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Coincident and Leading Indicators of Manufacturing Industry

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  • Richard Etter

    ()

  • Michael Graff

    ()

Abstract

The Swiss Institute for Business Cycle Research regularly conducts business tendency surveys (BTS) amongst manufacturing firms. The information thus generated is available with a publication lead to the official Swiss sales, production, order and inventory statistics. It is shown that the survey data can be used to generate reasonably precise estimates of the reference series with leads of at least one quarter. Specifically, cross-correlations of quarterly series are computed to screen the data for pairs of highly correlated business tendency survey series and corresponding official statistics. All pairs are identified where the maximum correlation shows up simultaneously or with a lead of the survey based series and exceeds a given threshold...

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File URL: http://dx.doi.org/10.1787/jbcma-v2004-art7-en
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Bibliographic Info

Article provided by OECD Publishing,CIRET in its journal Journal of Business Cycle Measurement and Analysis.

Volume (Year): 2004 (2004)
Issue (Month): 1 ()
Pages: 109-131

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Handle: RePEc:oec:stdkaa:5lmqcr2jfb8v

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Related research

Keywords: Composite business cycle indicators; Principal components;

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Cited by:
  1. Boriss Siliverstovs, 2010. "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers 10-249, KOF Swiss Economic Institute, ETH Zurich.
  2. Jan Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2008(2), pages 161-181.
  3. Michael Graff, 2004. "Estimates of the output gap in real time: how well have we been doing?," Reserve Bank of New Zealand Discussion Paper Series DP 2004/04, Reserve Bank of New Zealand.
  4. Michael Graff, 2008. "Ein Stimmungsindikator für das Schweizer Kreditgewerbe," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 2(1), pages 59-70, March.
  5. Richard Etter & Sibylle Gübeli & Franz-Josef Klein, 2004. "Mitlaufende und vorlaufende Indikatoren des Bruttoinlandprodukts der EU insgesamt* : Analyse mit vollständigen Daten, welche einmalig vom DG ECFIN zur Verfügung gestellt wurden," KOF Working papers 04-92, KOF Swiss Economic Institute, ETH Zurich.
  6. Michael Graff, 2006. "Ein multisektoraler Sammelindikator für die Schweizer Konjunktur," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 529–577, December.

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