Dating EU15 monthly business cycle jointly using GDP and IPI:
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 t...
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| Format: | Elektronisch Buchkapitel |
| Sprache: | Englisch |
| Veröffentlicht: |
Paris
OECD Publishing
2008
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| Schlagwörter: | |
| Links: | https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en https://doi.org/10.1787/jbcma-v2007-art16-en |
| Zusammenfassung: | 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 |
| Umfang: | 1 Online-Ressource (34 Seiten) 16 x 23cm |
| DOI: | 10.1787/jbcma-v2007-art16-en |
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Datensatz im Suchindex
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| spelling | Billio, Monica Verfasser aut Dating EU15 monthly business cycle jointly using GDP and IPI Monica Billio, Massimiliano Caporin and Guido Cazzavillan Paris OECD Publishing 2008 1 Online-Ressource (34 Seiten) 16 x 23cm txt rdacontent c rdamedia cr rdacarrier 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 Economics Caporin, Massimiliano ctb Cazzavillan, Guido ctb https://doi.org/10.1787/jbcma-v2007-art16-en Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Billio, Monica Dating EU15 monthly business cycle jointly using GDP and IPI Economics |
| title | Dating EU15 monthly business cycle jointly using GDP and IPI |
| title_auth | Dating EU15 monthly business cycle jointly using GDP and IPI |
| title_exact_search | Dating EU15 monthly business cycle jointly using GDP and IPI |
| title_full | Dating EU15 monthly business cycle jointly using GDP and IPI Monica Billio, Massimiliano Caporin and Guido Cazzavillan |
| title_fullStr | Dating EU15 monthly business cycle jointly using GDP and IPI Monica Billio, Massimiliano Caporin and Guido Cazzavillan |
| title_full_unstemmed | Dating EU15 monthly business cycle jointly using GDP and IPI Monica Billio, Massimiliano Caporin and Guido Cazzavillan |
| title_short | Dating EU15 monthly business cycle jointly using GDP and IPI |
| title_sort | dating eu15 monthly business cycle jointly using gdp and ipi |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/jbcma-v2007-art16-en |
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