The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts |
Contents
Introduction | 9 |
Construction of a composite coincident indicator and dating of the Italian business | 22 |
Business cycle properties of 183 time series relevant for the Italian economy | 36 |
4 other sections not shown
Common terms and phrases
ACF Squared Coherence aggregate cycle analysis band-pass filter Bank of Italy capacity utilization CIOIS comovement properties composite coincident indicator composite indicator composite leading indicator consumer price index correlation cross-correlation cyclical component cyclical indicators economic activity elaborations on Istat elaborations on national filtered series Freq frequency Squared Coherence gross domestic product growth-cycle Imax imports at 1980 IMPTB index of coincident industrial firms Industrial production index interest rates Isae surveys ISCO Istat data Istat labour force Italian business cycle Italian economy Italy elaborations lag/+lead frequency lead ACF lead frequency lead Squared Coherence M-In market services Merchandise imports months moving average national accounts 1970:01 NBER approach Peak Trough Peak predictive content Producer price index Q-In quarter reference cycle reference series reference variable respect SCPIS SPRE2 Squared Coherence 1.0 Squared Coherence frequency STRGI stylized facts survey data TABOT Transformed series Trough Peak Trough turning points value added yes d Q yes d²