Leading indicators for euro area government deficits (English)
- New search for: Pérez, Javier J.
- New search for: Pérez, Javier J.
In:
International Journal of Forecasting
;
23
, 2
;
259-275
;
2007
-
ISSN:
- Article (Journal) / Electronic Resource
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Title:Leading indicators for euro area government deficits
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Contributors:Pérez, Javier J. ( author )
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Published in:International Journal of Forecasting ; 23, 2 ; 259-275
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Publisher:
- New search for: International Institute of Forecasters
-
Publication date:2007-01-01
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Size:17 pages
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ISSN:
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DOI:
-
Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 23, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 159
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Introduction to “The future of macroeconomic forecasting”Heilemann, Ullrich / Stekler, Herman et al. | 2007
- 167
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How far ahead can we forecast? Evidence from cross-country surveysIsiklar, Gultekin / Lahiri, Kajal et al. | 2007
- 189
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Bias in macroeconomic forecastsBatchelor, Roy et al. | 2007
- 205
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Quantifying the quality of macroeconomic variablesÖller, Lars-Erik / Teterukovsky, Alex et al. | 2007
- 219
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A comparison of methods for the construction of composite coincident and leading indexes for the UKCarriero, Andrea / Marcellino, Massimiliano et al. | 2007
- 237
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The future of macroeconomic forecasting: Understanding the forecasting processStekler, H.O. et al. | 2007
- 249
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Qualitative business surveys and the assessment of employment — A case study for GermanyAbberger, Klaus et al. | 2006
- 259
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Leading indicators for euro area government deficitsPérez, Javier J. et al. | 2007
- 277
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The timing and accuracy of leading and lagging business cycle indicators: A new approachSeip, Knut Lehre / McNown, Robert et al. | 2006
- 289
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The information content of the Bond–Equity Yield Ratio: Better than a random walk?Giot, Pierre / Petitjean, Mikael et al. | 2007
- 307
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Forecasting realized exchange rate volatility by decompositionLanne, Markku et al. | 2007
- 321
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Significance tests harm progress in forecastingArmstrong, J. Scott et al. | 2007
- 329
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Significance tests harm progress in forecasting: CommentStekler, H.O. et al. | 2007
- 331
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Comments on “significance tests harm progress in forecasting”Ord, Keith et al. | 2007
- 333
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Should we be using significance tests in forecasting research?Goodwin, Paul et al. | 2007
- 335
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Statistical significance tests are unnecessary even when properly done and properly interpreted: Reply to commentariesArmstrong, J. Scott et al. | 2006
- 337
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Book reviewsSloboda, B. W. et al. | 2007
- 339
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Book reviewTschoegl, A. E. / Armstrong, J. S. et al. | 2007
- iii
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Editorial Board| 2007