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A novel ex-ante leading indicator for the EU industrial production

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  • Donadelli, Michael
  • Paradiso, Antonio
  • Riedel, Max
Abstract
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Suggested Citation

  • Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015. "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series 118, Leibniz Institute for Financial Research SAFE.
    • Handle: RePEc:zbw:safewp:118
    DOI: 10.2139/ssrn.2694608
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    References listed on IDEAS

    as
    1. Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010. "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
    2. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
    3. Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
    4. Gabe J. Bondt & Elke Hahn, 2014. "Introducing the Euro Area‐wide Leading Indicator (ALI): Real‐Time Signals of Turning Points in the Growth Cycle from 2007 to 2011," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 47-68, January.
    5. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.
    6. Banerjee, Anindya & Marcellino, Massimiliano, 2006. "Are there any reliable leading indicators for US inflation and GDP growth?," International Journal of Forecasting, Elsevier, vol. 22(1), pages 137-151.
    7. Charles Goodhart & Boris Hofmann, 2005. "The IS curve and the transmission of monetary policy: is there a puzzle?," Applied Economics, Taylor & Francis Journals, vol. 37(1), pages 29-36.
    8. Craig S. Hakkio & William R. Keeton, 2009. "Financial stress: what is it, how can it be measured, and why does it matter?," Economic Review, Federal Reserve Bank of Kansas City, vol. 94(Q II), pages 5-50.
    9. Turgut Kisinbay & Chikako Baba, 2011. "Predicting Recessions: A New Approach for Identifying Leading Indicators and Forecast Combinations," IMF Working Papers 2011/235, International Monetary Fund.
    10. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013. "A New Keynesian IS curve for Australia: is it forward looking or backward looking?," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
    11. Theodore M. Crone, 2000. "A new look at economic indexes for the states in the Third District," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 3-14.
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