Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/46875 
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dc.contributor.authorDöpke, Jörgen
dc.date.accessioned2011-06-30T15:03:49Z-
dc.date.available2011-06-30T15:03:49Z-
dc.date.issued1998-
dc.identifier.citation|nInstitut für Weltwirtschaft (IfW) |lKiel |y1998en
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
dc.language.isoengen
dc.publisher|aKiel Institute of World Economics (IfW) |cKielen
dc.relation.ispartofseries|aKiel Working Paper |x886en
dc.subject.jelE32en
dc.subject.ddc330en
dc.subject.keywordBusiness Cycleen
dc.subject.keywordLeading Indicatoren
dc.subject.keywordEuropean Monetary Unionen
dc.subject.stwKonjunkturindikatoren
dc.subject.stwKonjunkturprognoseen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwSchätzungen
dc.subject.stwEuropäische Wirtschafts- und Währungsunionen
dc.subject.stwEU-Staatenen
dc.titleLeading indicators for Euroland's business cycle-
dc.typeWorking Paperen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:ifwkwp:886en
dc.identifier.printppn258359668en
dc.date.issuedonline2011en
dc.publisher.online|aZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |cKiel, Hamburgen
econstor.documentversionDigitized Versionen
econstor.citation.publisherInstitut für Weltwirtschaft (IfW)en
econstor.citation.publisherplaceKielen
econstor.citation.year1998en

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