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Please use this identifier to cite or link to this item: http://hdl.handle.net/2192/66

 
Title: Forecasting Industrial Production and the Early Detection of Turning Points
Authors: Bruno, Giancarlo
Lupi, Claudio
Keywords: Forecasting
VAR Models
Industrial production
Cyclical indicators.
Issue Date: 14-Apr-2003
Abstract: In this paper we propose a simple model to forecast industrial production in Italy up to 6 months ahead. We show that the forecasts produced using the model outperform some popular forecasts as well as those stemming from an ARIMA model used as a benchmark and those from some single equation alternative models. We show how the use of these forecasts can improve the estimate of a cyclical indicator and the early detection of turning points for the manufacturing sector. This is of paramount
...more
Informations: published in Empirical Economics, vol. 29, no. 3. pp. 647-671.
URI: http://hdl.handle.net/2192/66
Appears in Collections:4 - REPEC
Econpapers

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