Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators

DOI10.1002/for.1146zbMath1204.91101OpenAlexW2129841770MaRDI QIDQ3065486

Brian Schaitkin, Victor Zarnowitz, Ataman Ozyildirim

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1146

zbMATH Keywords

time seriesforecastingbusiness cycleindicatorsleading index

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (4)

The principal-agent model in venture investment based on fairness preference ⋮ Fat tails in leading indicators ⋮ Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators ⋮ Lasso–type and Heuristic Strategies in Model Selection and Forecasting

Cites Work

• A consistent test for nonlinear out of sample predictive accuracy.
• Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
• Tests of Conditional Predictive Ability
• Tests of equal forecast accuracy and encompassing for nested models
• Unnamed Item

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