Altissimo, Filippo; Marchetti, Domenico J.; Oneto, Gian … - In: Giornale degli Economisti 59 (2000) 2, pp. 147-220
This paper analyses the business cycle properties of 183 time series relevant to the Italian economy. We propose new monthly coincident and leading composite indicators for the Italian business cycle. On the methodological side, the study follows a schema for constructing cyclical indicators on...