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article

The Predictive Content of Business Survey Indicators: Evidence from SIGE

Tatiana Cesaroni, Stefano Iezzi

Journal of Business Cycle Research > 2017 > 13 > 1 > 75-104

Business surveys indicators represent an important tool in economic analysis and forecasting practices. While there is wide consensus on the coincident properties of such data, there is mixed evidence on their ability to forecast macroeconomic developments in the short term. In this study we extend the previous research on business surveys predictive content by examining for the first time the leading...

article

Bayesian averaging of classical estimates in forecasting macroeconomic indicators with application of business survey data

Piotr Białowolski, Tomasz Kuszewski, Bartosz Witkowski

Empirica > 2014 > 41 > 1 > 53-68

In this paper, we develop a methodology for forecasting key macroeconomic indicators, based on business survey data. We estimate a large set of models, using an autoregressive specification, with regressors selected from business and household survey data. Our methodology is based on the Bayesian averaging of classical estimates method. Additionally, we examine the impact of deterministic and stochastic...

article

The cyclical behavior of the Italian business survey data

Tatiana Cesaroni

Empirical Economics > 2011 > 41 > 3 > 747-768

This article investigates the cyclical behavior of the degree of plant utilization, inventories, order book level, and confidence climate index data (taken from Italian Business tendency surveys). It first analyzes the co-movements between the survey indicators and the Italian business cycle by performing a sensitivity analysis with respect to the reference business cycle and to the filtering technique,...

article

Prognozy kombinowane wskaznikow makroekonomicznych z uzyciem danych z testow koniunktury

Piotr Bialowolski, Tomasz Kuszewski, Bartosz Witkowski

Contemporary Economics > 2010 > 4(16) > 41-58

Current economic crisis shed dark light on the possibilities of creating a valuable and reliable short and medium term forecasts with the use of the most commonly applied econometric models in the structural or autoregressive form (SVAR, VAR), but also models of the general equilibrium (CGE, DSGE). The models failed to forecast especially at the verge of the crisis when the information on upcoming...

article

Business survey data: Do they help in forecasting GDP growth?

Jesper Hansson, Per Jansson, Mårten Löf

International Journal of Forecasting > 2005 > 21 > 2 > 377-389

In this paper we examine whether data from business tendency surveys are useful for forecasting GDP growth in the short run. The starting point is a so-called dynamic factor model (DFM), which is used both as a framework for dimension reduction in forecasting and as a procedure for filtering out unimportant idiosyncratic noise in the underlying survey data. In this way, it is possible to model a rather...

article

Detecting and predicting turning points in growth cycle using business survey data

D. Zochowski

Roczniki Kolegium Analiz Ekonomicznych > 2005 > 14 > 185-203

The aim of this paper is to present the possibility of analyzing cyclical changes in economic activity using business tendency survey data collected by Research Institute of Economic Development (RIED). The delta cumulation concept was presented. It is a new method of aggregation of business survey data, which enables building new time series with inbuilt trends. Therefore they can be decomposed on...

article

Microdata disclosure by resampling – Empirical findings for business survey data

Sandra Gottschalk

AStA Advances in Statistical Analysis > 2004 > 88 > 3 > 279-302

Summary: One specific problem statistical offices and research institutes are faced with when releasing microdata is the preservation of confidentiality. Traditional methods to avoid disclosure often destroy the structure of the data, and information loss is potentially high. In this paper an alternative technique of creating scientific–use files is discussed, which reproduces the characteristics...

article

The relationship between manufacturing production and different business survey series in Sweden 1968-1992

Reinhold Bergström

International Journal of Forecasting > 1995 > 11 > 3 > 379-393

The relationship between production in total manufacturing measured as an ordinary volume series and various barometer series from the Swedish Business Tendency Surveys is investigated using data from the period 1968-1992. Models are constructed using a systematic strategy aiming at parsimonious models within the Autoregressive-Distributed Lag (ADL) class. Autoprojective models that serve as a baseline...

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