Estimating Indexes Of Coincident And Leading Indicators
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Estimating Indexes Of Coincident And Leading Indicators
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Author : Tahsin Saadi-Sedik
language : en
Publisher: International Monetary Fund
Release Date : 2003-08-01
Estimating Indexes Of Coincident And Leading Indicators written by Tahsin Saadi-Sedik and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-08-01 with Business & Economics categories.
The analysis of coincident and leading indicators can help policymakers gauge the short-term direction of economic activity. While such analysis is well established in advanced economies, it has received relatively little attention in many emerging market and developing economies, reflecting in part the lack of sufficient historical data to determine the reliability of these indicators. This paper presents an econometric approach to deriving composite indexes of coincident and leading indicators for a small open economy, Jordan. The results show that, even with limited monthly observations, it is possible to establish meaningful economic and statistically significant relations between indicators from different sectors of the economy and the present and future direction of economic activity.
Leading Economic Indicators
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Author : Kajal Lahiri
language : en
Publisher: Cambridge University Press
Release Date : 1991
Leading Economic Indicators written by Kajal Lahiri and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.
Business Cycles
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Author : Victor Zarnowitz
language : en
Publisher: University of Chicago Press
Release Date : 2007-11-01
Business Cycles written by Victor Zarnowitz and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-01 with Business & Economics categories.
This volume presents the most complete collection available of the work of Victor Zarnowitz, a leader in the study of business cycles, growth, inflation, and forecasting.. With characteristic insight, Zarnowitz examines theories of the business cycle, including Keynesian and monetary theories and more recent rational expectation and real business cycle theories. He also measures trends and cycles in economic activity; evaluates the performance of leading indicators and their composite measures; surveys forecasting tools and performance of business and academic economists; discusses historical changes in the nature and sources of business cycles; and analyzes how successfully forecasting firms and economists predict such key economic variables as interest rates and inflation.
A Probability Model Of The Coincident Economic Indicators
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Author : James H. Stock
language : en
Publisher:
Release Date : 1988
A Probability Model Of The Coincident Economic Indicators written by James H. Stock and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Coincidence theory (Mathematics) categories.
The Index of Coincident Economic Indicators, currently compiled by the U.S. Department of Commerce, is designed to measure the state of overall economic activity. The index is constructed as a weighted average of four key macroeconomic time series, where the weights are obtained using rules that dare to the early days of business cycle analysis. This paper presents an explicit rime series model (formally, a dynamic factor analysis or "single index" model) that implicitly defines a variable that can be thought of as the overall state of the economy. Upon estimating this model using data from 1959-1987, the estimate of this unobserved variable is found to be highly correlated with the official Commerce Department series, particularly over business cycle horizons. Thus this model provides a formal rationalization for the traditional methodology used to develop the Coincident Index. Initial exploratory exercises indicate that traditional leading variables can prove useful in forecasting the short-run growth in this series
Guide To Economic Indicators
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Author : Norman Frumkin
language : en
Publisher: Sharpe Reference
Release Date : 2000
Guide To Economic Indicators written by Norman Frumkin and has been published by Sharpe Reference this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
Guide to economic indicators explains the basic features of more than seventy statistical measures of the U.S. economy. (p.xiii)
The Economic Performance Index Epi
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Author : Mr.Vadim Khramov
language : en
Publisher: International Monetary Fund
Release Date : 2013-10-23
The Economic Performance Index Epi written by Mr.Vadim Khramov and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-23 with Business & Economics categories.
Existing economic indicators and indexes assess economic activity but no single indicator measures the general macro-economic performance of a nation, state, or region in a methodologically simple and intuitive way. This paper proposes a simple, yet informative metric called the Economic Performance Index (EPI). The EPI represents a step toward clarity, by combining data on inflation, unemployment, government deficit, and GDP growth into a single indicator. In contrast to other indexes, the EPI does not use complicated mathematical procedures but was designed for simplicity, making it easier for professionals and laypeople alike to understand and apply to the economy. To maximize ease of understanding, we adopt a descriptive grading system. In addition to a Raw EPI that gives equal weights to its components, we construct a Weighted EPI and show that both indexes perform similarly for U.S. data. To demonstrate the validity of the EPI, we conduct a review of U.S. history from 1790 to 2012. We show that the EPI reflects the major events in U.S. history, including wars, periods of economic prosperity and booms, along with economic depressions, recessions, and even panics. Furthermore, the EPI not only captures official recessions over the past century but also allows for measuring and comparing their relative severity. Even though the EPI is simple by its construction, we show that its dynamics are similar to those of the Chicago Fed National Activity Index (CFNAI) and The Conference Board Coincident Economic Index® (CEI).
Guidelines On Producing Leading Composite And Sentiment Indicators
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Author : United Nations
language : en
Publisher: United Nations
Release Date : 2019-12-18
Guidelines On Producing Leading Composite And Sentiment Indicators written by United Nations and has been published by United Nations this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-18 with Political Science categories.
Leading, composite and sentiment indicators offer a powerful way of communication of statistical information and reaching out to users of statistics. The indicators can provide relevant and timely information on aspects of the economy and the social society that are not covered by other statistics. They can also provide information on complex phenomena in simple and condensed form, for instance on the current or expected economic development or on the well-being or sense of happiness of the citizens. These Guidelines provide guidance to statistical offices on their possible roles in developing and producing leading, composite and sentiment indicators and give practical and operational guidance to statistical offices that produce or consider producing these indicators. Existing examples of good practice are also referenced.
Handbook Of Cyclical Indicators
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Author : United States. Bureau of Economic Analysis
language : en
Publisher:
Release Date : 1977
Handbook Of Cyclical Indicators written by United States. Bureau of Economic Analysis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Business cycles categories.
Business Cycles In Brics
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Author : Sergey Smirnov
language : en
Publisher: Springer
Release Date : 2018-08-15
Business Cycles In Brics written by Sergey Smirnov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-15 with Business & Economics categories.
This volume focuses on the analysis and measurement of business cycles in Brazil, Russia, India, China and South Africa (BRICS). Divided into five parts, it begins with an overview of the main concepts and problems involved in monitoring and forecasting business cycles. Then it highlights the role of BRICS in the global economy and explores the interrelatedness of business cycles within BRICS. In turn, part two provides studies on the historical development of business cycles in the individual BRICS countries and describes the driving forces behind those cycles. Parts three and four present national business tendency surveys and composite cyclical indices for real-time monitoring and forecasting of various BRICS economies, while the final part discusses how the lessons learned in the BRICS countries can be used for the analysis of business cycles and their socio-political consequences in other emerging countries.
Handbook Of Cyclical Indicators
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Author :
language : en
Publisher:
Release Date : 1977
Handbook Of Cyclical Indicators written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Business cycles categories.
Chiefly tables.