The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
AbstractThis paper analyses the business cycle properties of 183 time series relevant to the Italian economy, including real, monetary and international variables. We propose new monthly coincident and leading composite indicators for the Italian business cycle; the leading indicator anticipates the turning points of the coincident indicator on average by six months.
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Bibliographic InfoPaper provided by Banca Italia - Servizio di Studi in its series Papers with number 377.
Length: 126 pages
Date of creation: 2000
Date of revision:
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Postal: Banca d'Italia-Servizio Studi-Divisione Biblioteca e Pubblicazioni - Via N azionale, 91 -00184 Rome, Italy.
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BUSINESS CYCLES ; MONEY ; MATHEMATICAL ANALYSIS;
Find related papers by JEL classification:
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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