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Real wages and the business cycle in Germany
Marczak, Martyna; Beissinger, Thomas - 2010
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany …
Persistent link: https://www.econbiz.de/10010302616
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Real wages and the business cycles in Germany
Marczak, Martyna; Beissinger, Thomas - 2010
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany …
Persistent link: https://www.econbiz.de/10010274586
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Composite Leading Indicator for the Austrian Economy. Methodology and "Real-time" Performance
Bierbaumer-Polly, Jürgen - 2010
This paper describes the methodologies used for constructing a composite leading indicator for the Austrian economy (CLI-AT). First, a selection of those monthly indicators which overall fare best in showing a "steady" leading behaviour with respect to the Austrian business cycle was performed....
Persistent link: https://www.econbiz.de/10011435305
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Diffusion index models and index proxies: Recent results and new directions
Armah, Nii Ayi; Swanson, Norman - 2011
Diffusion index models have received considerable attention from both theoreticians and empirical econometricians in recent years. One reason for this is that datasets with many variables are increasingly becoming available and being utilized for economic modelling, and another is that common...
Persistent link: https://www.econbiz.de/10010282837
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Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman - 2011
Central banks regularly monitor select financial and macroeconomic variables in order to obtain early indication of the impact of monetary policies. This practice is discussed on the Federal Reserve Bank of New York website, for example, where one particular set of macroeconomic indicators is...
Persistent link: https://www.econbiz.de/10010282848
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Trends and cycles in the Danish economy
Weissert, Christoffer Jessen - 2024
I present empirical results on the contribution of three key drivers of inflation in Denmark: an inflation trend anchored by inflation expectations; the Danish business cycle; and an energy price cycle. All three drivers contribute significantly to the development of inflation and explain most of...
Persistent link: https://www.econbiz.de/10014563915
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Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
Marczak, Martyna; Gómez, Víctor - 2012
Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the … cyclical patterns over time. From the findings of our study, we can infer that the USA and Germany differ with respect to the … producer real wage, the lead-lag pattern changes over time. We also find that real wages in the USA as well in Germany are …
Persistent link: https://www.econbiz.de/10010309235
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Nonparametric regression and the detection of turning points in the Ifo business climate
Abberger, Klaus - 2004
Business climate indicators are used to receive early signals for turning points in the general business cycle. Therefore methods for the detection of turning points in time series are required. Estimations of slopes of a smooth component in the data can be calculated with local polynomial...
Persistent link: https://www.econbiz.de/10010261265
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Variable selection and inference for multi-period forecasting problems
Pesaran, Mohammad Hashem; Pick, Andreas; Timmermann, Allan - 2009
direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10010276226
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ifo Konjunkturampel revisited
Nierhaus, Wolfgang; Abberger, Klaus - In: ifo Schnelldienst 68 (2015) 05, pp. 27-32
Mit einem Markov-Switching-Modell können die monatlichen Veränderungen des ifo Geschäftsklimas in Wahrscheinlichkeiten für die beiden konjunkturellen Regime »Expansion« bzw. «Kontraktion« umgesetzt werden. Diese Wahrscheinlichkeiten – abgebildet in der ifo Konjunkturampel – liefern...
Persistent link: https://www.econbiz.de/10011693789