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A comparison of methods for the construction of composite coincident and leading indexes for the UK

  • Published:2007-04 Issue:2 Volume:23 Page:219-236
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

Carriero Andrea,Marcellino Massimiliano

Publisher

Elsevier BV

Subject

Business and International Management

Reference56 articles.

1. EuroCoin: A real time coincident indicator of the Euro area business cycle;Altissimo,2001

2. Interpolation with a large information set;Angelini;Journal of Economic Dynamics and Control,2006

3. Dating the business cycle in Britain;Artis;National Institute Economic Review,2002

4. Turning point prediction for the UK using CSO leading indicators;Artis;Oxford Economic Papers,1995

5. Dating the Euro area business cycle;Artis;Oxford Bulletin of Economics and Statistics,2004

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4. Accurate Confidence Regions for Principal Components Factors*;Oxford Bulletin of Economics and Statistics;2021-04-23

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