The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts

Filippo Altissimo, D.J. Marchetti and G.P. Oneto

Working Papers from Banca Italia - Servizio di Studi

Abstract: This paper analyses the business cycle properties of 183 time series relevant to the Italian economy, including real, monetary and international variables. We propose new monthly coincident and leading composite indicators for the Italian business cycle; the leading indicator anticipates the turning points of the coincident indicator on average by six months.

Keywords: BUSINESS CYCLES; MONEY; MATHEMATICAL ANALYSIS (search for similar items in EconPapers)
JEL-codes: C8 E2 E3 E4 (search for similar items in EconPapers)
Pages: 126 pages
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (17)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts (2000)
Working Paper: The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:banita:377

Access Statistics for this paper

More papers in Working Papers from Banca Italia - Servizio di Studi Banca d'Italia-Servizio Studi-Divisione Biblioteca e Pubblicazioni - Via N azionale, 91 -00184 Rome, Italy.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().