The Predictive Content of Business Survey Indicators: Evidence from SIGE
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- Tatiana Cesaroni & Stefano Iezzi, 2015. "The predictive content of business survey indicators: evidence from SIGE," Temi di discussione (Economic working papers) 1031, Bank of Italy, Economic Research and International Relations Area.
- Tiziana Cesaroni & Stefano Iezzi, 2015. "The Predictive Content of Business Survey Indicators: evidence from SIGE," Working Papers LuissLab 15118, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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More about this item
KeywordsBusiness survey data; Turning points; Pseudo real time; Forecast accuracy; Macroeconomic forecasts;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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