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Recession Indicators Series

These time series are an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html and Organisation of Economic Development (OECD) Composite Leading Indicators: Reference Turning Points and Component Series data provided by the OECD at http://www.oecd.org/std/leading-indicators/oecdcompositeleadingindicatorsreferenceturningpointsandcomponentseries.htm. Our time series are composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters, while the OECD identifies months, of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee or the OECD. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. Read More


291 Series

+1 or 0, Not Seasonally Adjusted
Monthly Dec 1854 to Aug 2014 (2014-09-18)
Quarterly Q4 1854 to Q2 2014 (2014-09-17)
Daily 1854-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly Dec 1854 to Jun 2014 (2014-07-14)
Quarterly Q4 1854 to Q1 2014 (2014-07-14)
Daily 1854-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Daily 1949-10-01 to 2014-10-05 (2014-10-06)
Monthly Oct 1949 to Jun 2014 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Monthly Nov 1963 to Sep 2014 (2014-10-06)
Daily 1963-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Mar 1979 to Jun 2014 (2014-07-14)
Daily 1979-03-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Nov 1960 to Sep 2014 (2014-10-06)
Daily 1960-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-03-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedDec 1854 to Aug 2014 (2014-09-18)
 
+1 or 0, Monthly, Not Seasonally AdjustedMar 1961 to Jun 2014 (2014-07-14)
 
+1 or 0, Not Seasonally Adjusted
Quarterly Q4 1854 to Q2 2014 (2014-09-17)
Daily 1854-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Daily 1955-09-01 to 2014-09-21 (2014-09-22)
Monthly Sep 1955 to Jun 2014 (2014-07-14)
 
+1 or 0, Not Seasonally Adjusted
Monthly Dec 1961 to Sep 2014 (2014-10-06)
Daily 1961-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly Oct 1949 to Sep 2014 (2014-10-06)
Daily 1949-10-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly May 1962 to Jun 2014 (2014-07-23)
Daily 1962-05-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Sep 1961 to Jun 2014 (2014-07-23)
Daily 1961-09-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedAug 1960 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedMar 1993 to Jun 2014 (2014-07-23)
 
+1 or 0, Monthly, Not Seasonally AdjustedOct 1971 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1993-03-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1971-10-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-02-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1960-08-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedMar 1979 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedOct 1997 to Sep 2014 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Sep 1955 to Sep 2014 (2014-10-06)
Daily 1955-09-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1997-10-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1979-03-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Dec 1960 to Sep 2014 (2014-10-06)
Daily 1960-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Daily, Not Seasonally Adjusted1960-10-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Monthly, Not Seasonally AdjustedSep 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly Nov 1961 to Sep 2014 (2014-10-06)
Daily 1961-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedOct 1960 to Aug 2014 (2014-09-18)
 

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