correlation of the economic variables with the reference series, the study of the cyclical indicators, the analysis of the … relative variability of economic series, the diagnose and prevision based on the cyclical indicators. …

show that country specific indicators play a much smaller role. We detect di?erences across business cycle phases but …

show that country specific indicators play a much smaller role. We detect differences across business cycle phases but …

This paper reports real-time out-of-sample tests of the ability of the U.S. Index Leading Economic Indicators (LEI) to …

used frequency domain analysis, different Granger-causality tests and out-of sample forecasts. Only few indicators passed …

Clusters of cyclical turning points in the coincident indicators help us identify and date Euro Area recessions and … recoveries in the past several decades. In the U.S. and some other countries, composite indexes of coincident indicators (CEI …) are used to date classical business cycle turning points; also indexes of leading indicators (LEI) are used to help in the …

show that country specific indicators play a much smaller role. We detect differences across business cycle phases but …

Our objective has been to experiment with diverse economic indicators in order to help equip Ukrainian policymakers … practice” in early warning indicators in order to design a similar system for Ukraine; We have selected the relevant indicators …, consistent with our hypotheses and used a probit model in order to experiment with these indicators; The final set of indicators …

lower real GDP permanently or whether we can expect a rebound to earlier trend levels. Using a recent quantile … autoregression unit root test we check whether shocks to real GDP have permanent or temporary effects. In contrast to earlier studies … root hypothesis at the conditional mean of GDP, but also in the tails of the distribution where the lower tail corresponds …

macro series, namely annual and quarterly real GDP and GDP per capita. The results indicate that the behaviour of US GDP can …