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Leading Indicators of German Business Cycles. An Assessment of Properties / Frühindikatoren der deutschen Konjunktur. Eine Beurteilung ihrer Eigenschaften

Fritsche, Ulrich; Stephan, Sabine - In: Jahrbücher für Nationalökonomie und Statistik 222 (2002) 3, pp. 289-315

Summary A reliable leading indicator should possess the following properties: (1) The movements in the indicator series should resemble those in the business cycle reference series. (2) The relation between the reference series and the indicator should be statistically significant and stable...

Persistent link: https://www.econbiz.de/10014608883

Prediction of Business Cycle Turning Points in Germany / Prognose konjunktureller Wendepunkte in Deutschland

Fritsche, Ulrich; Kuzin, Vladimir - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 1, pp. 22-43

Summary Using a binary reference series based on the dating procedure of Artis, Kontolemis and Osborn (1997) different procedures for predicting turning points of the German business cycles were tested. Specifically, a probit model as proposed by Estrella and Mishkin (1997) as well as...

Persistent link: https://www.econbiz.de/10014609025

When do forecasters disagree? An assessment of German growth and inflation forecast dispersion

Döpke, Jörg; Fritsche, Ulrich - In: International journal of forecasting 22 (2006) 1, pp. 125-135

Persistent link: https://www.econbiz.de/10003283959

Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding

Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143

Persistent link: https://www.econbiz.de/10011327376

Information rigidities : comparing average and individual forecasts for a large international panel

Dovern, Jonas; Fritsche, Ulrich; Loungani, Prakash; … - In: International journal of forecasting 31 (2015) 1, pp. 144-154

Persistent link: https://www.econbiz.de/10011327397

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011327408

Comments on Dovern, Fritsche, Loungani and Tamarisa [Tamirisa]

Coibion, Olivier - In: International journal of forecasting 31 (2015) 1, pp. 155-156

Persistent link: https://www.econbiz.de/10011327634

Prediction of business cycle turning points in Germany

Fritsche, Ulrich; Kuzin, Vladimir - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 1, pp. 22-43

Persistent link: https://www.econbiz.de/10002537476

On the significance of spectral methods : a comment

Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 3, pp. 360-364

Persistent link: https://www.econbiz.de/10001757510

Leading indicators of German business cycles : an assessment of properties : eine Beurteilung ihrer Eigenschaften

Fritsche, Ulrich; Stephan, Sabine - In: Jahrbücher für Nationalökonomie und Statistik 222 (2002) 3, pp. 289-315

Persistent link: https://www.econbiz.de/10001668830