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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, Daily, Not Seasonally Adjusted1961-02-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1949-10 to 2014-09 (2014-10-06)
Daily 1949-10-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1960-12 to 2014-09 (2014-10-06)
Daily 1960-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-07 to 2014-06 (2014-07-14)
Daily 1961-07-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-05 to 2014-06 (2014-07-23)
Daily 1961-05-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1960-08 to 2014-09 (2014-10-06)
Daily 1960-08-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-10-01 to 2014-09-21 (2014-09-22)
Monthly 1960-10 to 2014-08 (2014-09-18)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1971-10 to 2014-09 (2014-10-06)
Daily 1971-10-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Daily 1962-07-01 to 2014-09-21 (2014-09-22)
Monthly 1962-07 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Daily 1961-02-01 to 2014-10-05 (2014-10-06)
Monthly 1961-02 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-11 to 2014-06 (2014-07-14)
Daily 1961-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1997-09 to 2014-09 (2014-10-06)
Daily 1997-09-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1963-11-01 to 2014-10-05 (2014-10-06)
Monthly 1963-11 to 2014-06 (2014-07-14)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-05 to 2014-09 (2014-10-06)
Daily 1961-05-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1961-07-01 to 2014-09-21 (2014-09-22)
Monthly 1961-07 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Daily 1971-10-01 to 2014-09-21 (2014-09-22)
Monthly 1971-10 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-09 to 2014-09 (2014-10-06)
Daily 1961-09-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-03 to 2014-06 (2014-07-23)
Daily 1961-03-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1961-03 to 2014-09 (2014-10-06)
Daily 1961-03-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1960-08-01 to 2014-10-05 (2014-10-06)
Monthly 1960-08 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Daily 1961-11-01 to 2014-09-21 (2014-09-22)
Monthly 1961-11 to 2014-06 (2014-07-14)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1960-12 to 2014-06 (2014-07-23)
Daily 1960-12-01 to 2014-09-21 (2014-09-22)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1960-11 to 2014-06 (2014-07-23)
Daily 1960-11-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Not Seasonally Adjusted
Daily 1961-05-01 to 2014-09-21 (2014-09-22)
Monthly 1961-05 to 2014-06 (2014-07-23)
 
+1 or 0, Not Seasonally Adjusted
Monthly 1996-09 to 2014-06 (2014-07-23)
Daily 1996-09-01 to 2014-10-05 (2014-10-06)
 
+1 or 0, Monthly, Not Seasonally Adjusted1997-10 to 2014-06 (2014-07-23)
 

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