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Applied Economics Letters Volume 20, 2013 - Issue 3
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Original Articles

Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

Laurent Ferrara International Macroeconomics Division, Banque de France, Paris, France
&
Clément Marsilli International Macroeconomics Division, Banque de France, Paris, FranceCorrespondence[email protected]
Pages 233-237 | Published online: 29 May 2012

References

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  • Marcellino , M. and Schumacher , C. 2010 . Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP . Oxford Bulletin of Economics and Statistics , 72 : 518 – 50 .
  • Mourougane , A. and Roma , M. 2003 . Can confidence indicators be useful to predict short term real GDP growth . Applied Economics Letters , 10 : 519 – 22 .
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