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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011853245
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Weekly economic activity: Measurement and informational content
Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - 2021
monthly indicators in nowcasting GDP growth. These insights should help improve recently developed high-frequency indicators. …
Persistent link: https://www.econbiz.de/10012514728
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Weekly economic activity: measurement and informational content
Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - 2021 - This version: April 1, 2021
monthly indicators in nowcasting GDP growth. These insights should help improve recently developed high-frequency indicators. …
Persistent link: https://www.econbiz.de/10012511470
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011732586
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Weekly economic activity: measurement and informational content
Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - Schweiz / Staatssekretariat für Wirtschaft - 2021 - This version: March 31, 2021
Persistent link: https://www.econbiz.de/10012507483
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Weekly economic activity : measurement and informational content
Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - In: International journal of forecasting 39 (2023) 1, pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
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US weekly economic index : replication and extension
Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985
Persistent link: https://www.econbiz.de/10014432206