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  1. 1. Leading indicators: myth or legend?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lina Fransson; Måns Hammarbäck; [2012]
    Keywords : leading indicators; business cycle; dynamic panel data model; systematic GMM; wavelet transformation; Business and Economics;

    Abstract : In this thesis we analyze the predictive power of various traditionally leading indicators of GDP-growth. We apply a dynamic panel data estimation approach and use variables categorized in to two groups; survey indicators and economic variables. READ MORE