The coincident and the leading business cycle indicators for Poland

In the paper, two indicators, the coincident and the leading indicator, are proposed to represent the aggregated economic activity in Poland. The indicators are constructed with stochastic cycle and trend model. Not only does the presented approach solve the problem of existence of stochastic trends in the observed series, but it also allows to account for a different data span of each series in dataset.

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Year of publication:	2011
Authors:	Woźniak, Rafał
Institutions:	Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
Subject:	business cycles \| leading indicators \| coincident indicators \| dynamic factor model \| stochastic cycle \| stochastic trend

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2011-01 12 pages
Classification:	C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008788472