Journal of Business Cycle Measurement and Analysis, Volume 3, No. 3, 2007

Dating EU15 monthly business cycle jointly using GDP and IPI

DOI:https://dx.doi.org/10.1787/jbcma-v2007-art16-en

This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non-parametric procedures on monthly and quarterly data as well in a combined approach. The main innovation is the joint use of the monthly ...



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