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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2017
for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent …
Persistent link: https://www.econbiz.de/10011646914
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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...
Persistent link: https://www.econbiz.de/10012174766
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Time-varying dynamics of the German business cycle : a comprehensive investigation
Reif, Magnus - 2021
shocks and the shock propagation processes. Thus, I conclude that business cycle stabilization in Germany is driven by both …
Persistent link: https://www.econbiz.de/10012607593