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Survey Data as Coincident or Leading Indicators

Citations

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Cited by:

  1. 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, April.
  2. 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.
  3. 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.
  4. 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, vol. 9, pages 1-37.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
  11. 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.
  12. Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas & Irena Pekarskiene, 2024. "Future directions in nowcasting economic activity: A systematic literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1199-1233, September.
  13. 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.
  14. 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.
  15. 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.
  16. Robert Lehmann, 2021. "Forecasting exports across Europe: What are the superior survey indicators?," Empirical Economics, Springer, vol. 60(5), pages 2429-2453, May.
  17. 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.
  18. 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.
  19. 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.
  20. Kaufmann, Daniel & Scheufele, Rolf, 2017. "Business tendency surveys and macroeconomic fluctuations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
  21. 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.
  22. Philipp Wegmueller & Christian Glocker, 2024. "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-17, December.
  23. Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers 11/90, National Institute of Public Finance and Policy.
  24. Daniel Roash & Tanya Suhoy, 2019. "Sentiment Indicators Based on a Short Business Tendency Survey," Bank of Israel Working Papers 2019.11, Bank of Israel.
  25. 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.
  26. Sandra Hanslin Grossmann & Rolf Scheufele, 2016. "Foreign PMIs: A reliable indicator for exports?," Working Papers 2016-01, Swiss National Bank.
  27. 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).
  28. 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.
  29. Camila Figueroa S. & Michael Pedersen, 2019. "Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile)," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(3), pages 098-131, December.
  30. 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.
  31. 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.
  32. Anna Norin, 2011. "Nowcasting of the Gross Regional Product," ERSA conference papers ersa10p768, European Regional Science Association.
  33. 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.
  34. 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.
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