Giannone, Domenico (contributor); … - 2006
relations among
variables along the business cycle (cfr. Forni, Giannone, Lippi, and Reichlin (2005) for
details).
In the … start our \data month" with the Consumer Credit release on the
5th business day of the month and end it with the Employment ….)
(3)
Lag
(4)
of
data
(5)
Mixed
1
G.19
Consumer
Credit
5th
business
da
y
of
mon
th
t
w
o
mon
ths
Mon
thly
Mixed
1
Adv
ance …