Business tendency surveys and macroeconomic fluctuations

B-Tier
Journal: International Journal of Forecasting
Year: 2017
Volume: 33
Issue: 4
Pages: 878-893

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the information content of a large sectoral mixed-frequency business tendency survey for Switzerland relative to competing early available monthly information. Using a factor-augmented regression framework, we find that a broad set of dimensions of the survey provides additional information for explaining CPI inflation, employment growth and the output gap. However, the survey contains no additional information for GDP growth. A pseudo out-of-sample forecasting exercise suggests that the survey information is particularly useful for forecasting the medium-term CPI inflation.

Technical Details

RePEc Handle
repec:eee:intfor:v:33:y:2017:i:4:p:878-893
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25