Coincident and leading indicators for the euro area: A frequency band approach

International Journal of Forecasting

Volumn 21, Issue 3, 2005, Pages 503-523

  Rua, António ^a   Nunes, Luis C ^b  

^a BANCO DE PORTUGAL   (Portugal)

^b NOVA SCHOOL OF BUSINESS AND ECONOMICS   (Portugal)

Author keywords

Bandpass filter; Business cycles; Coincident indicator; Growth cycles; Leading indicator; Principal components; Spectral analysis

Indexed keywords

EID: 21644435521     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.02.001     Document Type: Article

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