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

Hyeon seung Huh

doi:10.1016/S0165-1765(02)00109-X

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

Hyeon seung Huh

Department of Economics

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	93-99
Number of pages	7
Journal	Economics Letters
Volume	77
Issue number	1
DOIs	https://doi.org/10.1016/S0165-1765(02)00109-X
Publication status	Published - 2002 Sep

All Science Journal Classification (ASJC) codes

Finance
Economics and Econometrics

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10.1016/S0165-1765(02)00109-X

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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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