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 | |
| Publication status | Published - 2002 Sep 1 |
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All Science Journal Classification (ASJC) codes
- Finance
- Economics and Econometrics
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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 journal › Article
TY - JOUR
T1 - GDP growth and the composite leading index
T2 - A nonlinear causality analysis for eleven countries
AU - Huh, Hyeon seung
PY - 2002/9/1
Y1 - 2002/9/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0036721735&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0036721735&partnerID=8YFLogxK
U2 - 10.1016/S0165-1765(02)00109-X
DO - 10.1016/S0165-1765(02)00109-X
M3 - Article
AN - SCOPUS:0036721735
VL - 77
SP - 93
EP - 99
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 1
ER -