Narrow search
Showing 1 - 10 of 133,729
Cover Image
The Global Economic Barometers : composite indicators for the world economy
Abberger, Klaus; Graff, Michael; Campelo, Aloisio; … - 2020
This paper presents a coincident and a leading composite monthly indicator for the world business cycle - the Global Economic Barometers. Both target the world’s output growth rate cycle. The calculation of these indicators comprises two main stages. The first consists of a variable selection...
Persistent link: https://www.econbiz.de/10012170717
Cover Image
The KOF Economic Barometer, version 2014: A composite leading indicator for the Swiss business cycle
Abberger, Klaus; Graff, Michael; Siliverstovs, Boriss; … - 2014
This paper presents a composite leading indicator for the Swiss business cycle corresponding to the growth rate cycle concept. It is the result of a complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In line...
Persistent link: https://www.econbiz.de/10010420563
Cover Image
The KOF Economic Barometer, Version 2014: A Composite Leading Indicator for the Swiss Business Cycle
Abberger, Klaus; Siliverstovs, Boriss; Sturm, Jan-Egbert; … - KOF Swiss Economic Institute, Department of Management, … - 2014
This paper presents a composite leading indicator for the Swiss business cycle corresponding to the growth rate cycle concept. It is the result of a complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In line...
Persistent link: https://www.econbiz.de/10010751751
Cover Image
The Swiss business cycle and the lead of small neighbor Liechtenstein
Brunhart, Andreas - 2015
This contribution investigates the business cycles of Switzerland compared to its five neighboring countries Germany … indicator for Switzerland's economy, regarding the growth rates as well as the output gap. This finding is based on cross …(st)staates Liechtenstein einen Vorlaufindikator für die Volkswirtschaft der Schweiz darstellt, sowohl was die Wachstumsra-ten als auch die …
Persistent link: https://www.econbiz.de/10011427978
Cover Image
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2017
We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent expansions, normal recessions and severe recessions. We show...
Persistent link: https://www.econbiz.de/10011646914
Cover Image
Chapter 16 Leading Indicators
Marcellino, Massimiliano - 2006
In this chapter we provide a guide for the construction, use and evaluation of leading indicators, and an assessment of the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of indicator selection, choice of filtering methods, business...
Persistent link: https://www.econbiz.de/10014023690
Cover Image
The Global Economic Barometers: Composite indicators for the world economy
Abberger, Klaus; Graff, Michael; Campelo, Aloisio; … - 2020
This paper presents a coincident and a leading composite monthly indicator for the world business cycle - the Global Economic Barometers. Both target the world's output growth rate cycle. The calculation of these indicators comprises two main stages. The first consists of a variable selection...
Persistent link: https://www.econbiz.de/10012546026
Cover Image
The KOF Economic Barometer, Version 2014 : A Composite Leading Indicator for the Swiss Business Cycle
Abberger, Klaus - 2014
This paper presents a composite leading indicator for the Swiss business cycle corresponding to the growth rate cycle concept. It is the result of a complete overhaul of the KOF Economic Barometer that has been published by the KOF Swiss Economic Institute on a monthly basis since 1976. In line...
Persistent link: https://www.econbiz.de/10013057114
Cover Image
A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp - 2024
This paper presents a weekly GDP indicator for Switzerland, which addresses the limitations of existing economic … approximates weekly quarteron-quarter GDP growth for Switzerland and provides valuable information on the trajectory of GDP at high …
Persistent link: https://www.econbiz.de/10014562886
Cover Image
What predicts U.S. recessions?
Liu, Weiling; Mönch, Emanuel - 2014
We reassess the predictability of U.S. recessions at horizons from three months to two years ahead for a large number of previously proposed leading-indicator variables. We employ an efficient probit estimator for partially missing data and assess relative model performance based on the receiver...
Persistent link: https://www.econbiz.de/10010404520