Leading indicators for Euroland's business cycle:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Kiel
Inst. of World Economics
1998
|
| Schriftenreihe: | Kiel working papers
886 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 26 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text |
Contents
1. Introduction 1
2. Measuring the Business Cycle and Dating the Turning Points 1
3. The Time Series Under Investigation 3
4. Evidence from Cross Correlations 7
5. Testing on Granger Non Causality 17
6. Out of sample Performance 19
7. Conclusion 22
Appendix: Sources and Methods of Aggregation 23
References 25
Tables
Table 1: Summary Descriptive Statistics and Information for the Possible
Leading Indicators 6
Table 2: Cross Correlations Based on Changes Over Previous Year 13
Table 3: Cross Correlations Based Trend Deviations 14
Table 4: Cross Correlations Based on Changes Over Previous Quarter 15
Table 5: Test on Granger Non Causality for Selected Leading Indicator
Variables 18
Table 6: Out of sample Performance of Indicators 21
Figures
Figure 1: Outputgap in Euroland 2
Figure 2: Turning point Analysis: Monetary Aggregates 8
Figure 3: Turning Point Analysis: Interest rates 9
Figure 4: Turning Point Analysis: Exchange Rates and Raw Material
Prices 10
Figure 5: Turning Point Analysis: Leading indicator, Survey Data and
Share Prices 11
Figure 6: Survey Data and Sentiment Indicators 12 |
| any_adam_object | 1 |
| author | Döpke, Jörg 1963- |
| author_GND | (DE-588)113395841 |
| author_facet | Döpke, Jörg 1963- |
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| bvnumber | BV012350852 |
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| ctrlnum | (OCoLC)246444110 (DE-599)BVBBV012350852 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2025-01-02T09:13:52Z |
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| language | English |
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| physical | 26 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Inst. of World Economics |
| record_format | marc |
| series | Kiel working papers |
| series2 | Kiel working papers |
| spelling | Döpke, Jörg 1963- Verfasser (DE-588)113395841 aut Leading indicators for Euroland's business cycle by Jörg Döpke Kiel Inst. of World Economics 1998 26 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kiel working papers 886 Europäische Union (DE-588)5098525-5 gnd rswk-swf Konjunkturindikator / Konjunkturprognose / Prognoseverfahren / Schätzung / Europäische Wirtschafts- und Währungsunion / EU-Staaten Währungsunion (DE-588)4188829-7 gnd rswk-swf Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Europäische Union (DE-588)5098525-5 b Währungsunion (DE-588)4188829-7 s Konjunkturzyklus (DE-588)4032134-4 s DE-604 Kiel working papers 886 (DE-604)BV000000922 886 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008374283&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Döpke, Jörg 1963- Leading indicators for Euroland's business cycle Kiel working papers Europäische Union (DE-588)5098525-5 gnd Konjunkturindikator / Konjunkturprognose / Prognoseverfahren / Schätzung / Europäische Wirtschafts- und Währungsunion / EU-Staaten Währungsunion (DE-588)4188829-7 gnd Konjunkturzyklus (DE-588)4032134-4 gnd |
| subject_GND | (DE-588)5098525-5 (DE-588)4188829-7 (DE-588)4032134-4 |
| title | Leading indicators for Euroland's business cycle |
| title_auth | Leading indicators for Euroland's business cycle |
| title_exact_search | Leading indicators for Euroland's business cycle |
| title_full | Leading indicators for Euroland's business cycle by Jörg Döpke |
| title_fullStr | Leading indicators for Euroland's business cycle by Jörg Döpke |
| title_full_unstemmed | Leading indicators for Euroland's business cycle by Jörg Döpke |
| title_short | Leading indicators for Euroland's business cycle |
| title_sort | leading indicators for euroland s business cycle |
| topic | Europäische Union (DE-588)5098525-5 gnd Konjunkturindikator / Konjunkturprognose / Prognoseverfahren / Schätzung / Europäische Wirtschafts- und Währungsunion / EU-Staaten Währungsunion (DE-588)4188829-7 gnd Konjunkturzyklus (DE-588)4032134-4 gnd |
| topic_facet | Europäische Union Konjunkturindikator / Konjunkturprognose / Prognoseverfahren / Schätzung / Europäische Wirtschafts- und Währungsunion / EU-Staaten Währungsunion Konjunkturzyklus |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008374283&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000922 |
| work_keys_str_mv | AT dopkejorg leadingindicatorsforeurolandsbusinesscycle |