Coincident and leading indicators of manufacturing industry: sales, production, orders and inventories in switzerland

Graff, Michael and Etter, Richard (2004) Coincident and leading indicators of manufacturing industry: sales, production, orders and inventories in switzerland. OECD Journal of Business Cycle Measurement and Analysis, 1 1: 109-131. doi:10.1787/17293626

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Author Graff, Michael
Etter, Richard
Title Coincident and leading indicators of manufacturing industry: sales, production, orders and inventories in switzerland
Journal name OECD Journal of Business Cycle Measurement and Analysis   Check publisher's open access policy
ISSN 1995-2880
1995-2899
Publication date 2004-03
Sub-type Article (original research)
DOI 10.1787/17293626
Open Access Status File (Publisher version)
Volume 1
Issue 1
Start page 109
End page 131
Total pages 23
Place of publication Paris, France
Publisher Organisation for Economic Cooperation and Development (O E C D)
Language eng
Abstract The Swiss Institute for Business Cycle Research regularly conducts business tendency surveys (BTS) amongst manufacturing firms. The information thus generated is available with a publication lead to the official Swiss sales, production, order and inventory statistics. It is shown that the survey data can be used to generate reasonably precise estimates of the reference series with leads of at least one quarter. Specifically, cross-correlations of quarterly series are computed to screen the data for pairs of highly correlated business tendency survey series and corresponding official statistics.
Keyword Economic indicators - Statistical methods
Business cycles - Statistical methods
Business cycles
Composite business cycle indicators
Principal components
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
School of Economics Publications
 
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Created: Thu, 19 Mar 2009, 13:14:45 EST by Ms Karen Naughton on behalf of School of Economics