Economic Index Time Difference Analysis Based on K-L Information Measure

摘要：

In the paper, economic cycle monitor and early warning index system is designed. The basic contents of K-L information measure are introduced, and the approach is applied to economic index time difference analysis based on the monthly data from January 2001 to June 2007. Leading indicators, coincident indicators and lagging indicators are then determined.

关键词： economic cycle economic early warning economic monitor k-l information measure index time difference analysis

作者: Chen Kejia Liu Sifeng

作者单位: College of Economics and Management Nanjing University of Aeronautics and Astronautics Nanjing, P.R.China

会议类型: 国际会议

会议名称: 2010 IEEE International Conference on Advanced Management Science(2010年IEEE高级管理科学国际会 IEEE ICAMS 2010)

会议地点: 成都

会议语种:英文

页码: 236-239

在线出版日期: 2010-07-09（万方平台首次上网日期，不代表论文的发表时间）