Revised ICI as a leading indicator of Croatian industral production during a recession (CROSBI ID 588506)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa
Podaci o odgovornosti
Čižmešija, Mirjana ; Erjavec, Nataša ; Bahovec, Vlasta
engleski
Revised ICI as a leading indicator of Croatian industral production during a recession
With the aim to improve its forecasting properties, especially during a recession, we modified a standard composite leading indicator (ICI) in Croatia. Two revised ICIs are proposed and their predictive powers were analysed on the bases of several econometric models with variables: standard ICI, two revised ICIs and Croatian industrial production (y-o-y growth rate). As for a Croatian industrial production during the recession it is recommended to forecast only one quarter ahead and revised leading indicator, calculated with negative manager's answers, showed the best forecasting properties.
Forecasting; Developing Countries; Economic Modeling
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Podaci o prilogu
39-39.
2012.
objavljeno
Podaci o matičnoj publikaciji
25th European Conference on Operational Research (EURO XXV), 8-11 July 2012. Vilnius, Lithuania, www.euro-2012.lt ; Conference programme
Christiansen, M.
Vilnius: EURO The Association of European Operational Research Societies
Podaci o skupu
25TH EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH (EURO XXV)
predavanje
08.07.2012-11.07.2012
Vilnius, Litva