Journal of Business Cycle Measurement and Analysis, Volume 3, No. 2, 2007

An Evaluation of Japanese Leading Indicators

DOI:https://dx.doi.org/10.1787/jbcma-v2007-art12-en

This paper evaluates the performances of Japanese leading indicators in predicting business cycle turning points. We extract the business cycle component in leading indicators using the frequency selective filter proposed by Baxter and King (1999 ...



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