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In 1986
  • RDP 8612: A Weekly Model of the Floating Australian Dollar
  • RDP 8611: The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts
  • RDP 8610: Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency
  • RDP 8609: The Performance of Exchange Rate Forecasts
  • RDP 8608: Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
  • RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
  • RDP 8606: The Nation's Wealth – Some New Calculations for Australia
  • RDP 8605: On Some Recent Developments in Monetary Economics
  • RDP 8604: Leading Indexes: Do They?
  • RDP 8603: Risk Premia, Market Efficiency and the Exchange Rate: Some Evidence since the Float
  • RDP 8602: Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts
  • RDP 8601: New Classical Models and Unobserved Aggregates

Research Discussion Paper – RDP 8604 Leading Indexes – Do They?

Robert G. Trevor and Stephen G. Donald[*]

May 1986

  • Abstract
  • Download the Paper 1MB

Contents

  • Introduction
  • The VAR Methodology
  • Forecasting the Coincident Indexes
  • Forecasting Activity Variables
  • Conclusion
  • Appendix A: Forecasting Gross Domestic Product
  • Appendix B: Data Sources
  • References

Endnote

The views expressed herein and any remaining errors are our own and should not be attributed to our employer. [*]

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