Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
of one indicator compared to a benchmark model. Moreover, we consider loss functions that overweight forecast errors in … booms and recessions to check whether a specific indicator that appears to be a good choice on average is also preferable in … indicator, the OECD composite leading indicator, and the FAZ-Euro indicator published by the Frankfurter Allgemeine Zeitung. If …