Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - 2021 - This version: April 1, 2021
We construct a composite index to measure real activity of the Swiss economy on a weekly frequency. The index is based … means of a real-time evaluation, we highlight the importance of our proposed adjustment procedure: first, our weekly index … significantly outperforms a comparable index without adjusted input variables; secondly, the weekly index outperforms established …
