The FEP function package for the gretl program is a collection of functions for computing different types of forecast evaluation statistics as well as tests. For ease of use a common scripting interface framework is provided, which is flexible enough to accommodate future additions. Most of the...

The FEP function package for the gretl program is a collection of functions for computing different types of forecast evaluation statistics as well as tests. For ease of use a common scripting interface framework is provided, which is flexible enough to accommodate future additions. Most of the...

Eine der größten Herausforderungen für die Konjunkturforschung ist es, konjunkturelle Wendepunkte frühzeitig und zuverlässig zu erkennen. Die Datenlage in Echtzeit ist dabei grundsätzlich problematisch: Einerseits gibt es bei realwirtschaftlichen Indikatoren eine...

Forecasting business-cycle turning points under real-time conditions One of the greatest challenges in business cycle research is the timely and reliable identification of cyclical turning points.The data availability in real time constitutes a fundamental problem:First there is a publication...