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Real-time data and business cycle analysis in Germany
Döpke, Jörg - 2004
This paper examines the consequences of using "real-time" data for business cycle analysis in Germany based on a novel …
Persistent link: https://www.econbiz.de/10010295638
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Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised …
Persistent link: https://www.econbiz.de/10010295798
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Great moderation at the firm level? : unconditional versus conditional output volatility
Buch, Claudia M. (contributor); Döpke, Jörg (contributor);  … - 2008
trends in unconditional firm level and aggregated output volatility in Germany are similar. There has been a long …
Persistent link: https://www.econbiz.de/10003729690
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Sticky information Phillips curves : European evidence
Döpke, Jörg; Dovern, Jonas; Fritsche, Ulrich; … - 2008
professional forecasters from four major European economies. Our estimates imply that inflation expectations in France, Germany and …
Persistent link: https://www.econbiz.de/10003789432
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Capital, labour and productivity : what role do they play in the potential GPD weakness of France, Germany and Italy?
Bassanetti, Antonio; Döpke, Jörg; Torrini, Roberto; … - 2006
The paper analyses the recent supply side developments in France, Germany, and Italy by employing a non …
Persistent link: https://www.econbiz.de/10003304964
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Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg (contributor); Hartmann, Daniel (contributor);  … - 2006
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised …
Persistent link: https://www.econbiz.de/10003304970
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Forecasting stock market volatility with macroeconomic variables in real time
Döpke, Jörg (contributor); Hartmann, Daniel (contributor);  … - 2006
used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005. We …
Persistent link: https://www.econbiz.de/10003315444
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Predicting recessions in Germany with boosted regression trees
Döpke, Jörg; Fritsche, Ulrich; Pierdzioch, Christian - 2015 - First version: October 2015
We use a machine-learning approach known as Boosted Regression Trees (BRT) to reexamine the usefulness of selected leading indicators for predicting recessions. We estimate the BRT approach on German data and study the relative importance of the indicators and their marginal effects on the...
Persistent link: https://www.econbiz.de/10011381289
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Evaluating German business cycle forecasts under an asymmetric loss function
Döpke, Jörg; Fritsche, Ulrich; Siliverstovs, Boriss - 2009
Based on annual data for growth and inflation forecasts for Germany covering the time span from 1970 to 2007 and up to …
Persistent link: https://www.econbiz.de/10010425865
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The dynamics of European inflation expectations
Döpke, Jörg; Dovern, Jonas; Fritsche, Ulrich; … - 2006
European economies (France, Germany, Italy and the United Kingdom). Using survey data on household and expert inflation …
Persistent link: https://www.econbiz.de/10010426367