A World Trade Leading Index (WTLI) /

A World Trade Leading Index (WTLI) /

This paper develops a new monthly World Trade Leading Indicator (WTLI) that relies on nonparametric and parametric approaches. Compared to the CPB World Trade Monitor's benchmark indicator for global trade the WTLI captures turning points in global trade with an average lead between 2 and 3 mon...

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Bibliografiske detaljer
Hovedforfatter:	Barhoumi, Karim
Andre forfattere:	Ferrara, Laurent
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2015.
Serier:	IMF Working Papers; Working Paper ; No. 2015/020
Fag:	Factor Models Growth Rate Leading Indicators World Trade WP United States
Online adgang:	Full text available on IMF

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