dc.contributor.author | Dalton, Padraig | |
dc.contributor.author | Keogh, Gerard | |
dc.date.accessioned | 2006-09-19T14:38:55Z | |
dc.date.available | 2006-09-19T14:38:55Z | |
dc.date.issued | 2000 | |
dc.identifier.citation | Dalton, P. and G. Keogh. 'An experimental indicator to forecast turning points'. - Dublin: Journal of the Statistical and Social Inquiry Society of Ireland,Vol. XXIX, 1999/2000, pp117-176 | en |
dc.identifier.issn | 00814776 | |
dc.identifier.other | JEL C600 | |
dc.identifier.other | JEL E300 | |
dc.identifier.other | Y | |
dc.description | Read before the Society, 9 March 2000 | en |
dc.description.abstract | The Business Cycle in Gross Domestic Product (GDP) describes the recurring
cycles of expansion and slowdown in overall economic well being. A Composite Leading
Indicator (CLI) is a small group of important economic indicators that can be used to predict
likely future phases, or turning points, of the business cycle. The business cycle in the Irish
economy is extracted in this paper using a combination of symmetric Henderson Moving
Average filters. These filters are also applied to a broad range of economic indicator series
that are then combined together, on the basis of cyclical conformity and lead time, to form an
Experimental Composite Leading Indicator (XCLI). This exercise is undertaken for both
annual and interpolated quarterly GDP data. The ability of the XCLI to predict future phases
in the Irish business cycle in GDP is examined. | en |
dc.format.extent | 493114 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en | en |
dc.publisher | Statistical and Social Inquiry Society of Ireland | en |
dc.relation.ispartofseries | Journal of the Statistical and Social Inquiry Society of Ireland | en |
dc.relation.ispartofseries | Vol. XXIX, 1999/2000, pp117-176 | en |
dc.source | Journal of The Statistical and Social Inquiry Society of Ireland | |
dc.source.uri | http://www.ssisi.ie | |
dc.subject | Economic time series | en |
dc.subject | Henderson moving averages | en |
dc.subject | Business cycle | en |
dc.subject | Turning points | en |
dc.subject | Cyclical conformity | en |
dc.subject | Leading indicator | en |
dc.subject.ddc | 314.15 | |
dc.title | An experimental indicator to forecast turning points | en |
dc.type | Journal article | en |
dc.status.refereed | Yes | |
dc.identifier.uri | http://hdl.handle.net/2262/1480 | |