In this study we construct a business cycle indicator for the Netherlands. The Christiano-Fitzgerald band-pass filtter is employed to isolate the cycle using the definition of business cycle frequencies as waves with lengths longer than 3 years and shorter than 11 years. The coincident business...

We pursue a two-fold objective in this paper. First, we try to describe comprehensively the behaviour of sectoral growth cycles in Turkish manufacturing by using several statistical measures and to analyse the co-movement between them via correlation and peak-through analysis. One of the...

This paper proposes an indicator for detecting business cycles turning points incorporating mixed frequency business survey data. It is based on a hidden Markow-Switching model and allows for the detection of regime changes in a given economy where information is displayed monthly, bimonthly and...