Concepedia

Leading Indicator Models

Leading Indicator Models is a forecasting framework that belongs to the class of econometric models which utilize time-series data on variables that systematically precede changes in aggregate economic activity to predict future trends in aggregate demand.

233

Publications

14.9K

Citations

413

Authors

224

Institutions

Publications per year

2017–2026

34

Parents

Publications

233

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations

, , +13

Predicting U.S. Recessions: Financial Variables as Leading Indicators

Arturo Estrella, Frederic S. Mishkin · The Review of Economics and Statistics · 1998 · 1.2K citations

, , +17

New Indexes of Coincident and Leading Economic Indicators

James H. Stock, Mark W. Watson · NBER Macroeconomics Annual · 1989 · 432 citations · Full text

, , +16

Scoring the Leading Indicators

Francis X. Diebold, Glenn D. Rudebusch · The Journal of Business · 1989 · 357 citations

, , +17

Forecasting Output with the Composite Leading Index: A Real-Time Analysis

Francis X. Diebold, Glenn D. Rudebusch · Journal of the American Statistical Association · 1991 · 355 citations

, , +17

1–5 of 233

Authors

413

  1. JH
    James H. Stock

    Harvard University, United States

    8 publications · 3.3K citations

    8

    h-index

  2. VZ
    Victor Zarnowitz

    University of Chicago, United States

    7 publications · 448 citations

    7

    h-index

  3. MM
    Massimiliano Marcellino

    Bocconi University, Italy

    6 publications · 393 citations

    6

    h-index

  4. MW
    Mark W. Watson

    Princeton University, United States

    6 publications · 3.3K citations

    6

    h-index

  5. AO
    Ataman Ozyildirim

    Conference Board, United States

    5 publications · 140 citations

    5

    h-index

1–5 of 413

Institutions

224

  1. National Bureau of Economic Research

    Cambridge, United States

    9 h-index

    13 publications

    7.6K citations

  2. Bocconi University

    Milan, Italy

    7 h-index

    8 publications

    474 citations

  3. European Central Bank

    Frankfurt am Main, Germany

    6 h-index

    10 publications

    324 citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    6 h-index

    6 publications

    129 citations

  5. University of Manchester

    Manchester, United Kingdom

    5 h-index

    14 publications

    635 citations

  6. Harvard University

    Cambridge, United States

    5 h-index

    5 publications

    3.2K citations

  7. Ifo Institute for Economic Research

    Munich, Germany

    5 h-index

    11 publications

    261 citations

  8. European University Institute

    Florence, Italy

    5 h-index

    5 publications

    399 citations

1–8 of 224

Venues

  1. SSRN Electronic Journal

    Repository · 32 publications · 1.4K citations

    18

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 24 publications · 944 citations

    16

    h-index

  3. International Journal of Forecasting

    11 publications · 425 citations

    11

    h-index

  4. Journal of Forecasting

    13 publications · 529 citations

    11

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 9 publications · 2.9K citations

    9

    h-index

1–5