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dc.contributor.authorSiliverstovs, Borissen
dc.date.accessioned2010-11-23-
dc.date.accessioned2011-10-06T15:39:41Z-
dc.date.available2011-10-06T15:39:41Z-
dc.date.issued2010-
dc.identifier.pidoi:10.3929/ethz-a-005975789en
dc.identifier.urihttp://hdl.handle.net/10419/50326-
dc.description.abstractWe investigate whether the KOF Barometer - a leading indicator regularly released by the KOF Swiss Economic Institute - can be useful for short-term out-of-sample prediction of year-on-year quarterly real GDP growth rates in Switzerland. We find that the KOF Barometer appears to be useful for prediction of GDP growth rates. Even the earliest forecasts, made seven months ahead of the first official GDP estimate, allow us to predict GDP growth rates more accurately than forecasts based on an univariate autoregressive model. At every subsequent forecast round as new monthly releases of the KOF Barometer become available we observe a steady increase in forecast accuracy.en
dc.language.isoengen
dc.publisher|aETH Zurich, KOF Swiss Economic Institute |cZurichen
dc.relation.ispartofseries|aKOF Working Papers |x249en
dc.subject.jelC53en
dc.subject.jelC22en
dc.subject.ddc330en
dc.subject.keywordLeading indicatorsen
dc.subject.keywordforecastingen
dc.subject.keywordBayesian model averagingen
dc.subject.keywordSwitzerlanden
dc.subject.stwKonjunkturprognoseen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwGeschäftsklimaen
dc.subject.stwFaktorenanalyseen
dc.subject.stwSchätzungen
dc.subject.stwSchweizen
dc.titleAssessing predictive content of the KOF Barometer in real time-
dc.typeWorking Paperen
dc.identifier.ppn64039650Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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