A Quasi Real‐Time Leading Indicator for the EU Industrial Production

We build a quasi‐real‐time leading indicator (LI) for the EU industrial production (EU IP). Differently from previous studies, the technique developed in this paper gives rise to an ex‐ante LI that is immune to ex‐post revisions in constituent variables and, thus, does not suffer from overlapping in...

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Veröffentlicht in:	The Manchester school 2019-07, Vol.87 (4), p.510-542
Hauptverfasser:	Donadelli, Michael, Paradiso, Antonio, Riedel, Max
Format:	Artikel
Sprache:	eng
Schlagworte:	Averages Industrial production Power Recessions Variables
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