Latest Documents


  • 21-January-2013

    English

    OECD Composite Leading Indicators for G7 countries: a comparison of the Hodrick-Prescott filter and the Multivariate Direct Filter Approach

    Statistics Working Paper N. 49 - 2012/5 - We estimate the business-cycles of G7 countries, as defined by an ideal 2-10 year bandpass filter applied to country-specific GDP target series (GDP-BP). The paper shows that efficiency gains by the Multivariate Direct Filter Approach (MDFA)over HP are substantial along the full revision-sequence and they are consistent across countries as well as over time, when referenced against GDP-BP.

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  • 14-January-2013

    English

    Composite Leading Indicators (CLIs), OECD, January 2013

    Composite leading indicators (CLIs), designed to anticipate turning-points in economic activity relative to trend, show signs of stabilising economic outlook in most major economies.

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  • 10-December-2012

    English, PDF, 20,386kb

    Report on the Comparison of the Hodrick-Prescott Filter and the Multivariate Direct Filter Approach in Composite Leading Indicators Construction (PDF)

    Report on the Comparison of the Hodrick-Prescott Filter and the Multivariate Direct Filter Approach in Composite Leading Indicators Construction - A case for G7 Countries

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  • 10-December-2012

    English

    Composite Leading Indicators (CLIs), OECD, December 2012

    Composite leading indicators (CLIs), designed to anticipate turning-points in economic activity relative to trend, show diverging patterns across major economies.

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  • 12-November-2012

    English

    Composite Leading Indicators (CLIs), OECD, November 2012

    Composite leading indicators (CLIs) continue to point to weak growth prospects in many major economies, but signs of stabilisation are emerging in Canada, China and the United States.

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  • 8-October-2012

    English

    Composite Leading Indicators (CLIs), OECD, October 2012

    Composite leading indicators (CLIs), designed to anticipate turning points in economic activity relative to trend, show that the loss of momentum is likely to persist in the coming quarters in most major OECD and non-OECD economies.

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  • 5-October-2012

    English

    Business Tendency and Consumer Surveys: International Development Work and Co-ordination

    The aim of this site is to promote continued development and facilitate best practice through sharing of information on business tendency and consumer surveys and statistics between international organisations and national institutes.

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  • 13-September-2012

    English

    Composite Leading Indicators (CLIs), OECD, September 2012

    Composite leading indicators (CLIs), designed to anticipate turning points in economic activity relative to trend, show that the loss of momentum is likely to persist in the coming quarters in most major OECD and non-OECD economies.

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  • 11-June-2012

    English

    Composite Leading Indicators (CLIs), OECD, June 2012

    Composite leading indicators (CLIs), designed to anticipate turning points in economic activity relative to trend continue to point to divergence between economies.

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  • 10-May-2012

    English

    Composite Leading Indicators (CLIs), OECD, May 2012

    Composite leading indicators (CLIs), designed to anticipate turning points in economic activity relative to trend, point to regained momentum in the OECD area but with divergence between economies.

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