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Weekly economic activity: measurement and informational content
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 …
Persistent link: https://www.econbiz.de/10012511470
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011732586
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Business Cycle Dating and Forecasting with Real-Time Swiss GDP Data
Glocker, Christian - 2019
We develop a small-scale dynamic factor model for the Swiss economy allowing for non-linearities by means of a two-state Markov-chain. The selection of an appropriate set of indicators utilizes a combinatorial algorithm. The model's forecasting performance is as good as that of peers with richer...
Persistent link: https://www.econbiz.de/10012892535
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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/10012225774
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A monthly leading indicator of Swiss GDP growth based on Okun's law
Kugler, Peter; Sheldon, George - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-14
GDP growth equally well as the popular Business Cycle Index of the Swiss National Bank and the KOF Barometer with respect …
Persistent link: https://www.econbiz.de/10014506541
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Which indicators matter? : analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model
Galli, Alain - 2017
Persistent link: https://www.econbiz.de/10011735801
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Weekly economic activity: measurement and informational content
Wegmüller, Philipp; Glocker, Christian; Guggia, Valentino - Schweiz / Staatssekretariat für Wirtschaft - 2021 - This version: March 31, 2021
Persistent link: https://www.econbiz.de/10012507483
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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Imputing monthly values for quarterly time series : an application performed with Swiss business cycle data
Abberger, Klaus; Graff, Michael; Müller, Oliver; … - 2022
This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data, in particular the KOF manufacturing surveys, which are conducted in both monthly and quarterly frequency,...
Persistent link: https://www.econbiz.de/10013472865
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Imputing monthly values for quarterly time series : an application performed with Swiss business cycle data
Abberger, Klaus; Graff, Michael; Müller, Oliver; … - 2022
This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data which are conducted in both monthly and quarterly frequency, where an information sub-set is collected at...
Persistent link: https://www.econbiz.de/10013482570