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Revisiting the monthly coincident indicators of Banco de Portugal

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  • António Rua

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  • António Rua, 2015. "Revisiting the monthly coincident indicators of Banco de Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:e201503
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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/re201503_e.pdf
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    References listed on IDEAS

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    1. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
    2. Robalo Marques, Carlos & Duarte Neves, Pedro & Morais Sarmento, Luis, 2003. "Evaluating core inflation indicators," Economic Modelling, Elsevier, vol. 20(4), pages 765-775, July.
    3. António Rua & Fátima Cardoso, 2011. "The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    4. Andrew C. Harvey & Thomas M. Trimbur, 2003. "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 244-255, May.
    5. Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1, February.
    6. António Rua, 2004. "A New Coincident Indicator for the Portuguese Economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    7. António Rua, 2005. "A new coincident indicator for the Portuguese private consumption," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    8. Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio, 2006. "Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 278-290, July.
    9. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    10. Francisco Craveiro Dias, 2003. "The Coincident Indicator of the Portuguese Economy: an Historical Assessment after Ten Years," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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    Cited by:

    1. repec:ptu:bdpart:r201703 is not listed on IDEAS
    2. António Rua, 2017. "Dating the Portuguese business cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    3. Nuno Lourenço & António Rua, 2022. "A circular business cycle clock for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    4. Wildmer Daniel Gregori & Ângelo Ramos, 2024. "Time-varying effects of monetary and macroprudential policies: does high inflation matter?," Working Papers w202401, Banco de Portugal, Economics and Research Department.

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