An Evaluation of Japanese Leading Indicators:
This paper evaluates the performances of Japanese leading indicators in predicting business cycle turning points. We extract the business cycle component in leading indicators using the frequency selective filter proposed by Baxter and King (1999), and we try to clarify empirically whether or not th...
Gespeichert in:
| 1. Verfasser: | |
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| Weitere Verfasser: | , |
| Format: | Elektronisch Buchkapitel |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2008
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| Schlagworte: | |
| Online-Zugang: | DE-384 DE-473 DE-824 DE-29 DE-739 DE-355 DE-20 DE-1028 DE-1049 DE-521 DE-861 DE-898 DE-92 DE-91 DE-573 DE-19 URL des Erstveröffentlichers |
| Zusammenfassung: | This paper evaluates the performances of Japanese leading indicators in predicting business cycle turning points. We extract the business cycle component in leading indicators using the frequency selective filter proposed by Baxter and King (1999), and we try to clarify empirically whether or not the leading composite index and its component series truly lead the business cycle turning point dates officially determined by the Japanese government. We argue that if we utilize the evaluated properties of the component series, we may construct a composite leading indicator which has some desirable properties as requested. As an illustration we provide one such example |
| Beschreibung: | 1 Online-Ressource (17 Seiten) |
| DOI: | 10.1787/jbcma-v2007-art12-en |
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Datensatz im Suchindex
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| author | Yamada, Hiroshi |
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| author_facet | Yamada, Hiroshi Honda, Yuzo Tokutsu, Yasuyoshi |
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| doi_str_mv | 10.1787/jbcma-v2007-art12-en |
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| spelling | Yamada, Hiroshi Verfasser aut An Evaluation of Japanese Leading Indicators Hiroshi Yamada, Yuzo Honda and Yasuyoshi Tokutsu Paris OECD Publishing 2008 1 Online-Ressource (17 Seiten) txt rdacontent c rdamedia cr rdacarrier This paper evaluates the performances of Japanese leading indicators in predicting business cycle turning points. We extract the business cycle component in leading indicators using the frequency selective filter proposed by Baxter and King (1999), and we try to clarify empirically whether or not the leading composite index and its component series truly lead the business cycle turning point dates officially determined by the Japanese government. We argue that if we utilize the evaluated properties of the component series, we may construct a composite leading indicator which has some desirable properties as requested. As an illustration we provide one such example Economics Japan Honda, Yuzo ctb Tokutsu, Yasuyoshi ctb https://doi.org/10.1787/jbcma-v2007-art12-en Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Yamada, Hiroshi An Evaluation of Japanese Leading Indicators Economics Japan |
| title | An Evaluation of Japanese Leading Indicators |
| title_auth | An Evaluation of Japanese Leading Indicators |
| title_exact_search | An Evaluation of Japanese Leading Indicators |
| title_exact_search_txtP | An Evaluation of Japanese Leading Indicators |
| title_full | An Evaluation of Japanese Leading Indicators Hiroshi Yamada, Yuzo Honda and Yasuyoshi Tokutsu |
| title_fullStr | An Evaluation of Japanese Leading Indicators Hiroshi Yamada, Yuzo Honda and Yasuyoshi Tokutsu |
| title_full_unstemmed | An Evaluation of Japanese Leading Indicators Hiroshi Yamada, Yuzo Honda and Yasuyoshi Tokutsu |
| title_short | An Evaluation of Japanese Leading Indicators |
| title_sort | an evaluation of japanese leading indicators |
| topic | Economics Japan |
| topic_facet | Economics Japan |
| url | https://doi.org/10.1787/jbcma-v2007-art12-en |
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