Heuristic model selection for leading indicators in Russia and Germany

Heuristic model selection for leading indicators in Russia and Germany

Business tendency survey indicators are widely recognized as a key instrument for business cycle forecasting. Their leading indicator property is assessed with regard to forecasting industrial production in Russia and Germany. For this purpose, vector autoregressive (VAR) models are specified and es...

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Veröffentlicht in:MAGKS - Joint Discussion Paper Series in Economics (Band 01-2011)
Autoren: Sakin, Ivan, Winker, Peter
Format: Arbeit
Sprache:Englisch
Veröffentlicht: Philipps-Universität Marburg 2011
Schlagworte:
genetic algorithms.
VAR, model selection
business cycle forecasts
Wirtschaft
Leading indicators
Economics
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MAGKS - Joint Discussion Paper Series in Economics

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