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Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations
Claveria, Oscar - In: Journal for Labour Market Research 53 (2019) 3, pp. 1-10
as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …
Persistent link: https://www.econbiz.de/10012208423
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A daily fever curve for the Swiss economy
Burri, Marc; Kaufmann, Daniel - 2020
Because macroeconomic data is published with a substantial delay, assessing the health of the economy during the rapidly evolving Covid-19 crisis is challenging. We develop a fever curve for the Swiss economy using publicly available daily financial market and news data. The indicator can be...
Persistent link: https://www.econbiz.de/10012609073
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A generalised dynamic factor model for the Belgian economy : useful business cycle indicators and GDP growth forecasts
Van Nieuwenhuyze, Christophe - 2006
are found to be leading. Amongst the most leading variables we find asset prices and international confidence indicators …
Persistent link: https://www.econbiz.de/10003343540
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Predictive ability of business cycle indicators under test : a case study for the Euro Area industrial production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10003952110
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Exploiting the monthly data flow in structural forecasting
Giannone, Domenico; Monti, Francesca; Reichlin, Lucrezia - 2015
predictive accuracy in now-casting and forecasting. Our empirical results show that both the monthly version of the DSGE and the …
Persistent link: https://www.econbiz.de/10011399325
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Texas manufacturing outlook survey : survey methodology and performance
Cañas, Jesús; Kerr, Emily - 2014
Persistent link: https://www.econbiz.de/10010512240
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015
The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …
Persistent link: https://www.econbiz.de/10010512536
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Corporate yield curves as predictors of future economic and financial indicators
Saar, Dan; Yagil, Yossi - In: Applied economics 47 (2015) 19/21, pp. 1997-2011
Persistent link: https://www.econbiz.de/10010513396
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An evaluation of business survey indices for short-term forecasting : balance method versus Carlson-Parkin method
Vermeulen, Philip - In: International journal of forecasting 30 (2014) 4, pp. 882-897
Persistent link: https://www.econbiz.de/10010517780