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Consumer confidence and consumption forecast : a non-parametric approach

Bruno, Giancarlo - In: Empirica : journal of european economics 41 (2014) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10010437232

Regime transplants in GDP growth forecasting : a recipe for better predictions?

Gelder, Lennard van; Stokman, Ad C. J. - 2006

Persistent link: https://www.econbiz.de/10003351774

Macroeconomic forecasting during the Great Recession : the return of non-linearity?

Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 3, pp. 664-679

Persistent link: https://www.econbiz.de/10011474466

Forecasting macroeconomic risk in real time : great and Covid-19 recessions

De Santis, Roberto A.; Van der Veken, Wouter - 2020

become tighter. We use quantile regression and the skewed t-distribution and evaluate the forecasting properties of models …

Persistent link: https://www.econbiz.de/10012241245

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

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

A generalised dynamic factor model for the Belgian economy : useful business cycle indicators and GDP growth forecasts

Van Nieuwenhuyze, Christophe - 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...