Estimating and Forecasting Production and Orders in Manufacturing Industry from Business Survey Data: Evidence from Switzerland, 1990-2003

Article OPEN
Richard Etter; Michael Graff;
(2003)
  • Journal: Swiss Journal of Economics and Statistics,volume 139,issue IV December,pages507-533
  • Subject: Coincident and leading indicators; forecasting; manufacturing industry
    • jel: jel:E37

A fundamental issue for policy-oriented business cycle research is access to leading - or at least coincident - and reliable indicators of economic activity in manufacturing industry. Therefore, we analyse how the quickly disposable, qualitative information of the busin... View more
  • References (18)
    18 references, page 1 of 2

    A M STA D, MARLENE (2000), Konjunkturelle Wendepunkte: Datierung und Prognose - Chronologie unterschiedlicher Wendepunkttypen und Entwicklung eines Frühwarnsystems mittels Markov-Switching-Modellierung von Schweizer Unternehmensumfragedaten, Dissertation an der Universität St. Gallen, St. Gallen.

    BERGSTRÖM, Reinhold (1995), "The Relationship between Manufacturing Production and Different Business Survey Series in Sweden 1968-1992", International Journal of Forecasting, 11, p. 379-393.

    BROWN, R.L., J. DURBIN and J.M. EVANS (1975), "Techniques for Testing the Constancy of Regression Relationships over Time", Journal of the Royal Statistical Society, Series B, 37, p. 149-192.

    BRY, GERHARD and CHARLOTTE BOSCHAN (1971), "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs", NBER Technical Paper, 20, New York.

    BURNS, ARTHUR F. and WESLEY C. MITCHELL (1946), "Measuring Business Cycles", National Bureau of Economic Research, New York.

    DASGUPTA, SUSMITA and KAJAL LAHIRI (1992), "A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data", Journal of Business & Economic Statistics, 10, p. 391-400.

    ETTER, RICHARD and MICHAEL GRAFF (2001), Untersuchung des Zusammenhangs zwischen der PAUL-Statistik des BFS und den Konjunkturtestdaten der KOF in den Bereichen Industrie und Bauhauptgewerbe (1990-2000), KOF, Zurich.

    ETTER, RICHARD and MICHAEL GRAFF (2002), "Estimating and Forecasting Production and Orders in Manufacturing Industry from Business Survey Data: Evidence from Switzerland, 1990-2000", KOF Working Paper, 66, ETH Zurich, August (www.kof.ethz.ch/pdf/wp_66.pdf).

    ETTER, RICHARD (1985), "Die Unternehmensbefragungen als Analyse- und Prognoseinstrument der schweizerischen Konjunktur, Konjunktur, 30 Jahre Konjunkturtest", KOF/ETH Sonderbericht, 165, Zurich.

    FRITSCHE, ULRICH (1999), "Vorlaufeigenschaften von Ifo-Indikatoren für Westdeutschland", DIW Discussion Papers, 179, Berlin.

  • Metrics
Share - Bookmark