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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


15 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 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 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 Oct 1949 to Sep 2014 (2014-10-06)
Daily 1949-10-01 to 2014-10-05 (2014-10-06)
 

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