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Forecasting industrial production in Germany : the predictive power of leading indicators
Schlösser, Alexander - 2020
unterschiedlicher Finanzmarktindikatoren, um die Industrieproduktion in Deutschland vorherzusagen. Die Prognoseeigenschaften, innerhalb …We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany …
Persistent link: https://www.econbiz.de/10012149544
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Comparing sentiment- and behavioral-based leading indexes for industrial production : when does each fail?
Seip, Knut Lehre; Yilmaz, Yunus; Schröder, Michael - In: Economies : open access journal 7 (2019) 4/104, pp. 1-18
production (IP) in Germany. We obtain three sets of results. First, we show that the sentiment-based ifo index performs best in … great moderation” in the US at the end of a minor depression in Germany. Around 2005, oil prices increased from $10 to $60 a …
Persistent link: https://www.econbiz.de/10012132320
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Monthly recession predictions in real time : a density forecast approach for German industrial production
Rietzler, Katja; Stephan, Sabine - 2012
prognostiziert werden kann. Dieses Verfahren ist zweistufig: Zunächst werden die Wachstumsraten der Industrieproduktion mittels … Dichtefunktion der kumulativen Wachstumsraten der Industrieproduktion abgeleitet. Der Fokus der Analyse liegt auf der Echtzeit …-Problematik, d.h. dem Umstand, dass sowohl die Referenzzeitreihe (Industrieproduktion) als auch wichtige Indikatorzeitreihen nicht …
Persistent link: https://www.econbiz.de/10009616512
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A novel ex-ante leading indicator for the EU industrial production
Donadelli, Michael; Paradiso, Antonio; Riedel, Max - 2015
We build a novel leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper is able to produce an ex-ante LI that is immune to "overlapping information drawbacks". In addition, the set of variables composing the LI...
Persistent link: https://www.econbiz.de/10011434806
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On assessing economic forecasts : an evaluation of predictions on GDP, industrial production and private consumer spending trends in twelve industrial nations
Spiwoks, Markus; Scheier, Johannes; Hein, Oliver - 2011
Persistent link: https://www.econbiz.de/10008858136
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Qualitative business surveys in manufacturing and industrial production : what can be learned from industry branch results?
Abberger, Klaus - 2006
Business tendency surveys are a popular tool for the timely assessment of the business cycle, used by economists and by the public. This article considers survey results in the manufacturing sector in more detail and looks into the question of, whether the analysis of branch results leads to an...
Persistent link: https://www.econbiz.de/10008858958
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Predictive ability of business cycle indicators under test : a case study for the Euro Area industrial production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
In this paper we assess the information content of seven widely cited early indicators for the euro area with respect to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing forecast models. In addition to the standard...
Persistent link: https://www.econbiz.de/10003952110
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Predictive ability of business cycle indicators under test : a case study for the euro area industrial production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
In this paper we assess the information content of seven widely cited early indicators for the euro area with respect to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing forecast models. In addition to the standard...
Persistent link: https://www.econbiz.de/10008653414
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Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang - 2012
Persistent link: https://www.econbiz.de/10009666650
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A quasi real-time leading indicator for the EU industrial production
Donadelli, Michael; Paradiso, Antonio; Riedel, Max - 2016
We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to "overlapping information drawbacks". In addition, the set of variables composing the LI...
Persistent link: https://www.econbiz.de/10011539862