Search Results - subject_exact:"Konjunktureller Wendepunkt"

Business cycle turning points and local labour markets

Taylor, Karl; Bhadury, Soumya; Binner, Jane M.; Mandal, … - 2024

In this paper we consider the predictors of the business cycle in Great Britain, where the claimant count and unemployment rate are found to be key indicators associated with turning points. Next, we consider at a micro-economic level, using disaggregated local authority level data, a number of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014582294

Dating business cycles in the United Kingdom, 1700-2010

Broadberry, Stephen N.; Chadha, Jagjit; Lennard, Jason; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433877

Detecting turning points and phases of expansions and recessions of the restaurant industry : subject to Korean restaurant industry business and its growth cycles

Choi, Jeong-gil; Zhang, Yi-Wei; Xu, Shi-Nyu - 2023

Purpose: The purpose of this study is to detect turning points and phases of expansions and recessions of the Korean restaurant industry. Design/methodology/approach: This study investigated long-term economic trends in the restaurant industry cycle and growth cycle by utilizing yearly data...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014490533

Momentum Turning Points

Garg, Ashish; Goulding, Christian L.; Harvey, Campbell R.; … - 2021

Turning points are the Achilles' heel of time-series momentum portfolios. Slow signals fail to react quickly to changes in trend while fast signals are often false alarms. We examine theoretically and empirically how momentum portfolios of various intermediate speeds, formed by blending slow and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013250406

Nowcasting business cycle turning points with stock networks and machine learning

Azqueta-Gavaldon, Andres; Hirschbühl, Dominik; … - 2020

We propose a granular framework that makes use of advanced statistical methods to approximate developments in economy-wide expected corporate earnings. In particular, we evaluate the dynamic network structure of stock returns in the United States as a proxy for the transmission of shocks through...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012316961

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Nowcasting Business Cycle Turning Points with Stock Networks and Machine Learning

Azqueta-Gavaldon, Andres; Hirschbühl, Dominik; … - 2021

Book / Working Paper

Nonparametric regression and the detection of turning points in the Ifo business climate

Abberger, Klaus - 2004

Business climate indicators are used to receive early signals for turning points in the general business cycle. Therefore methods for the detection of turning points in time series are required. Estimations of slopes of a smooth component in the data can be calculated with local polynomial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10002426713

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Nonparametric regression and the detection of turning points in the Ifo business climate

Abberger, Klaus - 2004

Book / Working Paper

Nonparametric regression and the detection of turning points in the Ifo business climate

Abberger, Klaus - 2004

Book / Working Paper

Nonparametric Regression and the Detection of Turning Points in the Ifo Business Climate

Abberger, Klaus - 2021

Book / Working Paper

This is What the Us Leading Indicators Lead

Camacho, Maximo; Pérez-Quirós, Gabriel - 2021

We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyze the CLI's accuracy at anticipating US output growth. We compare the predictive performance of linear, VAR extensions of smooth transition...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013320314

In Search of Leading Indicators of Economic Activity in Germany

Bandholz, Harm; Funke, Michael - 2021

In this paper we present two new composite leading indicators of economic activity in Germany estimated using a dynamic factor model with and without regime switching. The obtained optimal inferences of business cycle turning points indicate that the two-state regime switching procedure leads to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013320780

Detecting turning points in global economic activity

Baumann, Ursel; Gómez Salvador, Ramón; Seitz, Franz - 2019

We present non-linear models to capture the turning points in global economic activity as well as in advanced and emerging economies from 1980 to 2017. We first estimate Markov Switching models within a univariate framework. These models support the relevance of three business cycle regimes...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012059037

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Detecting Turning Points in Global Economic Activity

Baumann, Ursel; GÌmez-Salvador, RamÌn; Seitz, Franz - 2021

Book / Working Paper

Dating Business Cycle Turning Points

Chauvet, Marcelle; Hamilton, James D. - 2006

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015385607

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Dating Business Cycle Turning Points

Chauvet, Marcelle; Hamilton, James D. - 2021

Book / Working Paper

Dating Business Cycle Turning Points

Chauvet, Marcelle - 2005

Book / Working Paper

An automatic algorithm to date the reference cycle of the Spanish economy

Camacho, Maximo; Gadea, María Dolores; Gómez-Loscos, Ana - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012795603

Dating business cycles in France : a reference chronology

Aviat, Antonin; Bec, Frédérique; Diebolt, Claude; … - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012623732

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Dating business cycles in France: a reference chronology

Aviat, Antonin; Bec, Frédérique; Diebolt, Claude; … - 2021

Book / Working Paper

Flattening the recession curve : comparing initial fiscal responses to the Corona crisis across the EU

Redeker, Nils; Hainbach, Natascha - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012405511

V-, U-, L- or W-shaped economic recovery after COVID-19? : insights from an agent-based model

Sharma, Dhruv; Bouchaud, Jean-Philippe; Gualdi, Stanislao; … - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012311531

Forecasting expected and unexpected losses

Juselius, Mikael; Tarashev, Nikola A. - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012483284

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Forecasting expected and unexpected losses

Juselius, Mikael; Tarashev, Nikola A. - 2020

Book / Working Paper

Romania in the loop: an analysis of 155 years of business cycles in historical perspective

Grigoraș, Veaceslav; Orțan, David - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012387792

Crash landing : the inside story of how the world's biggest companies survived an economy on the brink

Hoffman, Liz - 2023 - First edition

"A kaleidoscopic account of the financial carnage of the pandemic, revealing the fear, grit, and gambles that drove the economy's winners and losers-from a leading Wall Street Journal reporter. The world's most powerful CEOs never saw it coming. In 2018, after a decade-long bull market, the CEO...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013433489

The upper turning point in the Austrian business cycle theory

Evans, Anthony J.; Cachanosky, Nicolás; Thorpe, Robert - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013166306

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The Upper Turning Point in the Austrian Business Cycle Theory

Evans, Anthony J. - 2019

Book / Working Paper

Using credit variables to date business cycle and to estimate the probabilities of recession in real time

Aprigliano, Valentina; Liberati, Danilo - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012140098

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Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time

Aprigliano, Valentina - 2019

Book / Working Paper

Turning point and oscillatory cycles

Kulish, Mariano; Pagan, Adrian R. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012224536

Prévisions de l'activité économique en temps de crise

Kotchoni, Rachidi; Paquette-Dupuis, Manuel; … - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011992285

A new approach to dating the reference cycle

Camacho, Maximo; Gadea, María Dolores; Gómez-Loscos, Ana - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012804088

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A new approach to dating the reference cycle

Camacho, Maximo; Gadea, María Dolores; Gómez-Loscos, Ana - 2019

Book / Working Paper

Business cycle measurement in India

Pandey, Radhika; Patnaik, Ila; Shah, Ajay - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012009969

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Business cycle measurement in India

Pandey, Radhika; Patnaik, Ila; Shah, Ajay - 2018

Book / Working Paper

Recovery from the Great Depression : the farm channel in spring 1933

Hausman, Joshua K.; Rhode, Paul W.; Wieland, Johannes - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011992612

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Recovery from the Great Depression : the farm channel in spring 1933

Hausman, Joshua K.; Rhode, Paul W.; Wieland, Johannes - 2017

Book / Working Paper

Recovery from the Great Depression : The Farm Channel in Spring 1933

Hausman, Joshua - 2017

Book / Working Paper

Recovery from the Great Depression : The Farm Channel in Spring 1933

Hausman, Joshua K. - 2017

Book / Working Paper

Forecasting the growth cycles of the Turkish economy

Özbilgin, H. Murat - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011716344

Econometric filters

Pollock, David Stephen G. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011713098

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Econometric filters

Pollock, David Stephen G. - 2017

Book / Working Paper

Econometric filters

Pollock, Stephen - 2014

Book / Working Paper

Dating COVID-induced recession in the U.S.

Li, Haixi; Sheng, Xuguang - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012652587

Der Einfluss der Entschuldung auf die Aktienmärkte : eine Analyse des Einflusses und der Herausforderungen für Investoren

Peter, Manuel - 2016

Die enorme Verschuldung der US-amerikanischen Haushalte in den ersten Jahren des Millenniums wird zumeist als eine Ursache für die Finanzkrise nach 2007 angesehen. Unterstützt durch die Politik, die möglichst vielen Haushalten zu einer Immobilie verhelfen sollte, erlebten die USA einen...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011540647

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Der Einfluss der Entschuldung auf die Aktienmärkte: Eine Analyse des Einflusses und der Herausforderungen für Investoren

Peter, Manuel - 2016

Book / Working Paper

Dating cyclical turning points for Russia : formal methods and informal choices

Smirnov, Sergej V.; Kondrashov, Nikolai V.; … - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011550892

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Dating Cyclical Turning Points for Russia : Formal Methods and Informal Choices

Smirnov, Sergey V. - 2016

Book / Working Paper

Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set

Stekler, H.O. - 2016

This paper considers the issue of predicting cyclical turning points using real-time diffusion indexes constructed using a large data set from March 2005 to September 2014. We construct diffusion indexes at the monthly frequency, compare several smoothing and signal extraction methods, and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012983069

The Duration of Economic Expansions and Recessions : More than Duration Dependence

Castroa, Vitor - 2016

One widespread idea in the business cycles literature is that the older is an expansion or contraction, the more likely it is to end. This paper tries to provide further empirical support for this idea of positive duration dependence and, at the same time, control for the effects of other...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012707017

Dating business cycles in India

Pandey, Radhika; Patnaik, Ila; Shah, Ajay - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011758006

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Dating business cycles in India

Pandey, Radhika; Patnaik, Ila; Shah, Ajay - 2016

Book / Working Paper

Forecasting Macedonian business cycle turning points using Qual VAR model

Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011650063

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Forecasting Macedonian business cycle turning points using Qual VAR model

Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - 2016

Book / Working Paper

Turning point detection with Bayesian panel Markov-switching VAR : 2016 edition

2016 - 2016 edition

This paper proposes a panel Markov-Switching (MS-) VAR model suitable for a multi-country analysis of the business cycle. We study the business cycles fluctuations of a group of countries, analyse the transmission of shocks across cycles and predict the turning points of the country-specific...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015296340

Improved recession dating using stock market volatility

Huang, Yu-Fan; Startz, Richard - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012415194

Identifying Turkish business cycle regimes in real time

Soybilgen, Barış - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012205374

Business cycles and structural change in South Africa : an integrated view

2020

This book investigates the South African business cycle and its links to structural change in the economy. Against the backdrop of the democratic transition in 1994 and the global financial crisis, the authors study how business cycles in South Africa have changed and how cycles are related to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012172640

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Business Cycles and Structural Change in South Africa : An Integrated View

2020 - 1st ed. 2020.

Edition: 1st ed. 2020.

Book / Working Paper

Identification and real-time forecasting of Norwegian business cycles

Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011596749

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Identification and Real-Time Forecasting of Norwegian Business Cycles

Aastveit, Knut Are - 2015

Book / Working Paper

Leading indicators of the business cycle : dynamic logit models for OECD countries and Russia

Pestova, Anna - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011291456

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Leading Indicators of the Business Cycle : Dynamic Logit Models for OECD Countries and Russia

Pestova, Anna - 2015

Book / Working Paper

Business cycle dating and properties

Grigoraş, Veaceslav; Stanciu, Irina Eusignia - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011280865

Identification and real-time forecasting of Norwegian business cycles

Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010517994

Recessions and recoveries in New Zealand’s Post-second World War business cycles

Hall, Vivian Bruce; McDermott, C. John - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011348841

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Recessions and recoveries in New Zealand's Post-Second World War business cycles

Hall, Vivian Bruce; McDermott, C. John - 2014

Book / Working Paper

Monitoring the world business cycle

Camacho, Maximo; Martínez-Martín, Jaime - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011476196

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Monitoring the world business cycle

Camacho, Maximo; Martínez-Martín, Jaime - 2015

Book / Working Paper

Characterising the Financial Cycle : Don't Lose Sight of the Medium Term!

Drehmann, Mathias - 2014

We characterize empirically the financial cycle using two approaches: analysis of turning points and frequency-based filters. We identify the financial cycle with the medium-term component in the joint fluctuations of credit and property prices; equity prices do not fit this picture well. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013065959

Forecasting and turning-point predictions in a bayesian panel var model

Canova, Fabio - 2001

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015584958

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Forecasting and turning-point predictions in a bayesian panel var model

Canova, Fabio - 2001

Book / Working Paper

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model

Canova, Fabio; Ciccarelli, Matteo - 2014

Book / Working Paper

Identifying Business Cycle Turning Points in Real Time

Chauvet, Marcelle; Piger, Jeremy Max - 2014

This paper evaluates the ability of a statistical regime-switching model to identify turning points in U.S. economic activity in real time. The authors work with Markov-switching models of real GDP and employment that, when estimated on the entire post-war sample, provide a chronology of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014048794

Identificarea ciclurilor de afaceri şi proprietăţile acestora

Grigoras̨, Veaceslav; Stanciu, Irina Eusignia - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010470699

Predicting US recessions : does a wishful bias exist?

Smirnov, Sergej V. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010465792

On the application of the Lewis Model to China

Trautwein, Hans-Michael - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012610592

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On the Application of the Lewis Model to China

Trautwein, Hans-Michael - 2019

Article

The Measurement of Revision Effects on Business Cycle Turning Points

Vlavonou, Firmin - 2019

This paper examines the effects of revisions on quarterly GDP estimates in highlighting effects on business cycle turning points. We integrate a Markow-switching process to a dynamic factor model of monthly GDP. The quarterly averages of our monthly GDP estimates are, by construction, exactly...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012861346