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dc.contributor.authorDalton, Padraig
dc.contributor.authorKeogh, Gerard
dc.date.accessioned2006-09-19T14:38:55Z
dc.date.available2006-09-19T14:38:55Z
dc.date.issued2000
dc.identifier.citationDalton, 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, pp117-176en
dc.identifier.issn00814776
dc.identifier.otherJEL C600
dc.identifier.otherJEL E300
dc.identifier.otherY
dc.identifier.urihttp://hdl.handle.net/2262/1480
dc.descriptionRead before the Society, 9 March 2000en
dc.description.abstractThe 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.extent493114 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherStatistical and Social Inquiry Society of Irelanden
dc.relation.ispartofseriesJournal of the Statistical and Social Inquiry Society of Irelanden
dc.relation.ispartofseriesVol. XXIX, 1999/2000, pp117-176en
dc.sourceJournal of The Statistical and Social Inquiry Society of Ireland
dc.source.urihttp://www.ssisi.ie
dc.subjectEconomic time seriesen
dc.subjectHenderson moving averagesen
dc.subjectBusiness cycleen
dc.subjectTurning pointsen
dc.subjectCyclical conformityen
dc.subjectLeading indicatoren
dc.subject.ddc314.15
dc.titleAn experimental indicator to forecast turning pointsen
dc.typeJournal articleen
dc.status.refereedYes


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