Fundamentals versus the leading index-the forecasting of Canada's output growth since 1991: an encompassing approach
Author
Abstract
Suggested Citation
DOI: 10.1080/00036840701721364
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Yi Zheng & James Rossiter, 2006. "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers 06-26, Bank of Canada.
- Victor Zarnowitz & Phillip Braun, 1989. "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers 2812, National Bureau of Economic Research, Inc.
- Alexandre Debs, 2001. "Testing for a Structural Break in the Volatility of Real GDP Growth in Canada," Staff Working Papers 01-9, Bank of Canada.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marwan Chacra & Maral Kichian, 2004. "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers 04-39, Bank of Canada.
- Dimitra Lamprou, 2015. "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 85-100.
- Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers 222, Banque de France.
- Jorah Ramlan & Elsadig Musa Ahmed, 2009. "Information and Communication Technology (ICT) and human capital management trend in Malaysia's economic development," Applied Economics Letters, Taylor & Francis Journals, vol. 16(18), pages 1881-1886.
- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
- Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
- Esteves, Paulo Soares, 2013.
"Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice,"
Economic Modelling, Elsevier, vol. 33(C), pages 416-420.
- Paulo Esteves, 2011. "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers w201129, Banco de Portugal, Economics and Research Department.
- David Laidler & William B.P. Robson, 2004. "Two Percent Target: The Context, Theory, and Practice of Canadian Monetary Policy since 1991," C.D. Howe Institute Policy Studies, C.D. Howe Institute, number 20041, January.
- Mr. Ayhan Kose & Mr. Roberto Cardarelli, 2004. "Economic Integration, Business Cycle, and Productivity in North America," IMF Working Papers 2004/138, International Monetary Fund.
- Jorge M. Andraz & Nelia M. Norte, 2013.
"Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?,"
Economic Issues Journal Articles, Economic Issues, vol. 18(2), pages 91-122, September.
- Jorge Andraz & Nélia Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," CEFAGE-UE Working Papers 2013_17, University of Evora, CEFAGE-UE (Portugal).
- Buch Claudia M. & Pierdzioch Christian & Doepke Joerg, 2004.
"Business Cycle Volatility in Germany,"
German Economic Review, De Gruyter, vol. 5(4), pages 451-479, December.
- Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2004. "Business Cycle Volatility in Germany," German Economic Review, Verein für Socialpolitik, vol. 5(4), pages 451-479, November.
- Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian, 2002. "Business Cycle Volatility in Germany," Kiel Working Papers 1129, Kiel Institute for the World Economy (IfW Kiel).
- Maxime Leboeuf & Louis Morel, 2014. "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers 14-3, Bank of Canada.
- Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
- Katja Heinisch & Axel Lindner, 2019.
"For how long do IMF forecasts of world economic growth stay up-to-date?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(3), pages 255-260, February.
- Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
- Claudia Godbout & Jocelyn Jacob, 2010. "Le pouvoir de prévision des indices PMI," Discussion Papers 10-3, Bank of Canada.
- Yun-Yeong Kim, 2016. "Dynamic Analyses Using VAR Model with Mixed Frequency Data through Observable Representation," Korean Economic Review, Korean Economic Association, vol. 32, pages 41-75.
- David Amirault & Brian O'Reilly, 2001. "The Zero Bound on Nominal Interest Rates: How Important Is It?," Staff Working Papers 01-6, Bank of Canada.
- Paul Jenkins & Brian O'Reilly, 2001. "Monetary Policy and the Economic Well-being of Canadians," The Review of Economic Performance and Social Progress, in: Andrew Sharpe, Executive Director & France St-Hilaire, Vice-President , Research & Keith Banting, Di (ed.), The Review of Economic Performance and Social Progress 2001: The Longest Decade: Canada in the 1990s, volume 1, Centre for the Study of Living Standards;The Institutute for Research on Public Policy.
- Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
- Michael P. Clements & Ana Beatriz Galvão, 2007.
"Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth,"
Working Papers
616, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements & Ana Beatriz Galvão, 2009.
"Forecasting US output growth using leading indicators: an appraisal using MIDAS models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206, November.
- Michael P. Clements & Ana Beatriz Galvao, 2009. "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:applec:v:42:y:2010:i:10:p:1227-1243. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEC20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.