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Institut für Weltwirtschaft (IfW), Kiel >
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http://hdl.handle.net/10419/46875
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| Title: | | Leading indicators for Euroland's business cycle  |
| Authors: | | Döpke, Jörg |
| Issue Date: | | 1998 |
| Series/Report no.: | | Kiel Working Papers 886 |
| Abstract: | | The paper investigates a set of possible leading indicators for Euroland's business cycle using aggregated quarterly data. The theoretical plausibility, the behavior at business cycle turning points and the mean leads are analyzed. Furthermore, evidence from cross-correlations and Granger-causality tests is presented. Taking all evidence together, real monetary aggregates, nominal interest rates and the interest rate spread are recommended as leading indicators, whereas survey data on order inflow and production expectations are the best coincident indicators. |
| Subjects: | | Business Cycle Leading Indicator European Monetary Union |
| JEL: | | E32 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Publikationen von Forscherinnen und Forschern des IfW Kieler Arbeitspapiere, IfW
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