English, Article, Journal or magazine article edition: Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI Monica Billio; Massimiliano Caporin; Guido Cazzavillan

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Bookmark: http://trove.nla.gov.au/version/203563
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI
Author
  • Monica Billio
  • Massimiliano Caporin
  • Guido Cazzavillan
Physical Description
  • preprint
Notes
  • This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non-parametric procedures on monthly and quarterly data as well in a combined approach. The main innovation is the joint use of the monthly series for the EU15 Gross Domestic Product (GDP) and the EU15 Industrial Production Index (IPI) from 1970 to 2003. The monthly IPI and the quarterly GDP at the EU15 level have been reconstructed starting from the available national series. The monthly GDP has then been computed using temporal disaggregation techniques. The obtained chronology is directly comparable to ones produced by several authors for the euro area.
  • Business cycle, Chronology, Historical reconstruction, Monthly GDP
  • RePEc:ven:wpaper:2007_19
Language
  • English
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