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Nowcasting German Turning Points Using CUSUM Analysis

Author

Listed:
  • Kevin Kovacs

    (The George Washington University)

  • Bryan Boulier

    (The George Washington University)

  • Herman O. Stekler

    (The George Washington University)

Abstract

Heilemann and Schnorr-Backer (2016) presented a record of real-time announcements relating to the German economy. They assigned binary values to the information of each release. This paper shows that by applying CUSUM procedures to these binary values it is possible to identify the German recessions of 2008-9 and 2012 in pseudo real-time.

Suggested Citation

  • Kevin Kovacs & Bryan Boulier & Herman O. Stekler, 2016. "Nowcasting German Turning Points Using CUSUM Analysis," Working Papers 2016-014, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    • Handle: RePEc:gwc:wpaper:2016-014
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    File URL: https://www2.gwu.edu/~forcpgm/2016-014.pdf
    File Function: First version, 2016
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    Cited by:

    1. Heilemann Ullrich & Schnorr-Bäcker Susanne, 2017. "Could the start of the German recession 2008–2009 have been foreseen? Evidence from Real-Time Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(1), pages 29-62, February.

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