Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
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More about this item
KeywordsLeading indicator; unobserved components model; structural time series model; local business survey;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- 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
- L60 - Industrial Organization - - Industry Studies: Manufacturing - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-05 (All new papers)
- NEP-EEC-2008-07-05 (European Economics)
- NEP-MAC-2008-07-05 (Macroeconomics)
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