Coincident, leading and recession indexes for the Lithuanian economy

In this paper coincident and leading economic indicators are analysed and used to construct coincident, leading and recession indexes for the Lithuanian economy by applying Stock and Watson (1989) methodology. Coincident and leading indexes describe the dynamics of the Lithuanian economy fairly well. The recession index accurately predicts periods of economic contraction.

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Year of publication:	2011
Authors:	Reklaite, Agne
Published in:	Baltic Journal of Economics. - Baltic International Center for Economic Policy Studies (BICEPS), ISSN 1406-099X. - Vol. 11.2011, 1, p. 91-108
Publisher:	Baltic International Center for Economic Policy Studies (BICEPS)
Subject:	Recession \| Coincident and Leading Indicators \| Stock andWatson method \| Kalman Filter

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Extent:	application/pdf
Type of publication:	Article
Classification:	C43 - Index Numbers and Aggregation ; E32 - Business Fluctuations; Cycles ; C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009274552