A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points

被引：1

作者：

Yamada, Hiroshi ^{[1
]}

Nagata, Syuichi ^{[2
]}

Honda, Yuzo ^{[3
]}

机构：

[1] Hiroshima Univ, Dept Econ, Higashihiroshima 7398525, Japan

[2] Hiroshima Univ, Grad Sch Social Sci, Higashihiroshima 7398525, Japan

[3] Osaka Univ, Sch Econ, Toyonaka, Osaka 560, Japan

来源：

APPLIED ECONOMICS LETTERS | 2010年 / 17卷 / 09期

关键词：

SYNCHRONIZATION;

D O I：

10.1080/13504850802570384

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The Organisation for Economic Cooperation and Development (OECD) has developed a system of Composite Leading Indicators (CLIs) for its member countries. On the other hand, the Japanese government has released another CLI for detecting the Japanese business cycle turning points. Both CLIs are widely used alternatives. These two CLIs may provide different business forecasts. When different forecasts occur, how can we interpret the discrepancies? This article tries to answer this question by clarifying their relationships.

引用

页码：875 / 879

页数：5

共 50 条

[41] Composite Leading Indicators Based on Business Surveys: Case of the Czech Economy
Posta, Vit
Valenta, Vilem
[J]. STATISTIKA-STATISTICS AND ECONOMY JOURNAL, 2011, 48 (01) : 12 - 18
[42] Forecasting growth cycle turning points using US and Japanese professional forecasters
Kosei Fukuda
[J]. Empirical Economics, 2009, 36 : 243 - 267
[43] FORECASTING AND RECOGNIZING BUSINESS CYCLE TURNING POINTS - FELS,R AND HINSHAW,CE
WILLES, MH
[J]. JOURNAL OF FINANCE, 1969, 24 (01): : 126 - 127
[44] Forecasting growth cycle turning points using US and Japanese professional forecasters
Fukuda, Kosei
[J]. EMPIRICAL ECONOMICS, 2009, 36 (02) : 243 - 267
[45] FORECASTING AND RECOGNIZING BUSINESS CYCLE TURNING POINTS - FELS,R AND HINSHAW,CE
WALLIS, KF
[J]. ECONOMICA, 1969, 36 (144) : 453 - 453
[46] FORECASTING AND RECOGNIZING BUSINESS CYCLE TURNING POINTS - FELS,R AND HINSHAW,CE
CLOWER, R
[J]. ANNALS OF THE AMERICAN ACADEMY OF POLITICAL AND SOCIAL SCIENCE, 1969, 381 (JAN): : 207 - 208
[47] FORECASTING AND RECOGNIZING BUSINESS CYCLE TURNING POINTS - FELS,R AND HINSHAW,CE
不详
[J]. BANKING LAW JOURNAL, 1968, 85 (11): : 1033 - 1034
[48] Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model
Petrovska, Magdalena
Krstevska, Aneta
Naumovski, Nikola
[J]. JOURNAL OF CENTRAL BANKING THEORY AND PRACTICE, 2016, 5 (03) : 61 - 78
[49] Measuring business cycle turning points in Japan with the Markov Switching Panel model
Chen, Shyh-Wei
[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2007, 76 (04) : 263 - 270
[50] FORECASTING AND RECOGNIZING BUSINESS CYCLE TURNING POINTS - FELS,R AND HINSHAW,CE
WHITE, DA
[J]. JOURNAL OF ECONOMIC LITERATURE, 1969, 7 (01) : 96 - 98

← 1 2 3 4 5 →