The use of consumer and business surveys in forecasting

被引：23

作者：

Klein, Lawrence R. ^{[1
]}

Oezmucur, Sueleyman ^{[1
]}

机构：

[1] Univ Penn, Dept Econ, Philadelphia, PA 19104 USA

来源：

ECONOMIC MODELLING | 2010年 / 27卷 / 06期

关键词：

Surveys; Forecasting; Evaluation; European Union;

D O I：

10.1016/j.econmod.2010.07.005

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Surveys improve forecasting performance by adding explanatory power to a model which is based on only past values of manufacturing growth. The issue addressed in this paper is whether surveys of production expectations, when added to equations that contain lagged values of a headline index pertaining to the real economy, improve forecasting performance. If so, it may be better for researchers to use not just the headline index, but production expectations or the Economic Sentiment Indicator if they wish to better predict manufacturing growth. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1453 / 1462

页数：10

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