A Spectral Analysis of Australia's Leading and Coincident Indexes of Cyclical Economic Growth
作者:
Allan P. Layton,
期刊:
Australian Economic Review
(WILEY Available online 1987)
卷期:
Volume 20,
issue 1
页码: 39-45
ISSN:0004-9018
年代: 1987
DOI:10.1111/j.1467-8462.1987.tb00656.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
AbstractUsing the methodology of the National Bureau of Economic Research, Boehm and Moore (1984) have recently constructed leading and coincident indexes of Australian cyclical economic growth. The present article examines the reliability of the leading index by investigating the coherence between these two measures of economic activity at different cycle‐lengths using the technique of cross‐spectral analy
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