Narrow search
Showing 1 - 10 of 19,005
Cover Image
Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition
Dovern, Jonas; Ziegler, Christina - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 54 (2008) 4, pp. 293-318
-time data. In addition, we assess their ability to predict recessions. We consider four groups of indicators: survey data … more accurate recession forecasts. Only composite leading indicators perform generally well in both forecasting exercises. …
Persistent link: https://www.econbiz.de/10005037627
Cover Image
Forecasting Recessions in Turkey with Qual-VAR Models
Tunay, K. Batu - In: Business and Economics Research Journal 2 (2011) 4, pp. 51-51
This study aims to make out-of-sample forecasts of recessions using the data of Turkey between 1986-2010. Recession … forecast is important for decision makers in every level since it increases efficiency of decision making. Forecasting method …
Persistent link: https://www.econbiz.de/10010840087
Cover Image
A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
Nieuwenhuyze, Christophe Van - Nationale Bank van België/Banque national de Belqique (BNB) - 2006
This paper aims to extract the common variation in a data set of 509 conjunctural series as an indication of the Belgian business cycle. The data set contains information on business and consumer surveys of Belgium and its neighbouring countries, macroeconomic variables and some worldwide...
Persistent link: https://www.econbiz.de/10005031947
Cover Image
Leading Indicators: What Have We Learned?
Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2005
the most relevant recent developments in this field of economic forecasting. To begin with, we analyse the problem of … leading indicator based forecasts, and review the recent literature on the forecasting performance of leading indicators. …
Persistent link: https://www.econbiz.de/10005666459
Cover Image
Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
L. Ferrara. - In: Quarterly selection of articles - Bulletin de la Banque … (2011) 24, pp. 135-144
In the wake of the recent international economic recession in 2008-2009, forecasting methods designed to anticipate …
Persistent link: https://www.econbiz.de/10010569713
Cover Image
Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina - In: Journal of Economics and Statistics (Jahrbuecher fuer … 231 (2011) 1, pp. 82-106
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing … booms and recessions to checkwhether a specific indicator that appears to be a good choice on average is also preferable in …
Persistent link: https://www.econbiz.de/10008854421
Cover Image
Forecasting US Recessions: The Role of Sentiments
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - School of Economics and Management, University of Aarhus - 2013
We examine sentiment variables as new predictors for US recessions. We combine sentiment variables with either … variables hold vast predictive power for US recessions in excess of both the classical recession predictors and the common …
Persistent link: https://www.econbiz.de/10010851274
Cover Image
Dating U.S. Business Cycles with Macro Factors
Fossati, Sebastian - Department of Economics, University of Alberta - 2011
macroeconomic time series have important predictive power for NBER recession dates. A pseudo out-of-sample forecasting exercise …
Persistent link: https://www.econbiz.de/10009131074
Cover Image
Forecasting US recessions: The role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of Banking & Finance 49 (2014) C, pp. 459-468
We study the role of sentiment variables as predictors for US recessions. We combine sentiment variables with either … variables hold vast predictive power for US recessions in excess of both the classical recession predictors and the common …
Persistent link: https://www.econbiz.de/10011118063
Cover Image
The Forecasting Performance of an Estimated Medium Run Model
Kitlinski, Tobias; Schmidt, Torsten - Rheinisch-Westfälisches Institut für … - 2011
using Bayesian estimation methods. As forecasting benchmarks we take the Smets-Wouters model (2007) and a VAR model. The …
Persistent link: https://www.econbiz.de/10010533913