This paper describes how to use the R package gateveys to establish a transparent and reproducible aggregation work flow for longitudinal data stemming from business tendency surveys (BTS). Business tendency survey researchers are addressed in particular though the suggested work flow could also...

timeseriesdb is an R package which suggests a PostgreSQL database structure to store time series alongside extensive multi-lingual meta information and provides an R database interface including a web based GUI. The timeseriesdb package was designed to handle time series in establishment...

This paper describes how to use the R package gateveys to establish a transparent and reproducible aggregation work flow for longitudinal data stemming from business tendency surveys (BTS). Business tendency survey researchers are addressed in particular though the suggested work flow could also...

This paper describes how to use the R package gateveys to establish a transparent and reproducible aggregation work flow for longitudinal data stemming from business tendency surveys (BTS). Business tendency survey researchers are addressed in particular though the suggested work flow could also...

timeseriesdb is an R package which suggests a PostgreSQL database structure to store time series alongside extensive multi-lingual meta information and provides an R database interface including a web based GUI. The timeseriesdb package was designed to handle time series in establishment...

We propose a Bayesian optimal filtering setup for improving out-of-sample forecasting performance when using volatile high frequency data with long lag structure for forecasting low-frequency data. We test this setup by using real-time Swiss construction investment and construction permit data....

We propose a Bayesian optimal filtering setup for improving out-of-sample forecasting performance when using volatile high frequency data with long lag structure for forecasting low-frequency data. We test this setup by using real-time Swiss construction investment and construction permit data....

Most macroeconomic indicators failed to capture the sharp economic fluctuations during the Corona crisis in a timely manner. Instead, alternative high-frequency data have been used, aiming to monitor the economic situation. However, these data are often only loosely related to the business cycle...