Showing 1 - 10 of 492
This paper evaluates the predictive content of a set of alternative monthly indicators of global economic activity for nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that covers multiple dimensions of the global economy...
Persistent link: https://www.econbiz.de/10012306598
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/10012026466
has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the …
Persistent link: https://www.econbiz.de/10011434566
Persistent link: https://www.econbiz.de/10003496544
How can we assess the welfare of a society, its evolution over time and predict its change due to particular policy …
Persistent link: https://www.econbiz.de/10011638276
To date, only annual information on economic activity is published for the 16 German states. In this paper, we calculate quarterly regional GDP estimates for the period between 1995 to 2021, thereby improving the regional database for Germany. The new data set will regularly be updated when...
Persistent link: https://www.econbiz.de/10013549105
The intersection of Economics and Nature has long been overlooked, but recent events have shed new light on their interconnectedness. This paper explores this relationship, focusing on the impact of economic cycles and the role of GDP as a measure of economic success. The paper highlights the...
Persistent link: https://www.econbiz.de/10014336451
profits. This paper examines whether or not anomalies such as intraday or time of the day effects give rise to exploitable …
Persistent link: https://www.econbiz.de/10010344868
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011458018
This study identifies day-of-the-week effects in business surveys using monthly data from the ifo Institute. The odds are higher that companies are more likely to exhibit more pessimistic business expectations for the upcoming months on Mondays and more optimistic expectations at the end of the...
Persistent link: https://www.econbiz.de/10014426616