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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
Daily 1996-02-01 to 2016-10-31 (Feb 7)
Monthly Feb 1996 to Oct 2016 (Feb 7)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2016-10-31 (Feb 7)
Monthly Feb 1960 to Oct 2016 (Feb 7)
 
+1 or 0, Not Seasonally Adjusted
Daily 1995-02-01 to 2016-10-31 (Feb 7)
Monthly Feb 1995 to Oct 2016 (Feb 7)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Jan 2017 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2016-12-31 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2016-12-31 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Dec 2016 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Dec 2016 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2016-12-31 (Mar 8)
Monthly Feb 1960 to Dec 2016 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1995-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Jan 2017 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1995 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1990-02-01 to 2016-12-31 (Mar 8)
Monthly Feb 1990 to Dec 2016 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1996-05-01 to 2016-10-31 (Feb 7)
Monthly May 1996 to Oct 2016 (Feb 7)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1995-02-01 to 2016-12-31 (Mar 8)
Monthly Feb 1995 to Dec 2016 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Monthly Feb 1960 to Jan 2017 (Mar 8)
Daily 1960-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1960-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Daily, Not Seasonally Adjusted1960-02-01 to 2017-01-31 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1978-01-01 to 2017-01-31 (Mar 8)
Monthly Jan 1978 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-02-01 to 2017-01-31 (Mar 8)
Monthly Feb 1960 to Jan 2017 (Mar 8)
 
+1 or 0, Not Seasonally Adjusted
Monthly Feb 1960 to Jan 2017 (Mar 8)
Daily 1960-02-01 to 2017-01-31 (Mar 8)
 

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