Concepedia

Coincident Indicators

Coincident Indicators is an economic metric that belongs to the class of business cycle indicators and is distinguished by its property of changing contemporaneously with the overall state of economic activity, thereby reflecting the current phase of the business cycle.

80

Publications

6K

Citations

137

Authors

110

Institutions

Publications per year

2017–2026

6

Variants

Coincident Economic Indicators

Parents

Publications

80

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim, Charles R. Nelson · Journal of the American Statistical Association · 2000 · 1.2K citations

, , +17

A new coincident index of business cycles based on monthly and quarterly series

Roberto S. Mariano, Yasutomo Murasawa · Journal of Applied Econometrics · 2002 · 631 citations · Full text

, , +11

Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching

Chang‐Jin Kim, Charles R. Nelson · The Review of Economics and Statistics · 1998 · 481 citations

, , +17

New Indexes of Coincident and Leading Economic Indicators

James H. Stock, Mark W. Watson · NBER Macroeconomics Annual · 1989 · 432 citations · Full text

, , +16

Coincident and Leading Indicators for the Euro Area

Mario Forni, Marc Hallin, Marco Lippi et al. · The Economic Journal · 2001 · 205 citations · Full text

, , +13

1–5 of 80

Authors

137

  1. VZ
    Victor Zarnowitz

    University of Chicago, United States

    5 publications · 213 citations

    5

    h-index

  2. SJ
    Siem Jan Koopman

    Vrije Universiteit Amsterdam, Netherlands

    4 publications · 126 citations

    4

    h-index

  3. MF
    Mario Forni

    University of Modena and Reggio Emilia, Italy

    4 publications · 400 citations

    4

    h-index

  4. LR
    Lucrezia Reichlin

    London Business School, United Kingdom

    4 publications · 400 citations

    4

    h-index

  5. JH
    James H. Stock

    Harvard University, United States

    3 publications · 496 citations

    3

    h-index

1–5 of 137

Institutions

110

  1. International Monetary Fund

    Washington D.C., United States

    4 h-index

    5 publications

    138 citations

  2. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    4 h-index

    7 publications

    202 citations

  3. Universidad de Murcia

    Murcia, Spain

    3 h-index

    3 publications

    168 citations

  4. Harvard University

    Cambridge, United States

    3 h-index

    3 publications

    496 citations

  5. Aarhus University

    Aarhus, Denmark

    3 h-index

    4 publications

    128 citations

  6. Center for Economic and Policy Research

    Washington D.C., United States

    3 h-index

    3 publications

    275 citations

  7. Bank of Italy

    Rome, Italy

    3 h-index

    7 publications

    409 citations

  8. European Central Bank

    Frankfurt am Main, Germany

    3 h-index

    3 publications

    76 citations

1–8 of 110

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 441 citations

    12

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 6 publications · 400 citations

    6

    h-index

  3. Journal of Forecasting

    6 publications · 251 citations

    6

    h-index

  4. Journal of Applied Econometrics

    4 publications · 784 citations

    4

    h-index

  5. IMF Working Paper

    4 publications · 64 citations

    4

    h-index

1–5