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A world trade leading index (WLTI)

Laurent Ferrara (), Olivier Darné and Karim Barhoumi

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Abstract: This paper develops a new monthly World Trade Leading Indicator (WTLI) that relies on a dynamic factor model estimated on set of leading indicators of world trade activity. Compared to the CPB World Trade Monitor's benchmark indicator for global trade the WTLI captures turning points in global trade with an average lead between 2 and 3 months. This new tool can provide policy makers with valuable foresight into the future direction of economic activity by tracking world trade more efficiently.

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Date: 2016
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01635948
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Published in Economics Letters, Elsevier, 2016, 146, pp.111-115

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Journal Article: A World Trade Leading Index (WTLI) (2016) Downloads
Working Paper: A World Trade Leading Index (WTLI) (2015) Downloads
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