Publications & 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.

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.

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

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.

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.

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.

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.

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.

9-August-2012

English

Composite Leading Indicators (CLIs), OECD, August 2012

Composite leading indicators (CLIs) continue to point to an easing of economic activity in most major OECD economies and slowdowns in most major non-OECD economies.

9-July-2012

English

Composite Leading Indicators (CLIs), OECD, July 2012

Composite leading indicators (CLIs) point to an easing of economic activity in most major OECD economies and a more marked slowdown in most major non-OECD economies.

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