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Seasonal adjustment methods and the determination of turning points of the EMU business cycle

Lommatzsch, Kirsten; Stephan, Sabine - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 3, pp. 399-415

Persistent link: https://www.econbiz.de/10001620570

Business cycle extraction of Euro-zone GDP : direct versus indirect approach

Astolfi, Roberto; Ladiray, Dominique; Mazzi, Gian Luigi - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 377-398

Most of the Euro-zone economic short-term indicators are computed through aggregation from Member States data. The … given in the paper. An application to the Euro-zone GDP is presented. The same aggregation problem encountered in the case … appears to be closely linked. In fact, the approach chosen to seasonally adjust the data can in theory lead to different …

Persistent link: https://www.econbiz.de/10010493801

Business cycle extraction of Euro-zone GDP: direct versus indirect approach

Astolfi, Roberto; Ladiray, Dominique; Mazzi, Gian Luigi - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 3, pp. 377-398

Persistent link: https://www.econbiz.de/10001620523

Un nouvel indicateur d'entrée et sortie de récession pour la zone euro

Ferrara, Laurent (contributor) - 2006

Persistent link: https://www.econbiz.de/10003350270

A new indicator based on Neftçi's approach for predicting turning points of the Euro-zone growth cycle

Anas, Jacques; Nguiffo-Boyom, Muriel - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 3, pp. 364-376

Persistent link: https://www.econbiz.de/10001620516

A new indicator based on Neftçi's approach for predicting turning points of the Euro-zone growth cycle

Anas, Jacques; Nguiffo-Boyom, Muriel - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 364-376

turning points in the Euro-zone using the Neftçi's approach. The output is a probability index for a forthcoming economic …

Persistent link: https://www.econbiz.de/10010493800

Does the Euro-zone diverge? : a stress indicator for analyzing trends and cycles in real GDP and inflation

Flaig, Gebhard (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003496544

Tracking growth and the business cycle : a stochastic common cycle model for the Euro area

Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003

This paper proposes a new model-based method to obtain a coincident indicator for the business cycle. A dynamic factor model with trend components and a common cycle component is considered which can be estimated using standard maximum likelihood methods. The multivariate unobserved components...

Persistent link: https://www.econbiz.de/10011334364

Indicator-based estimates of the output gap in the euro area

Weiske, Sebastian - 2018

The output gap is a key variable of business cycle analysis and policy. Obtaining reliable estimates for it, is very difficult, though. Most real-time estimates are frequently revised over time. The idea of this paper is to use various indicators, for example from business surveys, that (i) were...

Persistent link: https://www.econbiz.de/10011928277

Indicator-based estimates of the output gap in the euro area

Weiske, Sebastian - 2019

Persistent link: https://www.econbiz.de/10012309596