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Journals:
Journal of Applied Econometrics
Volumes:
17
Maximo Camacho
;
Gabriel Perez-Quiros
This is what the leading indicators lead (replication data)
We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyse the CLI's accuracy...
DOI:10.15456/jae.2022314.1309295157
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