메뉴 건너뛰기




Volumn 22, Issue 1, 2006, Pages 137-151

Are there any reliable leading indicators for US inflation and GDP growth?

Author keywords

Factor model; GDP growth; Inflation; Leading indicator; Model selection

Indexed keywords


EID: 31844446246     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.03.005     Document Type: Article
Times cited : (85)

References (23)
  • 3
    • 0012722303 scopus 로고    scopus 로고
    • An automatic leading indicator of economic activity: Forecasting GDP growth for European countries
    • G. Camba-Mendez G. Kapetanios R.J. Smith M.R. Weale An automatic leading indicator of economic activity: Forecasting GDP growth for European countries Econometrics Journal 4 2001 S56-S90
    • (2001) Econometrics Journal , vol.4
    • Camba-Mendez, G.1    Kapetanios, G.2    Smith, R.J.3    Weale, M.R.4
  • 5
    • 54949148109 scopus 로고    scopus 로고
    • Combining predictors and combining information in modelling: Forecasting US recession probabilities and output growth
    • C. Milas P. Rothman D. van Dijk Elsevier
    • M.P. Clements A. Galvao Combining predictors and combining information in modelling: Forecasting US recession probabilities and output growth C. Milas P. Rothman D. van Dijk Nonlinear time series analysis of business cycles 2005 Elsevier
    • (2005) Nonlinear Time Series Analysis of Business Cycles
    • Clements, M.P.1    Galvao, A.2
  • 8
    • 0002931014 scopus 로고
    • The dynamic factor analysis of economic time series
    • D.J. Aigner A.S. Goldberger North-Holland Amsterdam Ch. 19
    • J. Geweke The dynamic factor analysis of economic time series D.J. Aigner A.S. Goldberger Latent variables in socio-economic models 1977 North-Holland Amsterdam Ch. 19
    • (1977) Latent Variables in Socio-economic Models
    • Geweke, J.1
  • 10
    • 0001092189 scopus 로고
    • Modeling the demand for narrow money in the United Kingdom and the United States
    • D.F. Hendry N.R. Ericsson Modeling the demand for narrow money in the United Kingdom and the United States European Economic Review 35 1991 833-886
    • (1991) European Economic Review , vol.35 , pp. 833-886
    • Hendry, D.F.1    Ericsson, N.R.2
  • 11
    • 0005122580 scopus 로고    scopus 로고
    • Improving on "Data mining reconsidered" by Hoover, K.D. and S.J. Perez
    • D.F. Hendry H.M. Krolzig Improving on "Data mining reconsidered" by Hoover, K.D. and S.J. Perez Econometrics Journal 2 1999 202-219
    • (1999) Econometrics Journal , vol.2 , pp. 202-219
    • Hendry, D.F.1    Krolzig, H.M.2
  • 12
    • 0000077729 scopus 로고    scopus 로고
    • Data mining reconsidered: Encompassing and the general-to-specific approach to specification search
    • K. Hoover S.J. Perez Data mining reconsidered: Encompassing and the general-to-specific approach to specification search Econometrics Journal 2 1999 167-191
    • (1999) Econometrics Journal , vol.2 , pp. 167-191
    • Hoover, K.1    Perez, S.J.2
  • 13
    • 34249713956 scopus 로고    scopus 로고
    • The track record of the commission forecasts
    • F. Keereman The track record of the commission forecasts European Commission Economic 1999 137
    • (1999) European Commission Economic , pp. 137
    • Keereman, F.1
  • 14
    • 31844451764 scopus 로고    scopus 로고
    • External assumptions, the international environment and the track record of the commission forecasts
    • F. Keereman External assumptions, the international environment and the track record of the commission forecasts European Commission Economic 2003 189
    • (2003) European Commission Economic , pp. 189
    • Keereman, F.1
  • 15
    • 0000497341 scopus 로고    scopus 로고
    • Computer automation of general-to-specific model selection procedures
    • H.M. Krolzig D.F. Hendry Computer automation of general-to-specific model selection procedures Journal of Economic Dynamics and Control 25 2001 831-866
    • (2001) Journal of Economic Dynamics and Control , vol.25 , pp. 831-866
    • Krolzig, H.M.1    Hendry, D.F.2
  • 16
    • 34249276095 scopus 로고    scopus 로고
    • 'Leading indicators: What have we learned?'
    • in preparation for Elliott, G., Granger, C.W.J. and A. Timmermann Elsevier-North Holland
    • Marcellino, M. (2004). 'Leading indicators: What have we learned?' in preparation for Elliott, G., Granger, C.W.J. and A. Timmermann, Handbook of economic forecasting. Elsevier-North Holland.
    • (2004) Handbook of Economic Forecasting
    • Marcellino, M.1
  • 17
    • 0037307624 scopus 로고    scopus 로고
    • Macroeconomic forecasting in the Euro area: Country specific versus Euro wide information
    • M. Marcellino J.H. Stock M.W. Watson Macroeconomic forecasting in the Euro area: Country specific versus Euro wide information European Economic Review 47 2003 1-18
    • (2003) European Economic Review , vol.47 , pp. 1-18
    • Marcellino, M.1    Stock, J.H.2    Watson, M.W.3
  • 18
    • 0000496306 scopus 로고
    • The encompassing principle and its application to non-nested hypothesis tests
    • G.E. Mizon J.F. Richard The encompassing principle and its application to non-nested hypothesis tests Econometrica 54 1986 657-678
    • (1986) Econometrica , vol.54 , pp. 657-678
    • Mizon, G.E.1    Richard, J.F.2
  • 19
    • 0003331699 scopus 로고    scopus 로고
    • Business cycle modelling without pretending to have too much a priori economic theory
    • C.A. Sims Federal Reserve Bank of Minneapolis Minneapolis
    • T.J. Sargent C.A. Sims Business cycle modelling without pretending to have too much a priori economic theory C.A. Sims New methods in business cycle research 1997 Federal Reserve Bank of Minneapolis Minneapolis
    • (1997) New Methods in Business Cycle Research
    • Sargent, T.J.1    Sims, C.A.2
  • 21
    • 0012675693 scopus 로고    scopus 로고
    • A comparison of linear and non-linear univariate models for forecasting macroeconomic time series
    • R. Engle H. White Oxford University Press Oxford
    • J.H. Stock M.W. Watson A comparison of linear and non-linear univariate models for forecasting macroeconomic time series R. Engle H. White Cointegration, causality, and forecasting: A festschrift in honor of Clive W.J. Granger 1999 Oxford University Press Oxford 1-44
    • (1999) Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W.J. Granger , pp. 1-44
    • Stock, J.H.1    Watson, M.W.2
  • 22
    • 0003705405 scopus 로고    scopus 로고
    • Forecasting output and inflation: The role of asset prices
    • NBER Working Paper 8180
    • J.H. Stock M.W. Watson Forecasting output and inflation: The role of asset prices NBER Working Paper 8180 2001
    • (2001)
    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.