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Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition

Dovern, Jonas; Ziegler, Christina - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 54 (2008) 4, pp. 293-318

more accurate recession forecasts. Only composite leading indicators perform generally well in both forecasting exercises. …

Persistent link: https://www.econbiz.de/10005037627

Leading Indicators: What Have We Learned?

Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2005

the most relevant recent developments in this field of economic forecasting. To begin with, we analyse the problem of … leading indicator based forecasts, and review the recent literature on the forecasting performance of leading indicators. …

Persistent link: https://www.econbiz.de/10005666459

A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts

Nieuwenhuyze, Christophe Van - Nationale Bank van België/Banque national de Belqique (BNB) - 2006

This paper aims to extract the common variation in a data set of 509 conjunctural series as an indication of the Belgian business cycle. The data set contains information on business and consumer surveys of Belgium and its neighbouring countries, macroeconomic variables and some worldwide...

Persistent link: https://www.econbiz.de/10005031947

Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris

L. Ferrara. - In: Quarterly selection of articles - Bulletin de la Banque … (2011) 24, pp. 135-144

In the wake of the recent international economic recession in 2008-2009, forecasting methods designed to anticipate …

Persistent link: https://www.econbiz.de/10010569713

Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions

Dovern, Jonas; Ziegler, Christina - Institut für Weltwirtschaft (IfW) - 2008

forecasting exercises. …

Persistent link: https://www.econbiz.de/10005566178

An Indicator of Economic Sentiment for the Italian Economy

Bruno, Giancarlo; Malgarini, Marco - Volkswirtschaftliche Fakultät, … - 2002

The long and sustained expansion of the nineties has generated, especially in the US, widespread rumours about the “death of the cycle”. Nevertheless, towards the end of the last decade, it became clear that fluctuations of economic activity were far from being extinct. This has contributed...

Persistent link: https://www.econbiz.de/10011260418

Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia

Pestova, Anna - National Research University Higher School of Economics - 2015

dependent variable framework I estimate the business cycle leading indicator models at different forecasting horizons (from one … to four quarters). The results demonstrate that there is a trade-off between forecasting accuracy and the earliness of … also reveal significant gains of accounting for the credit market variables when forecasting recessions at the long …

Persistent link: https://www.econbiz.de/10011268436

Das neue KOF Konjunkturbarometer – Version 2014

Graff, Michael; Abberger, Klaus; Siliverstovs, Boriss; … - In: KOF Analysen 8 (2014) 1, pp. 91-106

This paper presents a new composite leading indicator for the Swiss business cycle corresponding to the growth cycle concept. It is the result of another complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In...

Persistent link: https://www.econbiz.de/10010798372

What predicts U.S. recessions?

Moench, Emanuel; Liu, Weiling - Federal Reserve Bank of New York - 2014

We reassess the predictability of U.S. recessions at horizons from three months to two years ahead for a large number of previously proposed leading-indicator variables. We employ an efficient probit estimator for partially missing data and assess relative model performance based on the receiver...

Persistent link: https://www.econbiz.de/10010892319

Outperforming IMF Forecasts by the Use of Leading Indicators

Drechsel, Katja; Giesen, S.; Lindner, Axel - Institut für Wirtschaftsforschung Halle (IWH) - 2014

This study analyzes the performance of the IMF World Economic Outlook forecasts for world output and the aggregates of both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current and the next year, we examine whether IMF forecasts can be...

Persistent link: https://www.econbiz.de/10010857338