Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/46875
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dc.contributor.authorDöpke, Jörgen_US
dc.date.accessioned2011-06-30T15:03:49Z-
dc.date.available2011-06-30T15:03:49Z-
dc.date.issued1998en_US
dc.identifier.urihttp://hdl.handle.net/10419/46875-
dc.description.abstractThe 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.en_US
dc.language.isoengen_US
dc.publisher|aKiel Institute for the World Economy (IfW) |cKielen_US
dc.relation.ispartofseries|aKiel Working Papers |x886en_US
dc.subject.jelE32en_US
dc.subject.ddc330en_US
dc.subject.keywordBusiness Cycleen_US
dc.subject.keywordLeading Indicatoren_US
dc.subject.keywordEuropean Monetary Unionen_US
dc.subject.stwKonjunkturindikatoren_US
dc.subject.stwKonjunkturprognoseen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwSchätzungen_US
dc.subject.stwEuropäische Wirtschafts- und Währungsunionen_US
dc.subject.stwEU-Staatenen_US
dc.titleLeading indicators for Euroland's business cycleen_US
dc.typeWorking Paperen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:ifwkwp:886-
dc.identifier.printppn258359668en_US

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