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The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity

Vahid, Farshid; Issler, Joao

Description

We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming that the coincident variables

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/26860
Source: Journal of Econometrics
DOI: 10.1016/j.jeconom.2005.01.031

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