-
EBDC Business Investment Panel (2020)
Das EBDC Business Investment Panel, BIP, besteht aus den wichtigsten Variablen des ifo Investitionstests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
EBDC Business Expectations Panel (2017)
Das EBDC Business Expectations Panel, BEP, besteht aus den wichtigsten Variablen des ifo Konjunkturtests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
EBDC Business Investment Panel (2017)
Das EBDC Business Investment Panel, BIP, besteht aus den wichtigsten Variablen des ifo Investitionstests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
EBDC Business Innovation Panel (2012)
Das EBDC Business Innovation Panel, BIP, besteht aus den wichtigsten Variablen des ifo Innovationstests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
EBDC Business Expectations Panel (2013)
Das EBDC Business Expectations Panel, BEP, besteht aus den wichtigsten Variablen des ifo Konjunkturtests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
EBDC Business Investment Panel (2022)
Das EBDC Business Investment Panel, BIP, besteht aus den wichtigsten Variablen des ifo Investitionstests und den entsprechenden Bilanzdaten aus den Unternehmensdatenbanken... -
Measuring underlying economic activity (replication data)
Recently, interest in the methodology of constructing coincident economic indicators has been revived by the work of Stock and Watson (1989b). They adopt the framework of the... -
ESTIMATING THE INNOVATION FUNCTION FROM PATENT NUMBERS: GMM ON COUNT PANEL DA...
The purpose of this paper is to estimate the patent equation, an empirical counterpart to the knowledge-production function. Innovation output is measured through the number of... -
Are financial spreads useful indicators of future inflation and output growth...
This paper seeks to address the policy issue of the usefulness of financial spreads as indicators of future inflation and output growth in the countries of the European Union,... -
This is what the leading indicators lead (replication data)
We propose an optimal filter to transform the Conference Board Composite Leading Index (CLI) into recession probabilities in the US economy. We also analyse the CLI's accuracy... -
A new coincident index of business cycles based on monthly and quarterly seri...
Popular monthly coincident indices of business cycles, e.g. the composite index and the Stock-Watson coincident index, have two shortcomings. First, they ignore information... -
How well do Markov switching models describe actual business cycles? The case...
The objective of this paper is to evaluate the effectiveness of using a Markov switching model to measure the synchronization of business cycles. We use a Bayesian, Gibbs... -
Nonlinear autoregressive leading indicator models of output in G-7 countries ...
This paper studies linear and nonlinear autoregressive leading indicator models of business cycles in G-7 countries. Our models use the spread between short-term and long-term... -
A TIP OF THE ICEBERG? THE PROBABILITY OF CATCHING CARTELS (replication data)
Reliable estimates of crime detection probabilities could help in designing better sanctions and improve our understanding of the efficiency of law enforcement. For cartels, we... -
The Contribution of Structural Break Models to Forecasting Macroeconomic Seri...
This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the... -
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting (re...
Factor models have been applied extensively for forecasting when high-dimensional datasets are available. In this case, the number of variables can be very large. For instance,... -
The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of ...
We examine matched point and density forecasts of output growth, inflation and unemployment from the ECB Survey of Professional Forecasters. We construct measures of uncertainty... -
Forecasting with Bayesian Vector Autoregressions Estimated Using Professional...
We propose a Bayesian shrinkage approach for vector autoregressions (VARs) that uses short-term survey forecasts as an additional source of information about model parameters....