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Nowcasting German Turning Points Using CUSUM Analysis

Listed author(s):
  • Kevin Kovacs

    (The George Washington University)

  • Bryan Boulier

    ()

    (The George Washington University)

  • Herman O. Stekler

    ()

    (The George Washington University)

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.

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File URL: https://www2.gwu.edu/~forcpgm/2016-014.pdf
File Function: First version, 2016
Download Restriction: no

Paper provided by The George Washington University, Department of Economics, Research Program on Forecasting in its series Working Papers with number 2016-014.

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Length: 18 pages
Date of creation: Dec 2016
Handle: RePEc:gwc:wpaper:2016-014
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