meimei2020-09-11 10:51:18

关于用economic indicator 预测的方法。书上这么说：One of the drawbacks of the (composite) leading indicator methodology is that the entire history may be revised each month. As a result, the most recently published historical indicator series will almost certainly appear to have fit past business cycles (i.e., GDP) better than it actually did in real time. This distortion is known as “look ahead” bias. Correspondingly, the LEI may be less reliable in predicting the current/next cycle than history suggests. (Institute, 08/2019, p. 187) 我还是不太明白整个economic indicator 预测的方法。这句话是想说，这些用于预测未来周期的数据可能很快被修订，所以不能很好的预测未来；但为什么又说解释历史周期却相对较好呢？