Search Results - isPartOf:"Journal of Business Cycle Measurement and Analysis"

Forecast Evaluation of European Commission Survey Indicators

Gayer, Christian - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 2, pp. 157-183

This study examines the contribution of several survey indicators published by the European Commission to forecasting overall economic activity in the euro area. It entails a quantitative evaluation of the information content of seven composite indicators with regard to GDP growth. A preliminary...

Persistent link: https://www.econbiz.de/10008492393

Towards a Monthly Business Cycle Chronology for the Euro Area

Mönch, Emanuel; Uhlig, Harald - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 1, pp. 43-69

This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and...

Persistent link: https://www.econbiz.de/10008492399

Quantifying inflation expectations with the Carlson-Parkin method : a survey-based determination of the just noticeable difference

Henzel, Steffen; Wollmershäuser, Timo - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 321-352

Persistent link: https://www.econbiz.de/10003317048

Detection of the industrial business cycle using SETAR models

Ferrara, Laurent; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 353-371

Persistent link: https://www.econbiz.de/10003317049

Spatial and temporal time series conversion : a consistent estimator of the error variance-covariance matrix

Gerli, Massimo; Marini, Giovanni - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 373-405

Persistent link: https://www.econbiz.de/10003317050

Extracting a common cycle from series with different frequency : an application to the Italian economy

Otranto, Edoardo - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 407-429

Persistent link: https://www.econbiz.de/10003317051

Another look at the Ifo business cycle clock

Abberger, Klaus - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 431-443

Persistent link: https://www.econbiz.de/10003317053

Business cycles in the new EU member countries and their conformity with the Euro Area

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 7-41

Persistent link: https://www.econbiz.de/10002906432

Towards a monthly business cycle chronology for the Euro Area

Mönch, Emanuel; Uhlig, Harald - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 43-69

Persistent link: https://www.econbiz.de/10002908029

Out-of-sample performance of leading indicators for the German business cycle : single vs. combined forecasts

Dreger, Christian; Schumacher, Christian - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 71-87

Persistent link: https://www.econbiz.de/10002908057