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Construction of a composite coincident indicator and dating of the Italian business
Business cycle properties of 183 time series relevant for the Italian economy
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0ank of Italy 2000 frequency ACF Squared Coherence aggregate cycle analysis band-pass filter Capacity utilization Coherence frequency Squared Coherence Squared Coherence comovement properties composite coincident indicator composite indicator consumer price index correlation cyclical component cyclical indicators economic activity elaborations on elaborations elaborations on Istat filtered series frequency Squared Coherence gross domestic product imports at Merchandise index of coincident industrial firms Industrial production index interest rates ISCO Italian business cycle Italian economy Italy 0ank lead 25 lead frequency low-pass filter market services Merchandise imports months Mstat data Bank national accounts NBER approach p-value Peak Trough Peak Producer price index Q Q Q reference cycle reference series reference variable ri ri Squared Coherence 1980 Squared Coherence 2000 Squared Coherence frequency Squared Coherence Squared stylized facts survey data taly elaborations transformed series Trough Peak Trough turning points value added yes d Q yes din Q yM yM yM