OECD Journal: Journal of Business Cycle Measurement and Analysis

2009 - 2016

Continuation of Journal of Business Cycle Measurement and Analysis.

From OECD Publishing, Centre for International Research on Economic Tendency Surveys
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Volume 2015, issue 2, 2016

Reverse-engineering the business cycle with Petri nets pp. 1-28

Johnnie Linn

The Swedish business cycle, 1969-2013 pp. 1-22

Louise Holm

Frequency based co-movement of inflation in selected euro area countries pp. 1-13

Aviral Tiwari, Niyati Bhanja and Arif Dar

A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report pp. 1-27

Pami Dua and Vineeta Sharma

The role of data revisions and disagreement in professional forecasts pp. 1-39

Eva A. Arnold

Volume 2015, issue 1, 2015

The importance of updating: Evidence from a Brazilian nowcasting model pp. 5-22

Daniela Bragoli, Luca Metelli and Michele Modugno

The world and “The world business cycle chronology” pp. 23-40

Allan Layton, Anirvan Banerji and Lakshman Achuthan

Business cycle dynamics: A bottom-up approach with Markov-chain measurement pp. 41-61

Christian Müller and Eva Köberl

The role of oscillatory modes in US business cycles pp. 63-81

Andreas Groth, Michael Ghil, Stephane Hallegatte and Patrice Dumas

Construction of composite business cycle indicators in a scarce data environment: A case study for Abu Dhabi pp. 83-95

Klaus Abberger and Wolfgang Nierhaus

Volume 2014, issue 2, 2015

Tracking economic activity in the euro area: Multivariate direct filter approach pp. 5-25

Ginters Buss

What's behind the survey values?: An analysis of individual forecasters' behaviour pp. 25-43

Maritta Paloviita and Matti Viren

On the robustness of balance statistics with respect to nonresponse pp. 45-62

Christian Seiler

Cohesion within the euro area and the US: A wavelet-based view pp. 63-76

António Rua and Artur Silva Lopes

Volume 2014, issue 1, 2013

Dating business cycle turning points: The Greek economy during 1970-2012 and the recent recession pp. 1-24

Ekaterini Tsouma

Russian cyclical indicators and their usefulness in real time. (Report): An experience of the 2008-09 recession pp. 1-26

Sergey Smirnov

Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes pp. 1-21

Marco Gallegati

Identifying leading indicators of real activity and inflation for Turkey, 1988-2010: A pseudo out-of-sample forecasting approach pp. 1-37

Sumru Altug and Erhan Uluceviz

Turning point chronology for the euro area: A distance plot approach pp. 1-14

Peter Martey Addo, Monica Billio and Dominique Guégan

Volume 2013, issue 2, 2014

General introduction: Short-term forecasting methods joint issue with Économie et Prévision pp. 5-10

Hélène Erkel-Rousse and Michael Graff

Short-term forecasting of French GDP growth using dynamic factor models pp. 11-50

Marie Bessec and Catherine Doz

New indicators for tracking growth in real time pp. 51-71

Troy Matheson

Dynamic factor models: A review of the literature pp. 73-107

Karim Barhoumi, Olivier Darné and Laurent Ferrara

Constructing a conditional GDP fan chart with an application to French business survey data pp. 109-127

Matthieu Cornec

Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland pp. 129-151

Boriss Siliverstovs

Volume 2013, issue 1, 2013

The Portuguese stock market cycle: Chronology and duration dependence pp. 1-23

Vitor Castro

Business cycle synchronisation in the European Union: The effect of the common currency pp. 1-14

Periklis Gogas

A note on the cyclical behaviour of the income distribution pp. 1-7

Burkhard Heer

Extracting GDP signals from the monthly indicator of economic activity: Evidence from Chilean real-time data pp. 1-16

Michael Pedersen

Volume 2012, issue 2, 2013

Measuring capacity utilisation in the italian manufacturing sector: a comparison between time series and survey estimates pp. 5-19

Marco Malgarini and Antonio Paradiso

Nowcasting Irish GDP pp. 21-31

Antonello D'Agostino, Kieran McQuinn and Derry O’Brien

Day-of-the-week effect in Consumer Confidence Index: The case of Turkey pp. 33-42

Sadullah Çelik and Huseyin Kaya

Constructing coincident and leading indices of economic activity for the Brazilian economy pp. 43-65

João Issler, Hilton Hostalacio Notini and Claudia Fontoura Rodrigues

Heuristic model selection for leading indicators in Russia and Germany pp. 67-89

Ivan Savin and Peter Winker

Volume 2012, issue 1, 2012

Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS Survey. Report pp. 1-16

Horst Entorf, Christian Knoll and Liliya Sattarova

On the Change in the Austrian Business Cycle pp. 1-18

Sandra Bilek-Steindl

An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform pp. 1-31

Patrick Crowley and Tony Schildt

Euro area business cycles pp. 1-31

Atılım Seymen

Should transportation output be included as part of the coincident indicators system? pp. 1-24

Kajal Lahiri and Wenxiong Yao

Volume 2011, issue 2, 2012

A Cyclical Analysis of Economic Activity in Serbia pp. 5-28

Jelena Radovic-Stojanovic

Energy Prices and Business Cycles: Lessons from a Simulated Small Open Economy Model pp. 29-47

Torsten Schmidt and Tobias Zimmermann

Are the New Member States Converging on the Euro Area?: A Business Cycle Analysis for Economies in Transition pp. 49-68

Andrew Hughes Hallett and Christian Richter

Measuring Uncertainty and Disagreement in the European Survey of Professional Forecasters pp. 69-103

Cristina Conflitti

A Note on Band-Pass Filters Based on the Hodrick-Prescott Filter and the OECD System of Composite Leading Indicators pp. 105-109

Hiroshi Yamada

Volume 2011, issue 1, 2011

Inflation Expectations in Turkey: Evidence from Panel Data pp. 5-28

Ece Oral, Hülya Saygili, Mesut Saygili and S. Özge Tuncel

Are Qualitative Inflation Expectations Useful to Predict Inflation? pp. 29-53

Rolf Scheufele

The Forecasting Performance of Composite Leading Indicators: Does Globalisation Matter? pp. 55-72

Ferdinand Fichtner, Rasmus Rüffer and Bernd Schnatz

Forecasting with Leading Indicators by means of the Principal Covariate Index pp. 73-92

Christiaan Heij, Dick van Dijk and Patrick Groenen

Aggregate Comovements, Anticipation, and Business Cycles pp. 93-110

David Love

Volume 2010, issue 2, 2010

Markov-Switching and the Ifo Business Climate: the Ifo Business Cycle Traffic Lights pp. 1-13

Klaus Abberger and Wolfgang Nierhaus

An Evaluation of the Growth and Unemployment Forecasts in the ECB Survey of Professional Forecasters pp. 1-28

Carlos Bowles, Roberta Friz, Veronique Genre, Geoff Kenny, Aidan Meyler and Tuomas Rautanen

Forecasting Aggregated Time Series Variables: A Survey pp. 1-26

Helmut Lütkepohl

Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru pp. 1-25

Gabriel Rodríguez

The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle pp. 1-17

Matteo Pelagatti and Valeria Negri

Volume 2010, issue 1, 2010

Chain-linking in Austrian quarterly national accounts and the business cycle pp. 1-12

Marcus Scheiblecker

Evaluating German business cycle forecasts under an asymmetric loss function pp. 1-18

Jörg Döpke, Ulrich Fritsche and Boriss Siliverstovs

Do benchmark revisions affect the consumption-to-output and investment-to-output ratios in Germany? pp. 1-14

Thomas Knetsch and Hans-Eggert Reimers

Estimating and forecasting the euro area monthly national accounts from a dynamic factor model pp. 1-22

Elena Angelini, Marta Banbura and Gerhard Rünstler