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Real-time real economic activity : exiting the Great Recession and entering the pandemic recession

Diebold, Francis X. - 2020 - This version June 26, 2020

Persistent link: https://www.econbiz.de/10012299187

Dating US business cycles with macro factors

Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547

Persistent link: https://www.econbiz.de/10011649152

The role of credit in predicting US recessions

Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482

Persistent link: https://www.econbiz.de/10011860598

Real-time real economic activity : entering and exiting the pandemic recession of 2020

Diebold, Francis X. - In: Essays in honour of Fabio Canova, (pp. 5-24). 2022

Persistent link: https://www.econbiz.de/10013443962

Composite leading indicators for Ukraine: An early warning model

Szyrmer, Janusz; Dubrovskiy, Vladimir; Golodniuk, Inna - 2009

Our objective has been to experiment with diverse economic indicators in order to help equip Ukrainian policymakers … practice” in early warning indicators in order to design a similar system for Ukraine; We have selected the relevant indicators …, consistent with our hypotheses and used a probit model in order to experiment with these indicators; The final set of indicators …

Persistent link: https://www.econbiz.de/10010326591

Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years

D’Agostino, Antonello; Schnatz, Bernd - 2012

Indices (PMI) in anticipating US real economic activity. We conduct a fully-fledged real-time out-ofsample forecasting … indicators convey valuable information for assessing current economic conditions. The SPF clearly outperforms the PMI in … forecasting GDP growth, while it performs quite poorly in anticipating industrial production growth. Combining the information …

Persistent link: https://www.econbiz.de/10011605500

Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.

Heinrich, Markus - 2020

Macroeconomic forecasting in recessions is not easy due to the inherent asymmetry of business cycle phases and the …-frequency setting. A real-time forecasting experiment highlights the advantage of including the threshold feature for the asymmetry as …

Persistent link: https://www.econbiz.de/10012229214

Beyond the Business Climate: Regular and Supplementary Questions in the ifo Business Survey

Demmelhuber, Katrin; Sauer, Stefan; Wohlrabe, Klaus - 2022

In the monthly ifo Business Survey around 9,000 German companies answer questions about their current business situation, expectations and plans for the near future as well as on other business variables. This paper provides an overview of all regular questions (monthly, quarterly, bi-annually,...

Persistent link: https://www.econbiz.de/10013266631

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

Van Nieuwenhuyze, Christophe - 2006

countries, macroeconomic variables and some worldwide watched indicators such as the ISM and the OECD confidence indicators. The …-known indicators such as the EC economic sentiment indicator for Belgium and the NBB overall synthetic curve contain a high amount of … are found to be leading. Amongst the most leading variables we find asset prices and international confidence indicators …

Persistent link: https://www.econbiz.de/10011506602

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

Van Nieuwenhuyze, Christophe - 2006

Persistent link: https://www.econbiz.de/10003343540