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Publication Year:
2002
Journals:
Journal of Applied Econometrics
Formats:
XLS
Maximo Camacho
;
Gabriel Perez-Quiros
This is what the leading indicators lead (replication data)
We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyse the CLI's accuracy...
TXT
data
XLS
