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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

OECD based Recession Indicators for Spain from the Peak through the Trough    
+1 or 0, Daily, Not Seasonally Adjusted1963-03-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Brazil from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1997-09 to 2014-09 (Oct 6)
Daily 1997-09-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Portugal from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Daily 1961-02-01 to 2014-09-21 (Sep 22)
Monthly 1961-02 to 2014-09 (Oct 6)
 
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 2014-09 (Oct 6)
Daily 1949-10-01 to 2014-09-21 (Sep 22)
 
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 2014-10-05 (Oct 6)
Monthly 1961-10 to 2014-09 (Oct 6)
 
OECD based Recession Indicators for Japan from the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-12 to 2014-06 (Jul 14)
Daily 1961-12-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for Japan from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-12 to 2014-09 (Oct 6)
Daily 1961-12-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for China from the Peak through the Period preceding the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1979-03 to 2014-09 (Oct 6)
Daily 1979-03-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for China from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1979-03 to 2014-09 (Oct 6)
Daily 1979-03-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Germany from the Peak through the Period preceding the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1960-11 to 2014-09 (Oct 6)
Daily 1960-11-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Indonesia from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1993-03 to 2014-09 (Oct 6)
Daily 1993-03-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for Netherlands from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-09 to 2014-09 (Oct 6)
Daily 1961-09-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for the Czech Republic from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1996-08 to 2014-09 (Oct 6)
Daily 1996-08-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Australia from the Peak through the Period preceding the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-09 to 2014-09 (Oct 6)
Daily 1961-09-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Four Big European Countries from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1962-05 to 2014-09 (Oct 6)
Daily 1962-05-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Poland from the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Daily 1998-03-01 to 2014-09-21 (Sep 22)
Monthly 1998-03 to 2014-06 (Jul 23)
 
OECD based Recession Indicators for Poland from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1998-03 to 2014-08 (Sep 18)
Daily 1998-03-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for Austria from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-03 to 2014-09 (Oct 6)
Daily 1961-03-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Greece from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1961-05 to 2014-09 (Oct 6)
Daily 1961-05-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Hungary from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1996-09 to 2014-09 (Oct 6)
Daily 1996-09-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for Korea from the Peak through the Period preceding the Trough    
+1 or 0, Not Seasonally Adjusted
Daily 1972-07-01 to 2014-09-21 (Sep 22)
Monthly 1972-07 to 2014-09 (Oct 6)
 
OECD based Recession Indicators for Korea from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Daily 1972-07-01 to 2014-09-21 (Sep 22)
Monthly 1972-07 to 2014-09 (Oct 6)
 
OECD based Recession Indicators for New Zealand from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1962-07 to 2014-09 (Oct 6)
Daily 1962-07-01 to 2014-09-21 (Sep 22)
 
OECD based Recession Indicators for South Africa from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1960-07 to 2014-09 (Oct 6)
Daily 1960-07-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Spain from the Period following the Peak through the Trough    
+1 or 0, Not Seasonally Adjusted
Monthly 1963-03 to 2014-09 (Oct 6)
Daily 1963-03-01 to 2014-10-05 (Oct 6)
 
OECD based Recession Indicators for Switzerland from the Peak through the Trough    
+1 or 0, Daily, Not Seasonally Adjusted1961-11-01 to 2014-10-05 (Oct 6)
 

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