Front Matter
  • 1 https://isni.org/isni/0000000404811396, International Monetary Fund

Front Matter Page

Western Hemisphere Department

Authorized for distribution by Thomas Reichmann

Contents

  • I. Introduction

  • II. A General Methodology to Construct Coincident and Leading Indicators

  • III. The Available Data for Argentina

  • IV. Adapting the Proposed Methodology to a Limited Number of Observations

  • V. Final Models and Their Econometric Properties

  • VI. The Nature of Argentine Economic Fluctuations and the Relations with The Estimated Models

  • VII. Conclusion

  • Text Tables

  • 1. Definition of Variables

  • 2. Unit Root, Granger Causality and Cointegration Tests for all Candidate Series

  • 3. Unit Root, Granger Causality and Cointegration Tests for Series That Satisfy the Selection Criteria Described In II.C

  • 4. Bivariate Cointegration Results: Real GDP

  • 5. Results with 2 Lags

  • 6. Results with 3 Lags

  • 7. Unrestricted Models Ranked According to Their R2

  • 8. Estimation Results for the Final Models

  • 9. Misspecification Tests

  • 10. Sign Accuracy

  • Figures

  • Model 1

  • Model 2

  • Model 3

  • Appendix

In Search of Coincident and Leading Indicators of Economic Activity in Argentina
Author: Mr. Alejandro Simone