In this paper, a methodology is developed for designing a coincident index for the
so-called state of the economy. Based on this index, statistical tests are deduced for
checking structural changes in the economy and consistency of pre-established economic
goals for the short term with past and present observed information. The approach can
also be considered as a new solution for the ex post (benchmarking, disaggregation) and
ex ante (extrapolation) prediction problems.
Publié le : 2004-12-14
Classification:
Benchmarking,
Coincident index,
Consistency tests,
Disaggregation,
Ex post and ex ante prediction,
Structural change
@article{1102516477,
author = {Nieto, Fabio H.},
title = {A Coincident Index for the State of the Economy},
journal = {Internat. Statist. Rev.},
volume = {72},
number = {1},
year = {2004},
pages = { 355-376},
language = {en},
url = {http://dml.mathdoc.fr/item/1102516477}
}
Nieto, Fabio H. A Coincident Index for the State of the Economy. Internat. Statist. Rev., Tome 72 (2004) no. 1, pp. 355-376. http://gdmltest.u-ga.fr/item/1102516477/