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Author : Filippo Altissimo
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.X/5 (6 download)
Download or read book A Real Time Coincident Indicator of the Euro Area Business Cycle written by Filippo Altissimo and published by . This book was released on 2001 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Filippo Altissimo
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.X/5 (4 download)
Download or read book The Construction of Coincident and Leading Indicators for the Euro Area Business Cycle written by Filippo Altissimo and published by . This book was released on 2001 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : João Valle e Azevedo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (667 download)
Download or read book Tracking Growth and the Business Cycle written by João Valle e Azevedo and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David J. Powell
Publisher : John Wiley & Sons
ISBN 13 : 1118440048
Total Pages : 202 pages
Book Rating : 4.1/5 (184 download)
Download or read book The Trader's Guide to the Euro Area written by David J. Powell and published by John Wiley & Sons. This book was released on 2013-08-14 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The euro area remains in a state of flux and appears to be unsustainable in its present form. The outcome of the crisis may be unknown for years and a judgement on the project’s success or failure may be out of reach for decades. In the meantime, analysts, portfolio managers and traders will still have daily, weekly, quarterly and annual benchmarks. They will have to analyze economic developments in the euro area and their impacts on financial assets. The objective of this book is to provide a framework for that analysis that is comprehensible to most financial market participants. The book begins with a focus on coincident and leading economic indicators for the euro area. The following section looks at euro-area institutions. The next chapter focuses on the euro crisis. It attempts to provide an explanation of its origins and a glimpse of the potential outcomes. In addition, the tools needed to analyze the crisis as it evolves are presented. The last sections provide information unique to the economies of Germany, France, the U.K., Switzerland, Sweden and Norway.
Author : Alberto Baffigi
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.X/5 (4 download)
Download or read book Turning-point Indicators from Business Surveys written by Alberto Baffigi and published by . This book was released on 2004 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Karl Heinrich Oppenländer
Publisher :
ISBN 13 : 9781859724361
Total Pages : 314 pages
Book Rating : 4.7/5 (243 download)
Download or read book Business Cycle Indicators written by Karl Heinrich Oppenländer and published by . This book was released on 1997 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The pressure to produce explanations and forecasts and the economic dichotomies which insist on appearing, lead to a desire to deal with the description, analysis and forecast of the phenomenon of business cycles using economic indicators. This text provides an introduction to business cycles and their theoretical and historical basis. It also includes work on early indicator research and provides examples of business cycle indicators.
Author :
Publisher :
ISBN 13 : 9789289468565
Total Pages : pages
Book Rating : 4.4/5 (685 download)
Download or read book An Index of Coincident Indicators for the Euro Area Based on Monthly and Quarterly Time Series written by and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper proposes a new coincident index of business cycle for the Euro Area. The methodology we follow extends the proposal by Mariano and Murasawa (2002), which moves from the Stock andWatson probability approach and combines a set of monthly indicators with the quarterly real GDP. Nevertheless, our set-up is formulated in the levels instead of first differences of the representative series, modelling the logarithms like the original proposals. In this respect, the non-linear state space form for the treatment of temporal aggregation is developed. The application is carried out first to the well known US dataset, comparing our results with the estimates coming from the original proposals and then to the Euro Area. For the latter we use the OECD database for the quarterly series of GDP and total employment, along with the monthly industrial production and retail sales indexes. Finally, for both the applications we derive a monthly estimate of GDP.
Author : Filippo Altissimo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (18 download)
Download or read book A Real Time Coicident Indicator of the Euro Area Business Cycle written by Filippo Altissimo and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lucrezia Reichlin
Publisher : Centre for Economic Policy Research
ISBN 13 : 1898128839
Total Pages : 103 pages
Book Rating : 4.8/5 (981 download)
Download or read book The Euro Area Business Cycle written by Lucrezia Reichlin and published by Centre for Economic Policy Research. This book was released on 2004 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Filippo Altissimo
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.X/5 (4 download)
Download or read book A Real Time Coincident Indicator of the Euro Area Business Cycle written by Filippo Altissimo and published by . This book was released on 2001 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Victor Zarnowitz
Publisher : University of Chicago Press
ISBN 13 : 0226978923
Total Pages : 613 pages
Book Rating : 4.2/5 (269 download)
Download or read book Business Cycles written by Victor Zarnowitz and published by University of Chicago Press. This book was released on 2007-11-01 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the most complete collection available of the work of Victor Zarnowitz, a leader in the study of business cycles, growth, inflation, and forecasting.. With characteristic insight, Zarnowitz examines theories of the business cycle, including Keynesian and monetary theories and more recent rational expectation and real business cycle theories. He also measures trends and cycles in economic activity; evaluates the performance of leading indicators and their composite measures; surveys forecasting tools and performance of business and academic economists; discusses historical changes in the nature and sources of business cycles; and analyzes how successfully forecasting firms and economists predict such key economic variables as interest rates and inflation.
Author : Alberto Alesina
Publisher : University of Chicago Press
ISBN 13 : 9780226012834
Total Pages : 476 pages
Book Rating : 4.0/5 (128 download)
Download or read book Europe and the Euro written by Alberto Alesina and published by University of Chicago Press. This book was released on 2010-04-01 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is rare for countries to give up their currencies and thus their ability to influence such critical aspects of their economies as interest and exchange rates. Yet ten years ago a number of European countries did exactly that when they adopted the euro. Despite some dissent, there were a number of arguments in favor of this policy change: it would facilitate exchange of goods, money, and people by decreasing costs; it would increase trade; and it would enhance efficiency and competitiveness at the international level. A decade is an ideal time frame over which to evaluate the success of the euro and whether it has lived up to expectations. To that aim, Europe and the Euro looks at a number of important issues, including the effects of the euro on reform of goods and labor markets; its influence on business cycles and trade among members; and whether the single currency has induced convergence or divergence in the economic performance of member countries. While adoption of the euro may not have met the expectations of its most optimistic proponents, the benefits have been many, and there is reason to believe that the euro is robust enough to survive recent economic shocks. This volume is an essential reference on the first ten years of the euro and the workings of a monetary union.
Author : James H. Stock
Publisher : University of Chicago Press
ISBN 13 : 0226774740
Total Pages : 350 pages
Book Rating : 4.2/5 (267 download)
Download or read book Business Cycles, Indicators, and Forecasting written by James H. Stock and published by University of Chicago Press. This book was released on 2008-04-15 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.
Author : Kajal Lahiri
Publisher : Cambridge University Press
ISBN 13 : 9780521438582
Total Pages : 488 pages
Book Rating : 4.4/5 (385 download)
Download or read book Leading Economic Indicators written by Kajal Lahiri and published by Cambridge University Press. This book was released on 1991 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.
Author : Francis X. Diebold
Publisher : Oxford University Press
ISBN 13 : 0199338329
Total Pages : 285 pages
Book Rating : 4.1/5 (993 download)
Download or read book Financial and Macroeconomic Connectedness written by Francis X. Diebold and published by Oxford University Press. This book was released on 2015-02-03 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold and Kamil Yilmaz propose a simple framework for defining, measuring, and monitoring connectedness, which is central to finance and macroeconomics. These measures of connectedness are theoretically rigorous yet empirically relevant. The approach to connectedness proposed by the authors is intimately related to the familiar econometric notion of variance decomposition. The full set of variance decompositions from vector auto-regressions produces the core of the 'connectedness table.' The connectedness table makes clear how one can begin with the most disaggregated pair-wise directional connectedness measures and aggregate them in various ways to obtain total connectedness measures. The authors also show that variance decompositions define weighted, directed networks, so that these proposed connectedness measures are intimately related to key measures of connectedness used in the network literature. After describing their methods in the first part of the book, the authors proceed to characterize daily return and volatility connectedness across major asset (stock, bond, foreign exchange and commodity) markets as well as the financial institutions within the U.S. and across countries since late 1990s. These specific measures of volatility connectedness show that stock markets played a critical role in spreading the volatility shocks from the U.S. to other countries. Furthermore, while the return connectedness across stock markets increased gradually over time the volatility connectedness measures were subject to significant jumps during major crisis events. This book examines not only financial connectedness, but also real fundamental connectedness. In particular, the authors show that global business cycle connectedness is economically significant and time-varying, that the U.S. has disproportionately high connectedness to others, and that pairwise country connectedness is inversely related to bilateral trade surpluses.
Author : Olivier de Bandt
Publisher : Springer Science & Business Media
ISBN 13 : 3540326111
Total Pages : 379 pages
Book Rating : 4.5/5 (43 download)
Download or read book Convergence or Divergence in Europe? written by Olivier de Bandt and published by Springer Science & Business Media. This book was released on 2006-09-28 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Against the background of the introduction of the Euro in 1999, France, Germany and Italy have recently experienced higher divergence in terms of GDP growth. Based on a set of original papers produced by a team of economists from the three main National Central Banks of the Euro area this book analyses the latest developments in three important European economies in a broad perspective, using modern econometric techniques.
Author : Nicoletta Batini
Publisher : International Monetary Fund
ISBN 13 : 1513546082
Total Pages : 75 pages
Book Rating : 4.5/5 (135 download)
Download or read book How Loose, How Tight? A Measure of Monetary and Fiscal Stance for the Euro Area written by Nicoletta Batini and published by International Monetary Fund. This book was released on 2020-06-05 with total page 75 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper builds a model-based dynamic monetary and fiscal conditions index (DMFCI) and uses it to examine the evolution of the joint stance of monetary and fiscal policies in the euro area (EA) and in its three largest member countries over the period 2007-2018. The index is based on the relative impacts of monetary and fiscal policy on demand using actual and simulated data from rich estimated models featuring also financial intermediaries and long-term government debt. The analysis highlights a short-lived fiscal expansion in the aftermath of the Global Financial Crisis, followed by a quick tightening, with monetary policy left to be the “only game in town” after 2013. Individual countries’ DMFCIs show that national policy stances did not always mirror the evolution of the aggregate stance at the EA level, due to heterogeneity in the fiscal stance.
