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

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

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
Volume77
Issue number1
DOIs
Publication statusPublished - 2002 Sep 1

Fingerprint

Economic activity
Granger causality test
Nonlinear Granger causality
Empirical results
Causality test
Nonlinear causality
Leading index
GDP growth

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

Cite this

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title = "GDP growth and the composite leading index: A nonlinear causality analysis for eleven countries",
abstract = "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.",
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GDP growth and the composite leading index : A nonlinear causality analysis for eleven countries. / Huh, Hyeon seung.

In: Economics Letters, Vol. 77, No. 1, 01.09.2002, p. 93-99.

Research output: Contribution to journalArticle

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