Academic literature on the topic 'Coincident indicators'
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Journal articles on the topic "Coincident indicators"
Pant, Malika, and Yanliang Miao. "Coincident Indicators of Capital Flows." IMF Working Papers 12, no. 55 (2012): 1. http://dx.doi.org/10.5089/9781463937737.001.
Full textArsov, Ivailo, Elie Canetti, Laura E. Kodres, and Srobona Mitra. "Near-Coincident Indicators of Systemic Stress." IMF Working Papers 13, no. 115 (2013): 1. http://dx.doi.org/10.5089/9781484343784.001.
Full textEtter, Richard, and Michael Graff. "Coincident and Leading Indicators of Manufacturing Industry." Journal of Business Cycle Measurement and Analysis 2004, no. 1 (March 8, 2004): 109–31. http://dx.doi.org/10.1787/jbcma-v2004-art7-en.
Full textFrale, Cecilia, Massimiliano Marcellino, Gian Luigi Mazzi, and Tommaso Proietti. "Survey data as coincident or leading indicators." Journal of Forecasting 29, no. 1-2 (January 2010): 109–31. http://dx.doi.org/10.1002/for.1142.
Full textMurasawa, Yasutomo. "Do coincident indicators have one-factor structure?" Empirical Economics 36, no. 2 (April 4, 2008): 339–65. http://dx.doi.org/10.1007/s00181-008-0198-x.
Full textMehrotra, Aaron, and Jenni Pääkkönen. "Comparing China’s GDP statistics with coincident indicators." Journal of Comparative Economics 39, no. 3 (September 2011): 406–11. http://dx.doi.org/10.1016/j.jce.2011.03.003.
Full textChauvet, Marcelle, and Simon Potter. "Coincident and leading indicators of the stock market." Journal of Empirical Finance 7, no. 1 (May 2000): 87–111. http://dx.doi.org/10.1016/s0927-5398(99)00015-8.
Full textLevanon, Gad. "Evaluating and Comparing Leading and Coincident Economic Indicators." Business Economics 45, no. 1 (January 2010): 16–27. http://dx.doi.org/10.1057/be.2009.29.
Full textForni, Mario, Marc Hallin, Marco Lippi, and Lucrezia Reichlin. "Coincident and Leading Indicators for the Euro Area." Economic Journal 111, no. 471 (April 1, 2001): C62—C85. http://dx.doi.org/10.1111/1468-0297.00620.
Full textStock, James H., and Mark W. Watson. "New Indexes of Coincident and Leading Economic Indicators." NBER Macroeconomics Annual 4 (January 1989): 351–94. http://dx.doi.org/10.1086/654119.
Full textDissertations / Theses on the topic "Coincident indicators"
Godinho, Artur Dias. "Previsão de atividade econômica por demanda de fretes." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/24789.
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Este trabalho busca aprimorar um dos métodos de construção de indicadores coincidentes mais utilizados da atualidade, desenvolvido pelo The Conference Board (TCB). Esses indicadores buscam detectar mudanças no ciclo econômico de curto prazo. Para isso foi proposta a adição de uma variável que mede a demanda de fretes no cálculo do indicador e uma mudança da metodologia de determinação da relevância (ou peso) de cada variável no indicador. A nova variável é produzida pela Fretebras, uma empresa privada que atua a nível nacional no setor de transporte de cargas. Foram gerados novos indicadores coincidentes com as alterações propostas e comparados com a metodologia atual através de um indicador coincidente de referência. A adição da nova variável permitiu uma melhoria no indicador, bem como a proposta de mudança de metodologia, que neste caso, apresentou impacto mais expressivo na capacidade preditiva do indicador.
This paper seeks to improve the coincident indicator construction method developed by The Conference Board (TCB), one of the most commonly used of the actuality. These indicators seek to detect changes in the short-term economic cycle. In order to do so, it was proposed to add a variable that measures freight demand in the calculation of the indicator and a change in the methodology for determining the relevance (or weight) of each variable in the indicator. The new variable is produced by Fretebras, a private company that operates at the national level in the cargo transportation sector. New coincident indicators with the proposed changes were generated and compared with the current methodology through a benchmark coincident indicator. The addition of the new variable allowed an improvement in the indicator, as well as the proposed change in methodology, which in this case had a more significant impact on the predictive capacity of the indicator.
Benni, Federica <1979>. "Costruzione di un indicatore coincidente per l'analisi del ciclo economico regionale." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2007. http://amsdottorato.unibo.it/167/.
Full textTorres, Gabriel Picavêa. "Um índice coincidente para a atividade econômica do comércio varejista no Rio Grande do Sul." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/103974.
Full textThe following research intends to build a coincident indicator to the Retail sector’s economic activity within the regional economy of Rio Grande do Sul. The starting point to reach this objective is to use variables which present common cyclical behavior with each other, as well as with Retail Trade indices. The investigation will be carried on using Stock and Watson’s (1988, 1989, 1991, 1993) Dynamic Factor models methodology. The research returned a result a final index which can be classified as satisfactory, when evaluated by the mean absolute percentage error with Retail Trade indices, specially the FEE/Fecomércio-RS’ index – which was a censitary research. The built Coincident Indicator is composed by variables correlated with consumption, according to the economic theory: income, credit and consumer’s confidence. Variables such as Consumer Credit and Consumer’s Sentiment towards Present Economic Situation presented high weight in the indicator, which suggests that future income flows and confidence to take long term debt are crucial for the sector’s economic activity. Considering an expanded horizon for this research, one believes that new regional data for Household Credit, income through PNAD Contínua, a longer sample for Consumer’s Confidence indices, and indicators measuring stock levels in Retail might improve the coincident indicator.
Pereira, Ana Regina Nunes. "Multivariate Filtering with Common Factors." Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/1148.
Full textThis study discusses four commonly used optimal approximations to the infinite order moving average filter that ideally extracts from a time series fluctuations within a specified range of periodicities. Based on our findings, we use two of those approximations in the estimation of two macroeconomic signals: business cycle fluctuations and medium to long run component of output growth rate. This study dis-tinguishes itself from related literature by showing how to successfully incorporate in the multivariate band-pass approximations factors estimated from a large panel of time series. As illustration, we apply these approximations to U.S. data. We evaluate the real-time performance of the indicators and provide forecasting comparisons. The results suggest that the multivariate indica¬tor outperforms the competing univariate indicator across all different settings considered. Moreover, multivariate methods that target smooth growth are useful to forecast quarterly GDP growth rate at short-term and to forecast yearly GDP growth.
Este estudo discute quatro aproximações óptimas ao filtro de medias moveis infinitas que idealmente isola de uma serie temporal flutuações compreendidas num determinado intervalo de periodicidades. De acordo com as nossas conclusões, utilizamos duas dessas aproximações na estimaçao de dois sinais macroeconómicos: flutuacoes de ciclo economico no produto e a componente de medio e longo prazo da taxa de crescimento do produto. Este estudo distingue-se da literatura corrente ao mostrar como integrar nas aproximacoes do filtro banda multivariado factores estimados a partir de um largo painel de sóeries temporais. Como ilustracao, aplicamos estas aproximacoes a dados dos E.U.A.. Avaliamos o desempenho dos in¬dicadores em tempo real e apresentamos comparacoes em termos de previsao. Os resultados sugerem que o indicador multivariado tem um desempenho claramente superior ao do indicador univariado em todos os cenóarios considerados. Adicionalmente, os móetodos multivariados que aproximam o crescimento alisado sao úteis na previsao da taxa de crescimento trimestral do PIB a curto prazo e para previsao do crescimento anual do PIB.
李進參. "The Study of Coincident Indicators in Taiwan." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/89095532124714657431.
Full textChiang, Yungho, and 江永和. "A Comparison Study of Interest Rate, Exchange Rate, Leading Indicator and Coincident Indicator on Financial Stock Prices in Taiwan." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/10795906673492507901.
Full text國立臺北大學
國際財務金融碩士在職專班
99
The main objectives of the study focus upon the impacts of interest rate, exchange rate, leading indicator and coincident indicator on financial stock prices in Taiwan. There are a total of 120 monthly data from January 1, 2001 to December 31, 2010. The research method includes unit root test, Granger causality test and Vector autoregression model (VAR model). The major conclusions are summarized as follows: 1.Based on Granger causality test, leading indicator and coincident indicator cause the stock prices of Cathay Financial Holdings. Coincident indicator and TAIEX total return index cause the stock prices of Yuanta Financial Holdings. Leading indicator and coincident indicator cause the stock prices of Chinatrust Financial Holdings. 2.According to accumulated impulse response function, leading indicator and coincident indicator have significantly positive impacts on the stock prices of Cathay Financial Holdings. Coincident indicator has significantly positive impacts on the stock prices of Yuanta Financial Holdings. Leading indicator and coincident indicator have significantly positive impacts on the stock prices of Chinatrust Financial Holdings. 3.Based on Variance decomposition analysis, 7.51% of Cathay Financial Holdings’ stock prices was explained by leading indicator, while 9.5% was explained by coincident indicator; 5.45% of Yuanta Financial Holdings’ stock prices was explained by coincident indicator; 7.19% of Chinatrust Financial Holdings’ stock prices was explained by leading indicator, while 5.09% was explained by coincident indicator.
Books on the topic "Coincident indicators"
Stock, James H. A probability model of the coincident economic indicators. Cambridge, MA: National Bureau of Economic Research, 1988.
Find full textMongardini, Joannes. Estimating indexes of coincident and leading indicators: An application to Jordan. Washington, D.C: International Monetary Fund, Middle Eastern Department, 2003.
Find full textGregory, Allan W. Dynamic factor-based coincident and leading indicators of the Malaysian economy. Kingston, Ont.]: Queen's University, John Deutsch Institute for the Study of Economic Policy, 1997.
Find full textAltissimo, Filippo. The Italian business cycle: Coincident and leading indicators and some stylized facts. Roma: Banca d'Italia, 2000.
Find full textSimone, Alejandro. In search of coincident and leading indicators of economic activity in Argentina. [Washington, D.C.]: International Monetary Fund, Western Hemisphere Department, 2001.
Find full textAnirvan, banerji, and Delhi School of Economics. Centre for Development Economics., eds. An index of coincident economic indicators for the Indian economy. [Delhi: Centre for Development Economics, Delhi School of Economics, 2000.
Find full textMatta, Samer. New Coincident and Leading Indicators for the Lebanese Economy. The World Bank, 2014. http://dx.doi.org/10.1596/1813-9450-6950.
Full textFilippo, Altissimo, ed. The construction of coincident and leading indicators for the euro area business cycle. Roma: Banca d'Italia, 2001.
Find full textFilippo, Altissimo, ed. A real time coincident indicator of the Euro area business cycle. Rome: Banca D'Italia, 2001.
Find full textRondinone, Troy. “The Regular Friday Coaxial Bloodbath”. University of Illinois Press, 2017. http://dx.doi.org/10.5406/illinois/9780252037375.003.0003.
Full textBook chapters on the topic "Coincident indicators"
Campelo, Aloisio, Ataman Ozyildirim, Jing Sima-Friedman, Paulo Picchetti, and Sarah Piassi Machado Lima. "Coincident and Leading Indicators for Brazilian Cycles." In Societies and Political Orders in Transition, 315–29. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-90017-9_18.
Full textDash, Atish Kumar, Ataman Ozyildirim, and Jing Sima-Friedman. "An Application of the Indicator Approach to Developing Coincident and Leading Economic Indexes for India." In Societies and Political Orders in Transition, 377–92. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-90017-9_23.
Full textKirchhelle, Claas. "Slippery FACTs: The Rise of a “mandated” Animal Welfare Science." In Palgrave Studies in the History of Social Movements, 175–202. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-62792-8_10.
Full text"Coincident Indicators." In The Trader's Guide to The Euro Area, 27–34. United Kingdom: John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118744369.ch3.
Full text"Leading, Coincident, and Lagging Indexes." In Guide to Economic Indicators, 191–97. Routledge, 2015. http://dx.doi.org/10.4324/9781315703916-41.
Full textStock, James H., and Mark W. Warson. "A probability model of the coincident economic indicators." In Leading Economic Indicators, 63–90. Cambridge University Press, 1991. http://dx.doi.org/10.1017/cbo9781139173735.005.
Full text"Indexes of Leading, Lagging, and Coincident Indicators." In The Trader's Guide to Key Economic Indicators, 47–63. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118532461.ch2.
Full textRangvid, Jesper. "Judging the stance of the business cycle." In From Main Street to Wall Street, 222–40. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780198866404.003.0015.
Full textLahiri, Kajal. "Chapter 4 TSI as a Part of the Coincident Indicators System." In Transportation Indicators and Business Cycles, 83–116. Emerald Group Publishing Limited, 2010. http://dx.doi.org/10.1108/s0573-8555(2010)0000289006.
Full textLahiri, Kajal. "Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy." In Transportation Indicators and Business Cycles, 39–56. Emerald Group Publishing Limited, 2010. http://dx.doi.org/10.1108/s0573-8555(2010)0000289004.
Full textConference papers on the topic "Coincident indicators"
TRUKHACHEV, Vladimir, Sergey OLEYNIK, and Nikolay ZLYDNEV. "DAILY DYNAMICS OF MILK QUALITY INDICATORS." In RURAL DEVELOPMENT. Aleksandras Stulginskis University, 2018. http://dx.doi.org/10.15544/rd.2017.067.
Full textChen, Ning-Xin, and Shin-Min Song. "Direct Position Analysis of the 4-6 Stewart Platforms." In ASME 1992 Design Technical Conferences. American Society of Mechanical Engineers, 1992. http://dx.doi.org/10.1115/detc1992-0200.
Full textFinnegan, Shane Leslie, Craig Meskell, and Samir Ziada. "The Effect of Sound Pressure on the Aeroacoustic Sources Around Two Ducted Tandem Cylinders." In ASME 2010 3rd Joint US-European Fluids Engineering Summer Meeting collocated with 8th International Conference on Nanochannels, Microchannels, and Minichannels. ASMEDC, 2010. http://dx.doi.org/10.1115/fedsm-icnmm2010-30271.
Full textFan, Chen-Chao, Jhe-Wei Syu, Min-Chun Pan, and Wen-Chang Tsao. "Study of Start-Up Vibration Response for Oil Whip and Dry Whip Through Hilbert Huang Transform." In ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-48818.
Full textOakes, William C., Patrick B. Lawless, and Sanford Fleeter. "Instability Pathology of a High Speed Centrifugal Compressor." In ASME 1999 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/99-gt-415.
Full textScholte Mendoza, Paola, Steven Bott, and Yvan Hubert. "Shear-Wave Ultrasonic Crack Inspection Tool Performance for Cracks Associated With Metal Loss." In 2016 11th International Pipeline Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/ipc2016-64429.
Full textSkvorcova, Olga, Anna Stavicka, and Indra Odiņa. "Subjective Well-Being of International Students in Latvian Higher Education Institutions." In 78th International Scientific Conference of University of Latvia. University of Latvia, 2020. http://dx.doi.org/10.22364/htqe.2020.18.
Full textChen, Liu, Cao Yipeng, Sun Wenjian, Zhang Wenping, Ming Pingjian, and Lin Guang. "Study on the Simulation Method of Compressor Aerodynamic Noise Based on CFD and IBEM." In ASME 2016 Internal Combustion Engine Division Fall Technical Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/icef2016-9420.
Full textTorres, Luis, Geoff Vignal, Kaitlyn Korol, Jeffrey Sutherland, and Stephan Tappert. "Detection of Crack-Related Features Within Dented Pipe Using Electromagnetic Acoustic Transduction (EMAT) Technology." In 2016 11th International Pipeline Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/ipc2016-64216.
Full textRen, Bo, Jerry Jensen, Larry Lake, Ian Duncan, and Frank Male. "Analysis of Vertical Permeability and Its Influence on CO2 EOR and Storage in a Carbonate Reservoir." In SPE Annual Technical Conference and Exhibition. SPE, 2021. http://dx.doi.org/10.2118/205995-ms.
Full textReports on the topic "Coincident indicators"
Stock, James, and Mark Watson. A Probability Model of The Coincident Economic Indicators. Cambridge, MA: National Bureau of Economic Research, November 1988. http://dx.doi.org/10.3386/w2772.
Full textFinancial Stability Report - Second Semester of 2020. Banco de la República de Colombia, March 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2020.
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