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Identifying business cycle turning points in real time

Chauvet, Marcelle; Piger, Jeremy - 2002

This paper evaluates the ability of a statistical regime-switching model to identify turning points in U.S. economic activity in real time. The authors work with Markov-switching models of real GDP and employment that, when estimated on the entire post-war sample, provide a chronology of...

Persistent link: https://www.econbiz.de/10010397625

Comments on 'Financial Conditions Indexes: A New Look after the Financial Crisis'

Dudley, William - Federal Reserve Bank of New York - 2010

Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.

Persistent link: https://www.econbiz.de/10010724932

Comments on 'Financial Conditions Indexes: A New Look after the Financial Crisis'

Dudley, William - In: Speech (2010) Feb 26

Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.

Persistent link: https://www.econbiz.de/10008553235

Identifying business cycle turning points in real time

Chauvet, Marcelle; Piger, Jeremy - Federal Reserve Bank of Atlanta - 2002

Persistent link: https://www.econbiz.de/10005401980

The diversity of forecasts from macroeconomic models of the U.S. economy

Wieland, Volker; Wolters, Maik H. - 2010

This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and the four preceding NBER-dated U.S. recessions. We generate forecasts from six different models of the U.S. economy and compare them to professional forecasts from the Federal...

Persistent link: https://www.econbiz.de/10010303756

Forecasting and policy making

Wieland, Volker; Wolters, Maik Hendrik - 2012

Persistent link: https://www.econbiz.de/10010368564

Macroeconomic vulnerability and disagreement in expectations

Badarinza, Cristian; Buchmann, Marco - 2011

In this paper we discuss the role of the cross-sectional heterogeneity of beliefs in the context of understanding and assessing macroeconomic vulnerability. Emphasis lies on the potential of changing levels of disagreement in expectations to influence the propensity of the economy to switch...

Persistent link: https://www.econbiz.de/10011605452

Would DSGE models have predicted the Great Recession in Austria?

Breuss, Fritz - 2016

story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …

Persistent link: https://www.econbiz.de/10011630409

Real-Time Measures of the Output Gap and Fiscal Policy Stance

Virkola, Tuomo - 2014

This paper studies real-time measures of the output gap and fiscal policy stance estimates for EU countries. We construct a comprehensive real-time data set on fiscal forecasts and study whether there are systematic differences between the European Commission and IMF estimates of the output gap...

Persistent link: https://www.econbiz.de/10012037657

The properties of cycles in South African financial variables and their relation to the business cycle

Boshoff, Willem Hendrik - 2006

The goal of this thesis is twofold: it aims, firstly, at a description of cycles in SouthAfrican financial variables and, secondly, at the evaluation of the relationshipbetween cycles in financial variables and the South African business cycle. The studyis based on the original business cycle...

Persistent link: https://www.econbiz.de/10009442149

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