Financial variables and the out-of-sample forecastability of the growth rate of indian industrial production
In this paper, we consider the forecasting power, both in- and out-of-sample, of 11 financial variables with respect to the growth rate of Indian industrial production over the monthly out-ofsample period of 2005:4–2011:4, using an in-sample of 1994:1–2005:3. The financial variables used are: M0, M...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2014-01-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/TEDE/article/view/4321 |