Estimates of Real Economic Activity in Switzerland, 1885-1930
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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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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, vol. 42(Jun), pages 65-119.
- Bergman, U. Michael & Bordo, Michael D. & Jonung, Lars, 1998. "Historical Evidence on Business Cycles: The International Experience," SSE/EFI Working Paper Series in Economics and Finance 255, Stockholm School of Economics.
- James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters,in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
- 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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