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Do media data help to predict German industrial production?
Kholodilin, Konstantin; Thomas, Tobias; Ulbricht, Dirk - 2014
analysis of opinion-leading media in Germany from 2001 to 2014, transformed into several monthly indices. German industrial …
Persistent link: https://www.econbiz.de/10010373681
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Do Media Data Help to Predict German Industrial Production?
Kholodilin, Konstantin - 2014
provided by Media Tenor International, based on the sentiment analysis of all relevant media information in Germany from 2001 …
Persistent link: https://www.econbiz.de/10013051847
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A quasi real-time leading indicator for the EU industrial production
Donadelli, Michael; Paradiso, Antonio; Riedel, Max - 2016
We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to "overlapping information drawbacks". In addition, the set of variables composing the LI...
Persistent link: https://www.econbiz.de/10011539862
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Do media data help to predict German industrial production?
Ulbricht, Dirk; Kholodilin, Konstantin; Thomas, Tobias - In: Journal of forecasting 36 (2017) 5, pp. 483-496
Persistent link: https://www.econbiz.de/10011860603
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A novel ex-ante leading indicator for the EU industrial production
Donadelli, Michael; Paradiso, Antonio; Riedel, Max - 2015
We build a novel leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper is able to produce an ex-ante LI that is immune to "overlapping information drawbacks". In addition, the set of variables composing the LI...
Persistent link: https://www.econbiz.de/10011434806
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Forecasting industrial production in Germany : the predictive power of leading indicators
Schlösser, Alexander - 2020
unterschiedlicher Finanzmarktindikatoren, um die Industrieproduktion in Deutschland vorherzusagen. Die Prognoseeigenschaften, innerhalb …We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany …
Persistent link: https://www.econbiz.de/10012149544
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Macroeconomic forecasts and the nature of economic shocks in Germany
Döpke, Jörg - 2000
Persistent link: https://www.econbiz.de/10013261077
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Macroeconomic forecasts and the nature of economic shocks in Germany
Döpke, Jörg - 2000
The paper investigates the sources of macroeconomic forecast errors in Germany. The predictions of the so-called "six … Arbeitsgemeinschaft wirtschaftswissenschaftlicher Forschungsinstitute in Deutschland. Die Prognosefehler werden im Rahmen eines …
Persistent link: https://www.econbiz.de/10011476550
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Forecasting German Car Sales Using Google Data and Multivariate Models
Fantazzini, Dean - 2015
up to 2 years ahead was implemented using the monthly sales of ten car brands in Germany for the period from 2001M1 to …
Persistent link: https://www.econbiz.de/10013015773
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Performance of Periodic Time Series Models in Forecasting
Herwartz, Helmut - 1999
seasonal data. Consumption and income series from (West-) Germany, United Kingdom, Japan and Sweden are investigated. The …
Persistent link: https://www.econbiz.de/10014193101