GDP growth and the composite leading index: A nonlinear causality analysis for eleven countries

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This paper examines the ability of the composite leading index of economic activity to predict future movements in GDP growth using a nonlinear Granger causality test. Our empirical results are shown to contrast sharply with those from the conventional linear causality test.

Original languageEnglish
Pages (from-to)93-99
Number of pages7
JournalEconomics Letters
Issue number1
Publication statusPublished - 2002 Sep 1


All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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