The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity Issler, João Victor; Vahid, Farshid

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Authors
Issler, João Victor ; Vahid, Farshid
Subjects
Keywords: Industrial economics; Information theory; Mathematical models; Business cycle; Canonical correlation; Coincident and leading indicators; Encompassing; Instrumental variable probit; Economics Business cycle; Canonical correlation; Coincident and leading indicators; Encompassing; Instrumental variable probit; Instrumental Variable Probit; Coincident and Leading Indicators
Summary
We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming that the coincident variables
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http://trove.nla.gov.au/work/75336
Work ID
75336

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