Coincident, leading and recession indexes for the Lithuanian economy

Agne Reklaite ()
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Agne Reklaite: Vilnius University

Baltic Journal of Economics, 2011, vol. 11, issue 1, 91-108

Abstract: In this paper coincident and leading economic indicators are analysed and used to construct coincident, leading and recession indexes for the Lithuanian economy by applying Stock and Watson (1989) methodology. Coincident and leading indexes describe the dynamics of the Lithuanian economy fairly well. The recession index accurately predicts periods of economic contraction.

Keywords: Recession; Coincident and Leading Indicators; Stock andWatson method; Kalman Filter (search for similar items in EconPapers)
JEL-codes: C10 C43 E32 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:bic:journl:v:11:y:2011:i:1:p:91-108

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