In this study we construct a business cycle indicator for the Netherlands. The Christiano-Fitzgerald band-pass filtter is employed to isolate the cycle using the definition of business cycle frequencies as waves with lengths longer than 3 years and ...

This paper proposes an indicator for detecting business cycles turning points incorporating mixed frequency business survey data. It is based on a hidden Markow-Switching model and allows for the detection of regime changes in a given economy where ...

This paper discusses the measurement error of conversion methods used to convert survey data to a quantitative index, especially the Carlson and Parkin (1975) method. When we want to summarise economic conditions using a numerical value, we often ...

This paper develops a time series model to forecast the growth in imports by major advanced economies in the current and following year (two to six quarters ahead). Both pure time series analysis and structural approaches that include additional ...