A new coincident index of business cycles based on monthly and quarterly series

Popular monthly coincident indices of business cycles, e.g. the composite index and the Stock-Watson coincident index, have two shortcomings. First, they ignore information contained in quarterly indicators such as real GDP. Second, they lack economic interpretation; hence the heights of peaks and t...

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Main Authors: Mariano, Roberto S., Murasawa, Yasutomo
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2003
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在線閱讀:https://ink.library.smu.edu.sg/soe_research/374
https://ink.library.smu.edu.sg/context/soe_research/article/1373/viewcontent/New_Coincident_Index_of_Business_Cycles_Based_on_Monthly_pp_2002.pdf
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