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  • Search: subject_exact:"Leading indicator"
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Subject
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Leading indicator 5,377 Frühindikator 5,362 Prognoseverfahren 1,620 Forecasting model 1,614 Deutschland 1,516 Germany 1,511 Konjunktur 1,285 Business cycle 1,265 USA 1,213 United States 1,210 Theorie 896 Theory 894 Wirtschaftsprognose 691 Economic forecast 684 Wirtschaftsindikator 613 Economic indicator 609 Welt 596 World 595 Schätzung 436 Estimation 433 EU-Staaten 426 EU countries 422 International business cycle 310 Internationale Konjunktur 310 Macroeconomic performance 284 Wirtschaftslage 284 Zeitreihenanalyse 239 Time series analysis 235 Österreich 213 Austria 212 Eurozone 206 Euro area 201 Wirtschaftswachstum 178 Economic growth 171 Yield curve 165 Zinsstruktur 165 Geldpolitik 160 Monetary policy 156 Prognose 130 VAR model 129
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Online availability
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Free 1,071 Undetermined 449
Type of publication
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Article 3,076 Book / Working Paper 2,109 Journal 247
Type of publication (narrower categories)
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Article in journal 2,814 Aufsatz in Zeitschrift 2,814 Graue Literatur 1,687 Non-commercial literature 1,687 Working Paper 970 Arbeitspapier 957 Aufsatz im Buch 292 Book section 292 Collection of articles of several authors 253 Sammelwerk 253 Country report 211 Länderbericht 211 Amtsdruckschrift 148 Government document 148 Statistik 141 Konferenzschrift 133 Conference proceedings 100 Statistics 96 Hochschulschrift 83 Thesis 77 Advisory report 76 Gutachten 76 No longer published / No longer aquired 69 Bibliografie enthalten 22 Bibliography included 22 Market information 19 Marktinformation 19 Aufsatzsammlung 17 Commentary 16 Kommentar 16 Lehrbuch 16 Collection of articles written by one author 14 Mehrbändiges Werk 14 Multi-volume publication 14 Sammlung 14 Handbook 10 Handbuch 10 Forschungsbericht 9 Interview 9 Conference paper 8
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Language
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English 3,107 German 1,908 French 123 Russian 48 Italian 41 Polish 37 Dutch 34 Undetermined 32 Spanish 29 Czech 20 Hungarian 18 Slovak 10 Slovenian 8 Swedish 7 Norwegian 6 Finnish 4 Croatian 4 Romanian 4 Lithuanian 3 Bulgarian 2 Estonian 2 Chinese 2 Kazakh 1 Macedonian 1 Portuguese 1 Serbian 1 Ukrainian 1
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Author
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Scheide, Joachim 129 Nierhaus, Wolfgang 94 Gern, Klaus-Jürgen 87 Abberger, Klaus 86 Nerb, Gernot 62 Meier, Carsten-Patrick 57 Gürtler, Joachim 54 Marterbauer, Markus 50 Gluch, Erich 47 Marcellino, Massimiliano 46 Döpke, Jörg 44 Boysen-Hogrefe, Jens 43 Jannsen, Nils 42 Dovern, Jonas 38 Kamps, Christophe 38 Wohlrabe, Klaus 38 Kooths, Stefan 37 Boss, Alfred 36 Stangl, Anna 35 Städtler, Arno 35 Walterskirchen, Ewald 35 Carstensen, Kai 33 Groll, Dominik 33 Siliverstovs, Boriss 32 Fritsche, Ulrich 30 Benner, Joachim 29 Lahiri, Kajal 29 Kuvalin, Dmitrij B. 28 Loose, Brigitte 28 Hinze, Jörg 27 Lang, Cornelia 27 Weinert, Günter 27 Schumacher, Christian 26 Dreger, Christian 25 Cholodilin, Konstantin A. 24 Heilemann, Ullrich 24 Wollmershäuser, Timo 24 Lehmann, Robert 23 Oppenländer, Karl Heinrich 23 Oskamp, Frank 23
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Institution
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Institut für Weltwirtschaft 99 Projektgruppe Gemeinschaftsdiagnose 41 Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute 34 Association of European Conjuncture Institutes 31 Ifo-Institut für Wirtschaftsforschung 31 Österreichisches Institut für Wirtschaftsforschung 29 Institut für Wirtschaftsforschung Halle 27 Konjunkturforschungsstelle <Zürich> 23 Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung 23 Rheinisch-Westfälisches Institut für Wirtschaftsforschung 22 Europäische Kommission / Generaldirektion Wirtschaft und Finanzen 21 Deutsches Institut für Wirtschaftsforschung 20 Arbeitskreis Konjunktur des IWH 19 University of Michigan / Department of Economics 18 Ifo Institut 15 Centre for International Research on Economic Tendency Surveys 14 Hamburgisches Welt-Wirtschafts-Archiv 14 Institut für Makroökonomie und Konjunkturforschung 14 Deutscher Industrie- und Handelskammertag 12 Institut für Höhere Studien und Wissenschaftliche Forschung 12 Niederlande / Centraal Planbureau 11 National Institute of Economic and Social Research 10 UBS AG 10 Observatoire Français des Conjonctures Economiques 9 Credit Suisse 8 Deutsches Institut für Wirtschaftsforschung / Arbeitskreis Konjunktur 8 Institut der Deutschen Wirtschaft <Köln> / Arbeitsgruppe Konjunktur 8 OECD 8 Deutsche Bank <Frankfurt am Main> / Research 7 Institut der Deutschen Wirtschaft <Köln> / Forschungsgruppe Konjunktur 7 Zentrum für Europäische Wirtschaftsforschung 7 Belgien / Bureau du Plan 6 Elinkeinoelämän Tutkimuslaitos 6 Institut National de la Statistique et des Études Économiques <Paris> 6 Institut für Makroökonomie und Konjunkturforschung / Arbeitskreis Konjunktur 6 Institut für Wirtschaftsforschung Halle / Arbeitskreis Konjunktur Ostdeutschland 6 Urad za Makroekonomske Analize in Razvoj <Ljubljana> 6 Europäische Kommission 5 Centre d'Observation Economique 4 Ernst & Young AG <Zürich> 4
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Published in...
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Ifo-Schnelldienst 374 Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung 167 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 160 Wirtschaft im Wandel 107 International journal of forecasting 106 Kieler Diskussionsbeiträge 89 DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 68 Ifo Dresden berichtet 58 Journal of forecasting 55 Weltkonjunktur und deutsche Konjunktur : im ... 47 Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel 44 CESifo working papers 37 Economic review 37 Working paper / National Bureau of Economic Research, Inc. 36 Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences 32 Applied economics 31 Jahrbücher für Nationalökonomie und Statistik 31 Business economics : the journal of the National Association for Business Economists 30 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 30 Report / IMK, Institut für Makroökonomie und Konjunkturforschung 30 Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET 29 Discussion paper / Centre for Economic Policy Research 28 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 26 Working paper series / European Central Bank 26 Ifo-Wirtschaftskonjunktur : Monatsberichte des Ifo-Instituts für Wirtschaftsforschung 25 Economics letters 24 KOF working papers 24 Kiel Institute economic outlook 23 Applied economics letters 22 Economic modelling 22 Journal of macroeconomics 22 Discussion paper / 1 / Deutsche Bundesbank 21 Weltkonjunktur und deutsche Konjunktur 21 DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research 19 IW-Trends : Vierteljahresschrift zur empirischen Wirtschaftsforschung aus dem Institut der Deutschen Wirtschaft Köln 19 Review / Federal Reserve Bank of St. Louis 19 The Russian economic barometer : market situation tests, estimates, forecasts 19 Discussion papers / Deutsches Institut für Wirtschaftsforschung 18 Gemeinschaftsdiagnose 17 IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung 17
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Source
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ECONIS (ZBW) 5,371 RePEc 38 EconStor 14 USB Cologne (EcoSocSci) 6 BASE 3
Showing 1 - 50 of 5,432
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Forecasting industrial production in Germany : the predictive power of leading indicators
Schlösser, Alexander - 2020
We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany. In addition, we compare their predictive performance with variables from two competing categories, namely macroeconomic and financial variables. The predictive power within...
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Forecasting economic cycle with a structural equation model : evidence from Thailand
Jeerawadee Pumjaroen; Preecha Vichitthamaros; Yuthana … - In: International journal of economics and financial issues … 10 (2020) 3, pp. 47-57
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Forecasting industrial production in Germany: The predictive power of leading indicators
Schlösser, Alexander - 2020
We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany. In addition, we compare their predictive performance with variables from two competing categories, namely macroeconomic and financial variables. The predictive power within...
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The Global Economic Barometers : composite indicators for the world economy
Abberger, Klaus; Graff, Michael; Campelo, Aloisio; … - 2020
This paper presents a coincident and a leading composite monthly indicator for the world business cycle - the Global Economic Barometers. Both target the world’s output growth rate cycle. The calculation of these indicators comprises two main stages. The first consists of a variable selection...
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Real-time forecasting using mixed-frequency VARs with time-varying parameters
Heinrich, Markus; Reif, Magnus - 2020
This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...
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How do firms form expectations of aggregate growth? : new evidence from a large-scale business survey
Dovern, Jonas; Müller, Lena Sophia; Wohlrabe, Klaus - 2020
Expectations are highly relevant for macroeconomic dynamics. Yet, the empirical evidence about properties of corporate macroeconomic expectations is scarce. Using new survey data on quantitative growth expectations of firms in Germany, we show that expectations are highly dispersed. The degree...
Persistent link: https://ebtypo.dmz1.zbw/10012194628
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German economy in recession : bridging pinch points, building confidence, boosting demand
Michelsen, Claus; Baldi, Guido; Clemens, Marius; … - In: DIW weekly report : economy, politics, science : a … 10 (2020) 12, pp. 176-179
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Coronavirus plunges the German economy into recession
Michelsen, Claus; Clemens, Marius; Hanisch, Max; … - In: DIW weekly report : economy, politics, science : a … 10 (2020) 12, pp. 184-190
The spread of the coronavirus worldwide is exerting considerable pressure on the economy. Compounded by the lack of quality data, model uncertainty, and uncertainty over government responses, economic forecasts are subject to even greater uncertainty than usual. It is difficult to predict how...
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Measuring real activity using a weekly economic index
Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - 2020 - Revised September 2020
This paper describes a weekly economic index (WEI) developed to track the rapid economic developments associated with the onset of and policy response to the novel coronavirus in the United States. The WEI is a weekly composite index of real economic activity, with eight of ten series available...
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Central bank information and private-sector expectations
Güntner, Jochen - 2020
Jarocinski and Karadi (2020) disentangle a pure information from the interest rate component of monetary policy surprises. This note quantifies the information revealed in FOMC announcements using forecast revisions from Blue Chip Economic Indicators. In response to a positive central bank...
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Comparison of prediction models applied in economic recession and expansion
Camska, Dagmar; Klecka, Jiri - In: Journal of risk and financial management : JRFM 13 (2020) 3/52, pp. 1-16
As a rule, the economy regularly undergoes various phases, from a recession up to expansion. This paper is focused on models predicting corporate financial distress. Its aim is to analyze impact of individual phases of the economic cycle on final scores of the prediction models. The prediction...
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Tracking and predicting the German economy : ifo vs. PMI
Lehmann, Robert; Reif, Magnus - 2020
This analysis investigates the predictive power of the most important leading indicators for the German economy, which are provided by the ifo Institute and IHS Markit. We conduct an out-of-sample, real-time forecast experiment for growth of gross domestic product and growth of gross value added...
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Quantifying qualitative survey data : new insights on the (ir)rationality of firms' forecasts
Botsis, Alexandros; Görtz, Christoph; Sakellarēs, … - 2020
Using a novel dataset that contains qualitative firm survey data on sales forecasts as well as balance-sheet data on realized sales, we document that only major forecast errors are predictable and display autocorrelation. This result is a particular violation of the Full Information Rational...
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The Fed's response to economic news explains the "Fed information effect”
Bauer, Michael D.; Swanson, Eric T. - 2020
High-frequency changes in interest rates around FOMC announcements are a standard method of measuring monetary policy shocks. However, some recent studies have documented puzzling effects of these shocks on private-sector forecasts of GDP, unemployment, or inflation that are opposite in sign to...
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Recession probabilities falling from the STARs
Eraslan, Sercan; Nöller, Marvin - 2020
We follow the idea of exploiting cross-sectional information to improve recession probability forecasts by aggregating indicator-specific turning point predictions to obtain economy-wide recession probabilities. This stands in contrast to most of the relevant literature, which relies on an...
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Forecasting stock market recessions in the US : predictive modeling using different identification approaches
Haase, Felix; Neuenkirch, Matthias - 2020 - First Draft: March 23, 2020
Stock market recessions are often early warning signals for financial or economic crises. Hence, forecasting bear markets is important for investors, policymakers, and economic agents in general. In our two-step procedure, we first identify stock market regimes in the US using three different...
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Vulnerabilidad financiera y escenarios de riesgo del PBI usando Growth at Risk (GaR)
Gondo, Rocío - 2020
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The Fed's response to economic news explains the "Fed information effect"
Bauer, Michael D.; Swanson, Eric T. - 2020
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German economy : v(irus)-shaped recession ahead
Boysen-Hogrefe, Jens; Fiedler, Salomon; Groll, Dominik; … - 2020
The spread of the coronavirus will have a considerable impact on the German economy. The economy will be hit in a situation in which it was just about to regain footing after the downturn of the past year. Recently, signs have been increasing that industrial production is finding its bottom and...
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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020
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U.S. economic activity during the early weeks of the SARS-Cov-2 outbreak
Lewis, Daniel J.; Mertens, Karel; Stock, James H. - 2020
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - 2020
We propose a simple modification of Hamilton’s (2018) time series filter that yields reliable and economically meaningful real-time output gap estimates. The original filter relies on 8 quarter ahead forecast errors of a simple autoregression of real GDP. While this approach yields a cyclical...
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How do firms form expectations of aggregate growth? : new evidence from a large-scale business survey
Dovern, Jonas; Müller, Lena Sophia; Wohlrabe, Klaus - 2020
Expectations are highly relevant for macroeconomic dynamics. Yet, the empirical evidence about properties of corporate macroeconomic expectations is scarce. Using new survey data on quantitative growth expectations of firms in Germany, we show that expectations are highly dispersed. The degree...
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Forecasting macroeconomic risk in real time : great and Covid-19 recessions
De Santis, Roberto A.; Van der Veken, Wouter - 2020
We show that financial variables contribute to the forecast of GDP growth during the Great Recession, providing additional insights on both first and higher moments of the GDP growth distribution. If a recession is due to an unforeseen shock (such as the Covid-19 recession), financial variables...
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
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Análisis de sentimiento basado en el informe de percepciones de negocios del Banco Central de Chile
Pilar Cruz, María del; Peralta, Hugo; Ávila, Bruno - 2020
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Nowcasting Finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - 2020
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we assess if prediction accuracy is affected by the sampling frequency of the financial variables. Therefore, we apply MIDAS models that allow us to forecast quarterly GDP growth...
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Forecasting the state of the Finnish business cycle
Pönkä, Harri; Stenborg, Markku - In: Finnish economic papers 29 (2020) 1, pp. 1-19
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US economic activity during the early weeks of the SARS-Cov-2 outbreak
Lewis, Daniel J.; Mertens, Karel; Stock, James H. - In: Covid economics : vetted and real-time papers (2020) 6, pp. 1-21
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The forecasting power of the ifo business survey
Lehmann, Robert - 2020
The ifo Institute is Germany’s largest business survey provider, with the ifo Business Climate Germany as one of the most important leading indicators for gross domestic product. However, the ifo Business Survey is not solely limited to the Business Climate and also delivers a multitude of...
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U.S. economic activity during the early weeks of the SARS-Cov-2 outbreak
Lewis, Daniel J.; Mertens, Karel; Stock, James H. - 2020
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A new index of the business cycle
Kinlaw, William; Kritzman, Mark; Turkington, David - 2020 - This version: January 15, 2020
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A daily fever curve for the Swiss economy
Burri, Marc; Kaufmann, Daniel - 2020
Because macroeconomic data is published with a substantial delay, assessing the health of the economy during the rapidly evolving Covid-19 crisis is challenging. We develop a fever curve for the Swiss economy using publicly available daily financial market and news data. The indicator can be...
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A leading indicator for employment using big data
Castellares, Renzo; Cornejo, Gerson - 2020
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Short-term forecast of Ukrainian economy including shadow sector using causal simulation model
Vasylenko, Yuri V. - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 99 (2020) 1, pp. 131-145
A new causal simulation model of economic development was created, which comprehensively in detail and fully reflects various types of legal and shadow economic activities and their interrelations. The model is used to forecast the whole (legal and shadow) country' s economy up to 2022. The...
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Elevated survey uncertainty after the Great Recession: a non-linear approach
Levenko, Natalia - 2020
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Coronavirus pandemic plunging global economy into a serious recession
Michelsen, Claus; Baldi, Guido; Dany-Knedlik, Geraldine; … - In: DIW weekly report : economy, politics, science : a … 10 (2020) 24/25, pp. 280-282
The consequences of the ongoing 2020 coronavirus pandemic are leaving deep marks on the global economy. In the first quarter of 2020, global production sank by 15.5 percent over the course of the worldwide lockdown. Since containment measures in many countries were mainly implemented during the...
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German economy slowly recovering following a deep slump
Michelsen, Claus; Clemens, Marius; Hanisch, Max; … - In: DIW weekly report : economy, politics, science : a … 10 (2020) 24/25, pp. 284-290
The coronavirus recession has left deep marks on the German economy and despite economic policy action, it is likely to heal only slowly. The partial easing of the lockdown and a gradual revival of global value chains are generating positive stimuli, but massive income losses will curb demand...
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The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations
Hagenhoff, Tim; Lustenhouwer, Joep - 2020
We propose a simple model of expectation formation with three distinct deviations from fully rational expectations. In particular, forecasters' expectations are sticky, extrapolate the most recent news about the current period, and depend on the lagged consensus forecast about the period being...
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World economic outlook for 2020 and 2021
Nam, Chang-woon - In: CESifo forum : a quarterly journal on European issues 21 (2020) 2, pp. 58-59
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The term structure, leading indicators, and recessions: evidence from Switzerland, 1974-2017
Stuart, Rebecca - In: Swiss journal of economics and statistics 156 (2020) 1/2, pp. 1-17
This paper studies the predictive power for recessions of the slope of the Swiss term structure using monthly data for 1974-2017. Dynamic probit models indicate that the term structure contains information useful for predicting recessions for horizons up to 19 months. Whether the economy is...
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A daily fever curve for the Swiss economy
Burri, Marc; Kaufmann, Daniel - In: Swiss journal of economics and statistics 156 (2020) 1/6, pp. 1-11
Because macroeconomic data is published with a substantial delay, assessing the health of the economy during the rapidly evolving COVID-19 crisis is challenging. We develop a fever curve for the Swiss economy using publicly available daily financial market and news data. The indicator can be...
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...
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From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely; Rossi, Barbara; Sekhposyan, Tatevik - 2020
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Asymmetric investment responses to firm-specific forecast errors
Berner, Julian; Buchholz, Manuel; Tonzer, Lena - 2020
This paper analyses how firm-specific forecast errors derived from survey data of German manufacturing firms over 2007–2011 affect firms’ investment propensity. Understanding how forecast errors affect firm investment behaviour is key to mitigate economic downturns during and after crisis...
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Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations
Claveria, Oscar - In: Journal for Labour Market Research 53 (2019) 3, pp. 1-10
This study aims to refine unemployment forecasts by incorporating the degree of consensus in consumers' expectations. With this objective, we first model the unemployment rate in eight European countries using the step-wise algorithm proposed by Hyndman and Khandakar (J Stat Softw 27(3):1-22,...
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ifo World Economic Survey August 2019
Boumans, Dorine - 2019
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CEO or intern : who actually answers the questionnaires in the ifo business survey?
Sauer, Stefan; Wohlrabe, Klaus - In: CESifo forum : a quarterly journal on European issues 20 (2019) 2, pp. 29-31
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German economy falters
Ademmer, Martin; Boysen-Hogrefe, Jens; Fiedler, Salomon; … - 2019
The German economy is facing strong headwinds. In recent months, economic momentum has continued to slow down and companies are much more pessimistic about the future. The high level of global economic policy uncertainty likely was an important contributing factor. Gross domestic product (GDP)...
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German economy cools down
Ademmer, Martin; Boysen-Hogrefe, Jens; Fiedler, Salomon; … - 2019
The German economy has shifted down a gear. After still very high economic momentum in Germany until the middle of last year, production stalled noticeably. Temporary stress factors such as the problems of automobile manufacturers with the new WLTP standard and the low water levels in the Rhine...
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