J. and P. Newbold, 1973, Some comments on the evaluation of economic forecasts. Applied Economics, 5, 35-47.
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    • Granger, C.W.J.1    Newbold, P.2
  • 8
    • 0000181810 scopus 로고
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    • Koch, P.D. and R.H. Rasche, 1988, An examination of the commerce department leading-indicator approach, Journal of Business and Economic Statistics, 6, 167-187.
    • (1988) Journal of Business and Economic Statistics , vol.6 , pp. 167-187
    • Koch, P.D.1    Rasche, R.H.2
  • 9
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time series models
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    • Ljung, G.M.1    Box, G.E.P.2
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    • Neftci, S.N., 1979, Lead-lag relations, exogeneity and prediction of economic time series, Econometrica, 47, 101-113.
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    • Neftci, S.N.1
  • 12
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    • Are economic time series asymmetric over the business cycle?
    • Neftci, S.N., 1984, Are economic time series asymmetric over the business cycle? Journal of Political Economy, 92, 307-328.
    • (1984) Journal of Political Economy , vol.92 , pp. 307-328
    • Neftci, S.N.1
  • 13
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  • 14
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    • Roy, F., 1993a, A new composite index, technical notes, Canadian Economic Observer, Cat. No. 11-010, Feb., 3.1-3.5.
    • (1993) Canadian Economic Observer , pp. 31-35
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  • 15
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    • Roy, F., 1993b, Notes on the construction of the leading indicator, Statistics Canada, unpublished manuscript.
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  • 17
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    • Seasonal adjustment and relations between variables
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    • Wallis, K.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.