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

Journal of Econometrics

Volumn 132, Issue 1, 2006, Pages 281-303

  Issler, João Victor ^a   Vahid, Farshid ^b  

^a FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Business cycle; Canonical correlation; Coincident and leading indicators; Encompassing; Instrumental variable probit

Indexed keywords

INDUSTRIAL ECONOMICS; INFORMATION THEORY; MATHEMATICAL MODELS;

BUSINESS CYCLE; CANONICAL CORRELATION; COINCIDENT AND LEADING INDICATORS; ENCOMPASSING; INSTRUMENTAL VARIABLE PROBIT;

ECONOMICS;

EID: 33646151418     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.031     Document Type: Article

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