Using rule-based updating procedures to improve the performance of composite indicators
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DOI: 10.1016/j.econmod.2017.06.014
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- Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022. "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series 10191, CESifo.
- Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022. "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers 22-509, KOF Swiss Economic Institute, ETH Zurich.
- Greco, Salvatore & Ishizaka, Alessio & Tasiou, Menelaos & Torrisi, Gianpiero, 2018. "σ-µ efficiency analysis: A new methodology for evaluating units through composite indices," MPRA Paper 83569, University Library of Munich, Germany.
- Brunhart, Andreas, 2019.
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- Andreas Brunhart, 2019. "Der neue Konjunkturindex „KonSens“: Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," Arbeitspapiere 62, Liechtenstein-Institut.
- Klaus Abberger & Michael Graff & Oliver Müller & Jan-Egbert Sturm, 2022. "Composite global indicators from survey data: the Global Economic Barometers," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 917-945, August.
- Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
- Andrea De Montis & Vittorio Serra & Amedeo Ganciu & Antonio Ledda, 2020. "Assessing Landscape Fragmentation: A Composite Indicator," Sustainability, MDPI, vol. 12(22), pages 1-23, November.
- Claveria, Oscar & Monte, Enric & Torra, Salvador, 2020. "Economic forecasting with evolved confidence indicators," Economic Modelling, Elsevier, vol. 93(C), pages 576-585.
- Wang, Xinyu & Qi, Zikang & Huang, Jianglu, 2023. "How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies," Economic Modelling, Elsevier, vol. 120(C).
- Yafen Ye & Renyong Chi & Yuan-Hai Shao & Chun-Na Li & Xiangyu Hua, 2022. "Indicator Selection of Index Construction by Adaptive Lasso with a Generic $$\varepsilon $$ ε -Insensitive Loss," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 971-990, October.
- Klaus Abberger & Michael Graff & Oliver Müller & Jan-Egbert Sturm, 2020. "Die Globalen Konjunkturbarometer," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 14(2), pages 45-61, June.
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More about this item
Keywords
Composite leading indicators; Indicator selection; Real-time analyses;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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