Coincident, leading and recession indexes for the Lithuanian economy
نویسندگان
چکیده
منابع مشابه
Coincident and Leading Indexes for the UK A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK∗
In this paper we provide an overview of recent developments in the methodology for the construction of composite coincident and leading indexes, and apply them to the UK. In particular, we evaluate the relative merits of factor based models and Markov switching specifications for the construction of coincident and leading indexes. For the leading indexes we also evaluate the performance of prob...
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ژورنال
عنوان ژورنال: Baltic Journal of Economics
سال: 2011
ISSN: 1406-099X,2334-4385
DOI: 10.1080/1406099x.2011.10840492