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 indicator such as real GPD. Second, they lack economic interpretation; hence the heights of peaks and th...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2002
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/766 https://ink.library.smu.edu.sg/context/soe_research/article/1765/viewcontent/New_Coincident_Index.pdf |
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| Institution: | Singapore Management University |
| Language: | English |