Arbeitspapier
Leading indicators for Euroland's business cycle
The paper investigates a set of possible leading indicators for Euroland's business cycle using aggregated quarterly data. The theoretical plausibility, the behavior at business cycle turning points and the mean leads are analyzed. Furthermore, evidence from cross-correlations and Granger-causality tests is presented. Taking all evidence together, real monetary aggregates, nominal interest rates and the interest rate spread are recommended as leading indicators, whereas survey data on order inflow and production expectations are the best coincident indicators.
- Sprache
-
Englisch
- Erschienen in
-
Year: 1998 ; Kiel: Institut für Weltwirtschaft (IfW)
- Klassifikation
-
Wirtschaft
Business Fluctuations; Cycles
- Thema
-
Business Cycle
Leading Indicator
European Monetary Union
Konjunkturindikator
Konjunkturprognose
Prognoseverfahren
Schätzung
Europäische Wirtschafts- und Währungsunion
EU-Staaten
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Döpke, Jörg
- Ereignis
-
Veröffentlichung
- (wer)
-
Kiel Institute of World Economics (IfW)
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (wo)
-
Kiel
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Döpke, Jörg
- Kiel Institute of World Economics (IfW)
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Entstanden
- 1998
Ähnliche Objekte (12)
Stylized facts of Euroland's business cycle
Predicting Germany's recessions with leading indicators: Evidence from probit models
Real-time data and business cycle analysis in Germany
Leading indicators for Euroland's business cycle
Leading indicators for Euroland's business cycle
The within-distribution business cycle dynamics of German firms
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
Haben Konjunkturprognosen in Deutschland einen politischen Bias?
The "Employment Intensity" of Growth in Europe
Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
Are there Business Cycles beyond GDP? Alternative Measures to GDP at Business Cycle Frequencies
Quo vadis, Euroland?
Stylized facts of Euroland's business cycle
Predicting Germany's recessions with leading indicators: Evidence from probit models
Real-time data and business cycle analysis in Germany
Leading indicators for Euroland's business cycle
Leading indicators for Euroland's business cycle
The within-distribution business cycle dynamics of German firms
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
Haben Konjunkturprognosen in Deutschland einen politischen Bias?
The "Employment Intensity" of Growth in Europe
Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
Are there Business Cycles beyond GDP? Alternative Measures to GDP at Business Cycle Frequencies
Quo vadis, Euroland?
Stylized facts of Euroland's business cycle
Predicting Germany's recessions with leading indicators: Evidence from probit models
Real-time data and business cycle analysis in Germany
Leading indicators for Euroland's business cycle
Leading indicators for Euroland's business cycle
The within-distribution business cycle dynamics of German firms
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
Haben Konjunkturprognosen in Deutschland einen politischen Bias?
The "Employment Intensity" of Growth in Europe
Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
Are there Business Cycles beyond GDP? Alternative Measures to GDP at Business Cycle Frequencies