Y,m1r,il-is,eeffn 1,5 1,2,3 1 1,5 1 2,3 1 1,2
Y,m1r,il-is,eeffr 1,5 2,3 1 1,2,3 0 1,2,8 1 1,2,3
Notes: AIC: Akaike information criterion, LM-test: Rejection of the Lagrange-Multiplier test of autocorrelation [...] il-is 1, 5 1 1 1 1 - 1 1,2,3
Y, m1r,il-is,stock 1, 5 1,5 1 1,2,5 1 - 1 1,2,5
Y,m1r,il-is,oilp 1 1,5 1 1,5 o=2, 1 5 1 5
Y,m1r,il-is,oilp 1 1,5 1 1,5 o=2, 0 5 1 5
Y,m1r,il-is,e 1,5 1,2,3 1 1,5 0 1,2 0 1,2
Y [...] Industry: The Use of Leading Indicators for Forecasting and Analysis, Journal of
Forecasting, 14, pp. 1-23.
Bernanke, B.S., Blinder, A.S. (1988): Credit, Money and Aggregate Demand, American
Economic Review