Combining quantitative and qualitative data in business cycle research
In this article a leading indicator of the South African business cycle is proposed which combines the traditional quantitative data inputs with qualitative data. The integration is achieved via the Kalman filter technique. It is shown that this model surpasses the traditional approaches in accuracy...
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| Format: | Article |
| Language: | English |
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AOSIS
1986-09-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/1048 |