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The coincident and the leading business cycle indicators for Poland

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  • Rafał Woźniak

    ()
    (Faculty of Economic Sciences, University of Warsaw; National Bank of Poland)

Abstract

In the paper, two indicators, the coincident and the leading indicator, are proposed to represent the aggregated economic activity in Poland. The indicators are constructed with stochastic cycle and trend model. Not only does the presented approach solve the problem of existence of stochastic trends in the observed series, but it also allows to account for a different data span of each series in dataset.

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File URL: http://www.wne.uw.edu.pl/inf/wyd/WP/WNE_WP41.pdf
File Function: First version, 2011
Download Restriction: no

Bibliographic Info

Paper provided by Faculty of Economic Sciences, University of Warsaw in its series Working Papers with number 2011-01.

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Length: 12 pages
Date of creation: 2011
Date of revision:
Handle: RePEc:war:wpaper:2011-01

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Related research

Keywords: business cycles; leading indicators; coincident indicators; dynamic factor model; stochastic cycle; stochastic trend;

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