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Survey data as coincident or leading indicators
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Cited by:
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- Marcellino, Massimiliano & Sivec, Vasja, 2016.
"Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 335-348.
- Marcellino, Massimiliano & Sivec, Vasja, 2015. "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers 10610, C.E.P.R. Discussion Papers.
- Cecilia Frale & Libero Monteforte, "undated".
"FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure,"
Working Papers
3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
- Deimante Teresiene & Greta Keliuotyte-Staniuleniene & Yiyi Liao & Rasa Kanapickiene & Ruihui Pu & Siyan Hu & Xiao-Guang Yue, 2021. "The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators," JRFM, MDPI, vol. 14(4), pages 1-23, April.
- Libero Monteforte & Valentina Raponi, 2019.
"Short‐term forecasts of economic activity: Are fortnightly factors useful?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 207-221, April.
- Libero Monteforte & Valentina Raponi, 2018. "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers) 1177, Bank of Italy, Economic Research and International Relations Area.
- Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013. "A new methodology for a quarterly measure of the output gap," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
- Claudia Foroni & Massimiliano Marcellino, 2013.
"A survey of econometric methods for mixed-frequency data,"
Economics Working Papers
ECO2013/02, European University Institute.
- Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
- Robert Lehmann, 2021.
"Forecasting exports across Europe: What are the superior survey indicators?,"
Empirical Economics, Springer, vol. 60(5), pages 2429-2453, May.
- Robert Lehmann, 2015. "Survey-based indicators vs. hard data: What improves export forecasts in Europe?," ERSA conference papers ersa15p756, European Regional Science Association.
- Robert Lehmann, 2015. "Survey-based indicators vs. hard data: What improves export forecasts in Europe?," ifo Working Paper Series 196, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Robert Lehmann, 2019. "Forecasting Exports across Europe: What Are the Superior Survey Indicators?," CESifo Working Paper Series 7846, CESifo.
- Lehmann, Robert, 2015. "Survey-based indicators vs. hard data: What improves export forecasts in Europe?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112847, Verein für Socialpolitik / German Economic Association.
- Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
- Behrens, Christoph, 2019. "Evaluating the Joint Efficiency of German Trade Forecasts. A nonparametric multivariate approach," Working Papers 9, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Laura Bisio & Filippo Moauro, 2018.
"Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 471-494, November.
- Bisio, Laura & Moauro, Filippo, 2017. "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper 80211, University Library of Munich, Germany, revised 14 Jul 2017.
- Kaufmann, Daniel & Scheufele, Rolf, 2017.
"Business tendency surveys and macroeconomic fluctuations,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
- Daniel Kaufmann & Rolf Scheufele, 2015. "Business tendency surveys and macroeconomic fluctuations," KOF Working papers 15-378, KOF Swiss Economic Institute, ETH Zurich.
- Christoph Behrens, 2019. "A Nonparametric Evaluation of the Optimality of German Export and Import Growth Forecasts under Flexible Loss," Economies, MDPI, vol. 7(3), pages 1-23, September.
- Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers 11/90, National Institute of Public Finance and Policy.
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2015. "Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US," Discussion Papers 2015/13, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Camila Figueroa S. & Michael Pedersen, 2019.
"Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile),"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(3), pages 098-131, December.
- Camila Figueroa & Michael Pedersen, 2019. "Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile)," Working Papers Central Bank of Chile 832, Central Bank of Chile.
- Alain Galli, 2018.
"Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
- Dr. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
- Ramazan Yanik & Asfia Binte Osman & Ozcan Ozturk, 2020. "Impact of manufacturing PMI on stock market index: A study on Turkey," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 6(3), pages 104-108.
- Anna Norin, 2011. "Nowcasting of the Gross Regional Product," ERSA conference papers ersa10p768, European Regional Science Association.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014.
"Dynamic factor models: A review of the literature,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Dynamic factor models: A review of the literature," Post-Print hal-01385974, HAL.
- Barhoumi, K. & Darné, O. & Ferrara, L., 2013. "Dynamic Factor Models: A review of the Literature ," Working papers 430, Banque de France.
- Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi, 2015.
"EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 712-738.
- Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti, 2013. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries," CEIS Research Paper 287, Tor Vergata University, CEIS, revised 01 Oct 2013.
- Maximo Camacho & Gabriel Perez-Quiros, 2010.
"Introducing the euro-sting: Short-term indicator of euro area growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015.
"Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-37.
- Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015. "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics Discussion Papers 2015-28, Kiel Institute for the World Economy (IfW Kiel).
- Cecilia Frale, Serena Teobaldo, Marco Cacciotti, Alessandra Caretta, 2013. "A Quarterly Measure Of Potential Output In The New European Fiscal Framework," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 67(2), pages 181-197, April-Jun.
- Sieds, 2013. "Complete Volume LXVII n.2 2013," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 67(2), pages 1-197, April-Jun.
- Lahiri, Kajal & Monokroussos, George, 2013.
"Nowcasting US GDP: The role of ISM business surveys,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
- Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.
- Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
- Daniel Roash & Tanya Suhoy, 2019. "Sentiment Indicators Based on a Short Business Tendency Survey," Bank of Israel Working Papers 2019.11, Bank of Israel.
- Behrens, Christoph, 2020. "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers 26, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Dr. Sandra Hanslin Grossmann & Dr. Rolf Scheufele, 2016. "Foreign PMIs: A reliable indicator for exports?," Working Papers 2016-01, Swiss National Bank.
- Barbara Guardabascio & Filippo Moauro & Luke Mosley, 2024. "Indirect estimation of the monthly transport turnover indicator in Italy," Empirical Economics, Springer, vol. 67(2), pages 531-566, August.