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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Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 01-2011)
Main Authors: Sakin, Ivan, Winker, Peter
Format: Work
Language:English
Published: Philipps-Universität Marburg 2011
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Online Access:PDF Full Text
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MAGKS - Joint Discussion Paper Series in Economics