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Nowcasting sales growth of manufacturing companies in India
Sanyal, Anirban; Das, Abhiman - In: Applied economics 50 (2018) 5, pp. 510-526
Persistent link: https://www.econbiz.de/10011847016
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Do survey indicators let us see the business cycle? : a frequency decomposition
Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008
This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …
Persistent link: https://www.econbiz.de/10011610229
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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Computing robust stylized facts on comovement
André, Francisco J. (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001650962
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Do Survey Indicators Let Us See the Business Cycle? A Frequency Decomposition
Dresse, Luc - 2010
This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …
Persistent link: https://www.econbiz.de/10013137624
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On the correlations of trend-cycle errors
Wada, Tatsuma - In: Economics letters 116 (2012) 3, pp. 396-400
Persistent link: https://www.econbiz.de/10009674324
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero restrictions on the associated matrix of factor loadings. We suggest a sequential least squares algorithm for minimizing the total sum of squared residuals and a two-step approach based...
Persistent link: https://www.econbiz.de/10010373684
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State space decomposition under the hypothesis of non zero correlation between trend and cycle, with an application to the euro-zone
Proietti, Tommaso - In: Monographs of official statistics : papers and …, (pp. 292 - 325). 2004
Persistent link: https://www.econbiz.de/10003398185
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Do survey indicators let us see the business cycle? : a frequency decomposition
Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008
Persistent link: https://www.econbiz.de/10003667686
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Joint smoothing of GDP and unemployment with a bivariate HP filter
Islas-Camargo, Alejandro; Guerrero, Víctor M. - In: Estudios económicos 34 (2019) 67, pp. 3-24
Persistent link: https://www.econbiz.de/10012166118