Estimating and forecasting production and orders in manufacturing industry from business survey data: Evidence from Switzerland 1990-2003

Etter, R. and Graff, M. (2003) Estimating and forecasting production and orders in manufacturing industry from business survey data: Evidence from Switzerland 1990-2003. Swiss Journal of Economics and Statistics, IV 3: 507-533.

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Author Etter, R.
Graff, M.
Title Estimating and forecasting production and orders in manufacturing industry from business survey data: Evidence from Switzerland 1990-2003
Journal name Swiss Journal of Economics and Statistics   Check publisher's open access policy
ISSN 0303-9692
Publication date 2003
Sub-type Article (original research)
Open Access Status File (Publisher version)
Volume IV
Issue 3
Start page 507
End page 533
Total pages 27
Editor Klaus Neusser
Place of publication Bern, Switzerland
Publisher Peter Lang AG
Collection year 2016
Language eng
Abstract 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 business tendency survey conducted by the Swiss Institute for Business Cycle Research (KOF) is related to the official production and order statistics of Switzerland. Pairs of high cross-correlations were selected for further analyses (Granger causality, pattern of turning points). In the next step, the remaining variables are used as predictors of the official statistics in a bivariate and multivariate approach. The results show a very high and stable relationship between the two data-sets particularly for nowcasts and - though to a somewhat lesser degree - for short term prognostics.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collections: Faculty of Business, Economics and Law -- Publications
Excellence in Research Australia (ERA) - Collection
 
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