Economic indicator

To determine capital market expectations, analysts use a variety of approaches. We examine three of the most common methods: (1) econometrics, (2) economic indicators, and (3) a checklist approach.

For economic indicators , the major drawback is

(from Kapaln)

• Not consistently accurate as economic relationships change through time.

• Forecasts from leading indicators can be misleading by giving false signals.

Is time lag also a serious issue for economic indicators?

No, there are leading and lagging indicators and they are quite up to date. Fun Fact - GDP for previous quarter has a 400 bps std deviation after being adjusted when all data comes in, but it’s not mentioned in the CFA curriculum so I wouldn’t include time delay as an issue. The market reacts immediately.