Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/185984 
Year of Publication: 
2011
Citation: 
[Journal:] Swiss Journal of Economics and Statistics [ISSN:] 2235-6282 [Volume:] 147 [Issue:] 3 [Publisher:] Springer [Place:] Heidelberg [Year:] 2011 [Pages:] 353-375
Publisher: 
Springer, Heidelberg
Abstract: 
We investigate whether the KOF Economic Barometer - a leading indicator released by the KOF Swiss Economic Institute - is useful for short-term prediction of quarterly year-on-year real GDP growth in Switzerland. Using a real-time data set consisting of historical vintages of GDP data and the leading indicator we find that the model augemented with the KOF Barometer produces more accurate forecasts of the Swiss GDP than purely autoregressive models and consensus forecasts.
Subjects: 
Leading indicators
forecasting
Switzerland
JEL: 
C53
C22
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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