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Using newspapers for tracking the business cycle: A comparative study for Germany and Switzerland
Iselin, David; Siliverstovs, Boriss - 2013
On the basis of keyword searches in newspaper articles several versions of the Recession-word Index (RWI) are constructed for Germany and Switzerland. We use these indices in order to track the business cycle dynamics in these two countries. Our main findings are the following. First, we show...
Persistent link: https://www.econbiz.de/10010319719
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Using newspapers for tracking the business cycle : a comparative study for Germany and Switzerland
Iselin, David; Siliverstovs, Boriss - 2013
On the basis of keyword searches in newspaper articles several versions of the Recession-word Index (RWI) are constructed for Germany and Switzerland. We use these indices in order to track the business cycle dynamics in these two countries. Our main findings are the following. First, we show...
Persistent link: https://www.econbiz.de/10009757256
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Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2012
Persistent link: https://www.econbiz.de/10010394237
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Detecting turning points in the Danish economy in real time
Pedersen, Jesper - 2021
This working paper documents an econometric model for detecting turning points in the Danish economy in real time. The model is a mixedfrequency model using both monthly and quarterly data, which can be estimated on an unbalanced panel of data and be updated immediately as data comes through....
Persistent link: https://www.econbiz.de/10012495047
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The Great Mortgaging : Housing Finance, Crises, and Business Cycles
Jordà, Òscar - 2015
course of the 20th century, driven by a sharp rise of mortgage lending to households. Household debt to asset ratios have …
Persistent link: https://www.econbiz.de/10013032225
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The Great Mortgaging : Housing Finance, Crises, and Business Cycles
Jordà, Òscar - 2015
course of the 20th century, driven by a sharp rise of mortgage lending to households. Household debt to asset ratios have …
Persistent link: https://www.econbiz.de/10013032381
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The great mortgaging : housing finance, crises, and business cycles
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014
course of the 20th century, driven by a sharp rise of mortgage lending to households. Household debt to asset ratios have …
Persistent link: https://www.econbiz.de/10010412763
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Policy-driven boom and bust in the housing market : evidence from Mongolia
Doojav, Gan-Ochir; Damdinjav, Davaasukh - In: Asian development review : studies of Asian and pacific … 38 (2021) 2, pp. 279-317
This paper examines the effects of a mortgage interest rate subsidy on booms and busts in the housing market by … analyzing the Housing Mortgage program in Mongolia. We find that the most recent housing boom in Mongolia occurred from the …-specific factors and macroeconomic variables had a significant influence on housing price dynamics. Mortgage interest rate …
Persistent link: https://www.econbiz.de/10013329305
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Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan
Proano, Christian; Tarassow, Artur - 2017
We investigate the probability forecasting performance of a three-regime dynamic ordered probit model framework …-parametric dating algorithm for the identification of these three phases. We compare the pseudo-out-of-sample forecasting skills of an …
Persistent link: https://www.econbiz.de/10011772057
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - 2009
The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper in-troduces the multistep Beveridge-Nelson decomposition, which arises when the forecast function is obtained...
Persistent link: https://www.econbiz.de/10011523928