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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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Seasonality, nonstationarity and the structural forecasting of the index of industrial production
Kouassi, Eugène; Labys, Walter C. - In: New trends in macroeconomics : with 38 tables, (pp. 195-221). 2005
Persistent link: https://www.econbiz.de/10003022405
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Stock prices and domestic and international macroeconomic activity : a cointegration approach
Nasseh, Alireza; Strauss, Jack - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10001509392
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Analysis and forecasting of trends in demand in industry at branch, business segment, product family and product group level using business activity test data
Amler, Robert; Stübler, Alexander - In: Selected papers submitted to the 23rd Ciret Conference …, (pp. 323-339). 1999
Persistent link: https://www.econbiz.de/10001420766
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Forecasting revisions of German industrial production
Bührig, Pascal; Wohlrabe, Klaus - In: Applied economics letters 23 (2016) 13/15, pp. 1062-1064
Persistent link: https://www.econbiz.de/10011629571
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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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The 2007 surveys of industrial enterprises: results and forecasts
Aukucionek, Sergej P.; Žukova, N. V. - In: The Russian economic barometer : market situation … 17 (2008) 1, pp. 3-9
Persistent link: https://www.econbiz.de/10003778893
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The cyclical behavior of prices and relative prices
Davis, George Keith; Kanago, Bryce Eldon - In: Economic inquiry : journal of the Western Economic … 46 (2008) 4, pp. 576-586
Persistent link: https://www.econbiz.de/10003775249