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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18050Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Fritsche, Ulrich | - |
| dc.creator | Kouzine, Vladimir | - |
| dc.date | 2002 | - |
| dc.date.accessioned | 2013-10-16T06:58:03Z | - |
| dc.date.available | 2013-10-16T06:58:03Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/18050 | - |
| dc.identifier | ppn:367006200 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/18050 | - |
| dc.description | Using a binary reference series based on the dating procedure of Artis, Kontolemis and Osborn (1997) different procedures for predicting turning points of the German business cycles were tested. Specifically, a probit model as proposed by Estrella and Mishkin (1997) as well as Markov-switching models were taken into consideration. The overall results indicate that the interest rate spread, the long-term interest rate as well as some monetary indicators and some survey indicators can help predicting turning points of the business cycle. | - |
| dc.language | eng | - |
| dc.publisher | Deutsches Institut für Wirtschaftsforschung (DIW) Berlin | - |
| dc.relation | DIW-Diskussionspapiere 314 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | C22 | - |
| dc.subject | E32 | - |
| dc.subject | C25 | - |
| dc.subject | ddc:330 | - |
| dc.subject | Business cycle | - |
| dc.subject | leading indicators | - |
| dc.subject | probit model | - |
| dc.subject | McFadden's R2 | - |
| dc.subject | Markov switching models | - |
| dc.subject | Konjunkturindikator | - |
| dc.subject | Konjunkturprognose | - |
| dc.subject | Prognoseverfahren | - |
| dc.subject | Schätzung | - |
| dc.subject | Deutschland | - |
| dc.title | Do leading indicators help to predict business cycle turning points in Germany? | - |
| dc.type | doc-type:workingPaper | - |
| Appears in Collections: | EconStor | |
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