Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/259748 
Year of Publication: 
2020
Citation: 
[Journal:] Swiss Journal of Economics and Statistics [ISSN:] 2235-6282 [Volume:] 156 [Issue:] 1 [Article No.:] 6 [Publisher:] Springer [Place:] Heidelberg [Year:] 2020 [Pages:] 1-11
Publisher: 
Springer, Heidelberg
Abstract: 
Because macroeconomic data is published with a substantial delay, assessing the health of the economy during the rapidly evolving COVID-19 crisis is challenging. We develop a fever curve for the Swiss economy using publicly available daily financial market and news data. The indicator can be computed with a delay of 1 day. Moreover, it is highly correlated with macroeconomic data and survey indicators of Swiss economic activity. Therefore, it provides timely and reliable warning signals if the health of the economy takes a turn for the worse.
Subjects: 
COVID-19
Composite leading indicator
Financial market data
News sentiment
Switzerland
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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