Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

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

Simple item page
dc.contributor.authorVahid, Farshid
dc.contributor.authorIssler, Joao
dc.date.accessioned2015-12-07T22:49:39Z
dc.date.issued2006
dc.date.updated2015-12-07T12:10:52Z
dc.description.abstractWe 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
dc.identifier.issn0304-4076
dc.identifier.urihttp://hdl.handle.net/1885/26860
dc.publisherElsevier
dc.sourceJournal of Econometrics
dc.subjectKeywords: Industrial economics; Information theory; Mathematical models; Business cycle; Canonical correlation; Coincident and leading indicators; Encompassing; Instrumental variable probit; Economics Business cycle; Canonical correlation; Coincident and leading indicators; Encompassing; Instrumental variable probit
dc.titleThe missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage303
local.bibliographicCitation.startpage281
local.contributor.affiliationVahid, Farshid, College of Business and Economics, ANU
local.contributor.affiliationIssler, Joao, Getullio Vargas Foundation
local.contributor.authoruidVahid, Farshid, u4137903
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140303 - Economic Models and Forecasting
local.identifier.ariespublicationu4441299xPUB47
local.identifier.citationvolume132
local.identifier.doi10.1016/j.jeconom.2005.01.031
local.identifier.scopusID2-s2.0-33646151418
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
01_Vahid_The_missing_link:_using_the_2006.pdf
Size:
468.33 KB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS