Predicting recessions and recoveries in real time: The euro area-wide leading indicator (ALI)
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References listed on IDEAS
- Professor E. Philip Davis, 2001. "Some evidence on financial factors in the determination of aggregate business investment for the G7," National Institute of Economic and Social Research (NIESR) Discussion Papers 187, National Institute of Economic and Social Research.
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- Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
More about this item
Keywordsbusiness cycle; Deviation cycle; euro area; Leading Indicator; Real‐time analysis;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-09 (All new papers)
- NEP-CBA-2010-10-09 (Central Banking)
- NEP-EEC-2010-10-09 (European Economics)
- NEP-FOR-2010-10-09 (Forecasting)
- NEP-MAC-2010-10-09 (Macroeconomics)
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