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  • Search: subject:"Confidence Indicator"
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Year of publication
Subject
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Bubbles 3 Spekulationsblase 3 Financial crisis 2 Financial market 2 Finanzkrise 2 Finanzmarkt 2 Forecasting model 2 Prognoseverfahren 2 confidence indicator 2 forecasting 2 Börsenkurs 1 China 1 Cointegration 1 Confidence 1 Confidence Indicator 1 Consumer confidence indicator 1 Crashes 1 DS LPPLS Confidence indicator 1 Dynamic Risk Management 1 Estimation 1 Financial Bubbles 1 Forecasting 1 Immobilienmarkt 1 Immobilienpreis 1 Jonsson 1 LPPLS Model 1 Lindén 1 Log-Periodic Power Law Singularity 1 Perceived rate of inflation 1 Portfolio selection 1 Portfolio-Management 1 Real estate market 1 Real estate price 1 Regression analysis 1 Regressionsanalyse 1 Risikomanagement 1 Risk management 1 Schätzung 1 Share price 1 Short-term interest rate 1
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Online availability
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Free 7
Type of publication
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Book / Working Paper 5 Article 2
Type of publication (narrower categories)
All
Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 4 Undetermined 3
Author
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Sornette, Didier 3 Zhao, Dongshuai 2 Bodnár, Katalin 1 CONSTANTIN, SECAREANU 1 Gerlach, Jan-Christian 1 Jonsson, Andreas 1 Lindén, Staffan 1 Margani, Patrizia 1 Paradiso, Antonio 1 Rao, B. Bhaskara 1 Zhang, Hao 1 Zhang, Qunzi 1
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Institution
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Directorate-General Economic and Financial Affairs, European Commission 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Research paper series / Swiss Finance Institute 3 Annals of Faculty of Economics 1 European Economy - Economic Papers 1 MNB Bulletin 1 MPRA Paper 1 Swiss Finance Institute Research Paper 1
Source
All
RePEc 4 ECONIS (ZBW) 3
Showing 1 - 7 of 7
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Bubbles for Fama from Sornette
Zhao, Dongshuai; Sornette, Didier - 2021
more than two decades, we show that a LPPLS-based “bubble confidence indicator” allows one to diagnose ex-ante the presence …, the larger the bubble confidence indicator. Moreover, we identify two classes of regime shifts following an accelerated …
Persistent link: https://www.econbiz.de/10012800716
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Forecasting financial crashes : a dynamic risk management approach
Gerlach, Jan-Christian; Zhao, Dongshuai; Sornette, Didier - 2020
Since 2009, stock markets have resided in a long bull market regime. Passive investment strategies have succeeded during this low-volatility growth period. From 2018 on, however, there was a transition into a more volatile market environment interspersed by corrections increasing in amplitude...
Persistent link: https://www.econbiz.de/10012419688
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Anticipating critical transitions of Chinese housing markets
Zhang, Qunzi; Sornette, Didier; Zhang, Hao - 2017
the arithmetic average of the quantile-based DS LPPLS Confidence indicator, which accounts for the robustness of the …. First, we verify the validity of the arithmetic average of the quantile-based DS LPPLS Confidence indicator by studying the …
Persistent link: https://www.econbiz.de/10011761282
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Time Series Estimates of the Italian Consumer Confidence Indicator
Paradiso, Antonio; Rao, B. Bhaskara; Margani, Patrizia - Volkswirtschaftliche Fakultät, … - 2011
This work shows that Italian consumer confidence indicator (CCI) is non-stationary and, therefore, can be estimated …
Persistent link: https://www.econbiz.de/10008805452
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Household consumption expenditures and the consumer confidence index
Bodnár, Katalin - In: MNB Bulletin 5 (2010) 1, pp. 6-19
Household consumption constitutes two thirds of GDP in Hungary. Accordingly, in addition to influencing expected economic growth, consumption plays a prominent role in shaping pricing behaviour. Consequently, understanding and forecasting the consumption processes as precisely as possible can be...
Persistent link: https://www.econbiz.de/10008495336
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BUSINESS SURVEYS-EVALUATION INSTRUMENT OF THE EUROPEAN ECONOMIC CLIMATE
CONSTANTIN, SECAREANU - In: Annals of Faculty of Economics 1 (2010) 1, pp. 286-292
Business surveys or conjuncture surveys are specific statiostical researches, but complementary to traditional, official statistics.While official statistics provide quantitive information regardin the level,structure and evolution of varied economic process and phenomena, business surveys offer...
Persistent link: https://www.econbiz.de/10008787434
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The quest for the best consumer confidence indicator
Jonsson, Andreas; Lindén, Staffan - Directorate-General Economic and Financial Affairs, … - 2009
highest correlation with private consumption growth. Moreover, we contrast this indicator to the Consumer Confidence Indicator … takes into account the specifics of all EU member states, outperform the current Consumer Confidence Indicator. Both these …
Persistent link: https://www.econbiz.de/10008516227
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