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Forecasting international growth rates with leading indicators: A system-theoretic approach

✍ Scribed by S. Mittnik


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
747 KB
Volume
24
Category
Article
ISSN
0898-1221

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## 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