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
Contact information at EDIRC.
Bibliographic data for series maintained by ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 2015, issue 2, 2016

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

Eva A. Arnold

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

Pami Dua and Vineeta Sharma

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

Johnnie Linn

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

Aviral Tiwari, Niyati Bhanja and Arif Dar

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

Louise Holm

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

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

Peter Martey Addo, Monica Billio and Dominique Guégan

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

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

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

Michael Pedersen

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

Periklis Gogas

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

Vitor Castro

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

Burkhard Heer

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

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

Kajal Lahiri and Wenxiong Yao

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

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

Sandra Bilek-Steindl

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

Horst Entorf, Christian Knoll and Liliya Sattarova

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

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

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

Helmut Lütkepohl

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

Volume 2010, issue 1, 2010

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

Thomas Knetsch and Hans-Eggert Reimers

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

Jörg Döpke, Ulrich Fritsche and Boriss Siliverstovs

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

Marcus Scheiblecker

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

Elena Angelini, Marta Banbura and Gerhard Rünstler