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Estimates of Real Economic Activity in Switzerland, 1885-1930

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  • Gerlach, Stefan
  • Gerlach-Kristen, Petra

Abstract

This Paper uses annual data spanning 1870 to 1930 on a set of variables correlated with business conditions to construct an index of real economic activity in Switzerland. We extract an estimate of the common component of the data series using principal components analysis and the unobservable variables approach proposed by Stock and Watson (1989, 1991). The resulting index is similar to, but displays more variation over time than, that constructed by Andrist, Anderson and Williams (2000).

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Bibliographic Info

Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 3427.

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Date of creation: Jun 2002
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Handle: RePEc:cpr:ceprdp:3427

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Related research

Keywords: coincident indicator; principal componants; swiss economic history;

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  1. U. Michael Bergman & Michael D. Bordo & Lars Jonung, 1998. "Historical evidence on business cycles: the international experience," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 65-119.
  2. Stock, J.H. & Watson, M.W., 1989. "New Indexes Of Coincident And Leading Economic Indicators," Papers 178d, Harvard - J.F. Kennedy School of Government.
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Cited by:
  1. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers 7069, C.E.P.R. Discussion Papers.

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