A Note on the Forcasting Effectiveness of the U.S. Leading Economic Indicators

John B. Guerard
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John B. Guerard: Lehigh University

Indian Economic Review, 2001, vol. 36, issue 1, 251-268

Abstract: In this study, we estimate a transfer function model to test the hypothesis that the U.S. leading economic indicators and the related composite index is statistically significant as an input to forecast real U.S. Gross Domestic Product (GDP). We find the leading indicators are a statistically significant input in the GDP with three-quarters of lag during the 1970-2000 period.

JEL-codes: C22 (search for similar items in EconPapers)
Date: 2001
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