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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/document/6/0,3746,en_2649_34349_35726918_1_1_1_1,00.html. 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

OECD based Recession Indicators for Major Seven Countries from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-01-01 to 2014-06-30 (Jul 23)
Monthly 1961-01 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for NAFTA Area from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1949-10 to 2014-06 (Jul 23)
Daily 1949-10-01 to 2014-06-30 (Jul 23)
 
OECD based Recession Indicators for New Zealand from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1962-07-01 to 2014-06-30 (Jul 23)
Monthly 1962-07 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Portugal from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-02-01 to 2014-06-30 (Jul 14)
Monthly 1961-02 to 2014-06 (Jul 14)
 
OECD based Recession Indicators for Slovenia from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1997-07-01 to 2014-06-30 (Jul 23)
Monthly 1997-07 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Spain from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1963-03 to 2014-06 (Jul 14)
Daily 1963-03-01 to 2014-06-30 (Jul 14)
 
OECD based Recession Indicators for Switzerland from the Period following the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1961-11 to 2014-06 (Jul 14)
Daily 1961-11-01 to 2014-06-30 (Jul 14)
 
OECD based Recession Indicators for the Czech Republic from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1996-08-01 to 2014-06-30 (Jul 23)
Monthly 1996-08 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Turkey from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-10-01 to 2014-06-30 (Jul 23)
Monthly 1961-10 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Turkey from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1961-10 to 2014-06 (Jul 23)
Daily 1961-10-01 to 2014-06-30 (Jul 23)
 
OECD based Recession Indicators for Australia from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-09-01 to 2014-06-30 (Jul 23)
Monthly 1961-09 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Austria from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-03-01 to 2014-06-30 (Jul 23)
Monthly 1961-03 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Austria from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-03-01 to 2014-06-30 (Jul 23)
Monthly 1961-03 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Belgium from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-05-01 to 2014-06-30 (Jul 23)
Monthly 1961-05 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Belgium from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-05-01 to 2014-06-30 (Jul 23)
Monthly 1961-05 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Belgium from the Period following the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1961-05 to 2014-06 (Jul 23)
Daily 1961-05-01 to 2014-06-30 (Jul 23)
 
OECD based Recession Indicators for Chile from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1997-12-01 to 2014-06-30 (Jul 14)
Monthly 1997-12 to 2014-06 (Jul 14)
 
OECD based Recession Indicators for Estonia from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1996-03-01 to 2014-06-30 (Jul 23)
Monthly 1996-03 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Estonia from the Period following the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Monthly 1996-03 to 2014-06 (Jul 23)
Daily 1996-03-01 to 2014-06-30 (Jul 23)
 
OECD based Recession Indicators for Euro Area from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1963-11-01 to 2014-06-30 (Jul 14)
Monthly 1963-11 to 2014-06 (Jul 14)
 
OECD based Recession Indicators for Finland from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-11-01 to 2014-06-30 (Jul 14)
Monthly 1961-11 to 2014-06 (Jul 14)
 
OECD based Recession Indicators for Finland from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-11-01 to 2014-06-30 (Jul 14)
Monthly 1961-11 to 2014-06 (Jul 14)
 
OECD based Recession Indicators for Four Big European Countries from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1962-05-01 to 2014-06-30 (Jul 23)
Monthly 1962-05 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Greece from the Peak through the Period preceding the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-05-01 to 2014-06-30 (Jul 23)
Monthly 1961-05 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Greece from the Peak through the Trough  
+1 or 0, Not Seasonally Adjusted
Daily 1961-05-01 to 2014-06-30 (Jul 23)
Monthly 1961-05 to 2014-06 (Jul 23)
 

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