Real-time macroeconomic forecasting with leading indicators: An empirical comparison

Author:

Heij Christiaan,van Dijk Dick,Groenen Patrick J.F.

Publisher

Elsevier BV

Subject

Business and International Management

Reference29 articles.

1. Data revisions are not well-behaved;Aruoba;Journal of Money, Credit and Banking,2008

2. Are there any reliable leading indicators for US inflation and GDP growth?;Banerjee;International Journal of Forecasting,2006

3. Verification of forecasts expressed in terms of probability;Brier;Monthly Weather Review,1950

4. This is what the leading indicators lead;Camacho;Journal of Applied Econometrics,2002

5. Tests of equal predictive ability with real-time data;Clark;Journal of Business and Economic Statistics,2009

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