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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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Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition
Dovern, Jonas; Ziegler, Christina - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 54 (2008) 4, pp. 293-318
-time data. In addition, we assess their ability to predict recessions. We consider four groups of indicators: survey data … more accurate recession forecasts. Only composite leading indicators perform generally well in both forecasting exercises. …
Persistent link: https://www.econbiz.de/10005037627
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Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio; Lemke, Wolfgang - 2010
short-term interest rate, stock returns or corporate bond spreads. The forecasting performance is very good for the United …-post classification of recessions and non-recessions 95% of the time for the one-quarter forecast horizon and 87% of the time for the four …
Persistent link: https://www.econbiz.de/10011605301
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Forecasting Recessions in Turkey with Qual-VAR Models
Tunay, K. Batu - In: Business and Economics Research Journal 2 (2011) 4, pp. 51-51
This study aims to make out-of-sample forecasts of recessions using the data of Turkey between 1986-2010. Recession … forecast is important for decision makers in every level since it increases efficiency of decision making. Forecasting method …
Persistent link: https://www.econbiz.de/10010840087
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ALICE: A new inflation monitoring tool
de Bondt, Gabe J.; Hahn, Elke; Zekaite, Zivile - 2018
the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …
Persistent link: https://www.econbiz.de/10011916879
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New forecasting methods for an old problem: Predicting 147 years of systemic financial crises
du Plessis, Emile; Fritsche, Ulrich - 2022
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013368847
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ALICE : a new inflation monitoring tool
Bondt, Gabe J. de; Hahn, Elke; Zekaite, Zivile - 2018
the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …
Persistent link: https://www.econbiz.de/10011901421
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692
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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 among survey participants as well as Granger causality tests we identify three groups of influence factors: other sentiment indicators, financial variables and real economy data. In...
Persistent link: https://www.econbiz.de/10010297299
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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