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An Examination of the Commerce Department Leading-Indicator Approach

โœ Scribed by Paul D. Koch and Robert H. Rasche


Book ID
124697185
Publisher
American Statistical Association
Year
1988
Tongue
English
Weight
555 KB
Volume
6
Category
Article
ISSN
0735-0015

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Forecasting cyclical turning points with
โœ Nader Nazmi ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 677 KB

## Abstract In this paper the econometrics of latent variables in conjunction with leading economic indicators are used to predict turning points of the US industrial production variable for various forecasting horizons. The results reported here show that leading indicators used in regression mode