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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


282 Series

+1 or 0, Daily, Not Seasonally Adjusted1962-05-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedMay 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedMay 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedNov 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1979-03-01 to 2014-10-05 (2014-10-06)
Monthly Mar 1979 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedAug 1960 to Sep 2014 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1963-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1963-11-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Monthly, Not Seasonally AdjustedNov 1963 to Jun 2014 (2014-07-14)
 
+1 or 0, Monthly, Not Seasonally AdjustedNov 1963 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedNov 1961 to Jun 2014 (2014-07-14)
 
+1 or 0, Monthly, Not Seasonally AdjustedDec 1960 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedSep 1996 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedSep 1996 to Sep 2014 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedJul 1961 to Jun 2014 (2014-07-23)
 
+1 or 0, Monthly, Not Seasonally AdjustedJul 1961 to Aug 2014 (2014-09-18)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-05-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-05-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Monthly, Not Seasonally AdjustedMay 1961 to Jun 2014 (2014-07-23)
 
+1 or 0, Daily, Not Seasonally Adjusted1971-10-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Monthly, Not Seasonally AdjustedJul 1962 to Sep 2014 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1962-05-01 to 2014-09-21 (2014-09-22)
Monthly May 1962 to Jun 2014 (2014-07-14)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-02-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Monthly, Not Seasonally AdjustedJul 1997 to Sep 2014 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-02-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Daily, Not Seasonally Adjusted1961-02-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1961 to Jun 2014 (2014-07-23)
 
+1 or 0, Monthly, Not Seasonally AdjustedFeb 1961 to Sep 2014 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-07-01 to 2014-10-05 (2014-10-06)
Monthly Jul 1960 to Sep 2014 (2014-10-06)
 

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