Camba-Mendez, G, Kapetanios, G., Smith, R.J. and Weale, M.R. (2001), ‘An automatic leading indicator of economic activity’, Econometrics Journal, 4, pp. S56-S90.
2.
Camba-Mendez, G, Kapetanios, G., Smith, R.J. and Weale, M.R. (2002), ‘The forecasting perforamnce of the OECD leading indicators for France, Germany, Italy and the United Kingdom’, in Clements, M. and Hendry, D.F. (eds), Forecasting Companion, Oxford, Basil Blackwell (forthcoming).
3.
Harvey, D.I., Leybourne, S.J. and Newbold, P. (1997), ‘Testing the equality of prediction mean square errors’, International Journal of Forecasting, 13, pp. 273-281.
4.
Hendry D.F. and Clements, M. (1999), Forecasting Non-stationary Economic Time Series, London, MIT Press.
5.
Lawson, N. (1991), The View from Number 11, page 80.
6.
Loungari, P. (2000), ‘How accuragte are private sector forecasts: cross-country evidence from consensus forecasts of economic growth’, IMF Working Paper WPO/00/77, www.imf-org/external/pubs/cat/longres.cfor?sk=3543.1
7.
Pain, N. (1998), ‘Economic statistics and the task of the Treasury’, presented to Civil Service College, November.
8.
Pain, N. and Britton, A.J. (1992), ‘National Institute economic forecasts 1968 to 1991: some tests of forecast properties’, National Institute Economic Review, 141, pp. 81-93.
9.
Poulizac, D., Weale, M.R. and Young, G.J.J. (1996), ‘The performance of National Institute economic forecasts’, National Institute Economic Review, 156.
