2 options
Coincident and Leading Indicators of Manufacturing Industry / Richard Etter and Michael Graff.
- Format:
- Book
- Government document
- Author/Creator:
- Etter, Richard, author.
- Language:
- English
- Subjects (All):
- Economics.
- Physical Description:
- 1 online resource (23 pages)
- Contained In:
- Journal of Business Cycle Measurement and Analysis Vol. 2004, no. 1, p. 109-131 2004:1<109 17293626
- Place of Publication:
- Paris : OECD Publishing, 2004.
- System Details:
- text file
- Summary:
- The Swiss Institute for Business Cycle Research regularly conducts business tendency surveys (BTS) amongst manufacturing firms. The information thus generated is available with a publication lead to the official Swiss sales, production, order and inventory statistics. It is shown that the survey data can be used to generate reasonably precise estimates of the reference series with leads of at least one quarter. Specifically, cross-correlations of quarterly series are computed to screen the data for pairs of highly correlated business tendency survey series and corresponding official statistics. All pairs are identified where the maximum correlation shows up simultaneously or with a lead of the survey based series and exceeds a given threshold...
- Notes:
- Title from title screen (viewed May 1, 2017).
- Access Restriction:
- Restricted for use by site license.
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