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A composite leading cycle indicator for Uruguay

Author

Listed:
  • Pablo Galaso

    (Universidad de la República)

  • Sandra Rodríguez

    (Universidad de la República)

Abstract

This study estimates a composite leading business cycle indicator for the Uruguayan economy following the methodology of The Conference Board. Prediction is based on the analysis of multiple series that have a leading relationship to the Industrial Production Index, which is used as the reference variable of the overall economic activity. Once selected, these series are aggregated into a single composite indicator. Our index covers a 20-year period (from 1994 to 2013). It includes variables covering diverse aspects of economic activity and reaches to advance the two turning points occurred in Uruguay during that period.

Suggested Citation

  • Pablo Galaso & Sandra Rodríguez, 2016. "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 31, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 01 Feb 2016.
    • Handle: RePEc:cjz:ca41cj:31
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    Cited by:

    1. is not listed on IDEAS
    2. Moses Tule & Taiwo Ajilore & Godday Ebuh, 2016. "A composite index of leading indicators of unemployment in Nigeria," Journal of African Business, Taylor & Francis Journals, vol. 17(1), pages 87-105, January.

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    Keywords

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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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