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What Determines the ZEW Indicator?
Hüfner, Felix P.; Lahl, David - 2003
This paper analyzes which factors are driving the ZEW Indicator of Economic Sentiment. Using the results of a poll …-of-sample forecasts for the ZEW Indicator. We find that a simple model that includes German manufacturing order data, the German yield … model as well as the consensus forecast for the ZEW Indicator as published by news agencies. …
Persistent link: https://www.econbiz.de/10010297299
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What determines the ZEW Indicator?
Lahl, David; Hüfner, Felix - 2003
This paper analyzes which factors are driving the ZEW Indicator of Economic Sentiment. Using the results of a poll …-of-sample forecasts for the ZEW Indicator. We find that a simple model that includes German manufacturing order data, the German yield … model as well as the consensus forecast for the ZEW Indicator as published by news agencies. …
Persistent link: https://www.econbiz.de/10011448690
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Forecasting economic activity in Germany: how useful are sentiment indicators?
Schröder, Michael; Hüfner, Felix P. - 2002
Managers Index (PMI) and the ZEW Indicator of Economic Sentiment (ZEW) lead the yearon-year growth rate of German industrial … even lag economic activity. Analyzing lead/lag structures among the indicators we find that the ZEW indicator leads the ifo … evaluations suggest that both ifo and ZEW provide the best forecasts for industrial production among the three indicators ifo, PMI …
Persistent link: https://www.econbiz.de/10010297904
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Forecasting economic activity in Germany : how useful are sentiment indicators?
Hüfner, Felix; Schröder, Michael - 2002
Managers Index (PMI) and the ZEW Indicator of Economic Sentiment (ZEW) lead the yearon-year growth rate of German industrial … even lag economic activity. Analyzing lead/lag structures among the indicators we find that the ZEW indicator leads the ifo … evaluations suggest that both ifo and ZEW provide the best forecasts for industrial production among the three indicators ifo, PMI …
Persistent link: https://www.econbiz.de/10011447594
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Forecasting economic activity in Germany: how useful are sentiment indicators?
Schröder, Michael; Hüfner, Felix P. - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2002
Managers Index (PMI) and the ZEW Indicator of Economic Sentiment (ZEW) lead the yearon-year growth rate of German industrial … even lag economic activity. Analyzing lead/lag structures among the indicators we find that the ZEW indicator leads the ifo … evaluations suggest that both ifo and ZEW provide the best forecasts for industrial production among the three indicators ifo, PMI …
Persistent link: https://www.econbiz.de/10005097925
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Predicting growth rates and recessions: assessing US leading indicators under real-time conditions
Dovern, Jonas; Ziegler, Christina - 2008
forecasting exercises. …
Persistent link: https://www.econbiz.de/10010273164
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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
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...
Persistent link: https://www.econbiz.de/10011506602
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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
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...
Persistent link: https://www.econbiz.de/10003343540
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Chapter 16 Leading Indicators
Marcellino, Massimiliano - 2006
the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of … resulting leading indicator based forecasts, and review the recent literature on the forecasting performance of leading …
Persistent link: https://www.econbiz.de/10014023690
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The Dutch business cycle: which indicators should we monitor?
Reijer, Ard den - de Nederlandsche Bank - 2006
In this study we construct a business cycle indicator for the Netherlands. The Christiano-Fitzgerald band-pass .lter is employed to isolate the cycle using the de.nition of business cycle frequencies as waves with lengths longer than 3 years and shorter than 11 years. The main advantage of...
Persistent link: https://www.econbiz.de/10005101842