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Energy Markets and Global Economic Conditions
Baumeister, Christiane - 2020
different sources we can do even better. Our analysis results in a new index of global economic conditions and new measures for …
Persistent link: https://www.econbiz.de/10012834350
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New Characteristics and Hedonic Price Index Numbers
Crawford, Ian - 2019
index numbers and demand for characteristics to develop a new method for incorporating changes on the extensive …
Persistent link: https://www.econbiz.de/10012891565
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The KOF Globalisation Index - Revisited
Gygli, Savina - 2019
We introduce the revised version of the KOF Globalisation Index, a composite index measuring globalization for every … country in the world along the economic, social and political dimension. The original index was introduced by Dreher (2006 …) and updated in Dreher et al. (2008). This second revision of the index distinguishes between de facto and de jure measures …
Persistent link: https://www.econbiz.de/10012892154
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Banking crises and crisis dating: Theory and evidence
Boyd, John H.; De Nicolò, Gianni; Loukoianova, Elena - 2010
We formulate a simple theoretical model of a banking industry that we use to identify and construct theory-based measures of systemic bank shocks (SBS). These measures differ from 'banking crisis' (BC) indicators employed in many empirical studies, which are constructed using primarily...
Persistent link: https://www.econbiz.de/10010272761
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The EU Self-Surplus Puzzle : An Indication of VAT Fraud?
Braml, Martin - 2020
The world runs a trade surplus with itself: the reported values of exports exceed the reported values of imports. This is a logically impossible but well-known empirical fact. Less well-known is the fact that, in recent years, more than 80 percent of the global surplus is a trade surplus that...
Persistent link: https://www.econbiz.de/10012844666
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Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices
Caporale, Guglielmo Maria - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012866377
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Forecasting GDP All Over the World Using Leading Indicators Based on Comprehensive Survey Data
Garnitz, Johanna - 2019
Comprehensive and international comparable leading indicators across countries and continents are rare. In this paper, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast growth of Gross Domestic Product (GDP) in 44 countries...
Persistent link: https://www.econbiz.de/10012867868
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Forecasting Exports Across Europe : What are the Superior Survey Indicators?
Lehmann, Robert - 2019
In this study, we systematically evaluate the potential of a bunch of survey-based indicators from different economic branches to forecasting export growth across a multitude of European countries. Our pseudo out-of-sample analyses reveal that the best-performing indicators beat a well-specified...
Persistent link: https://www.econbiz.de/10012861426
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Uncertainty Shocks and Financial Crisis Indicators
Hristov, Nikolay - 2019
The current paper broadens the understanding of the role played by uncertainty in the context of macroeconomic fluctuations. It focuses on the implications of uncertainty shocks for indicators that tend to precede financial crises. In an empirical analysis we show for a set of four euro area...
Persistent link: https://www.econbiz.de/10012861435
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Tracking Weekly State-Level Economic Conditions
Baumeister, Christiane; Leiva-Leon, Danilo; Sims, Eric R. - 2021
In this paper, we develop a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover multiple dimensions of state economies. We show that there is...
Persistent link: https://www.econbiz.de/10013220135