Browsing ODA Open Digital Archive by Author "Schröder, Michael"
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Comparing sentiment and behavioral based leading indexes for industrial production in Germany: A novel running local test
Seip, Knut Lehre; Schröder, Michael; Yunus, Yilmaz (Working Paper;7/2017, Working paper, 2017) -
Comparing sentiment- and behavioral-based leading indexes for industrial production:When does each fail?
Seip, Knut Lehre; Yilmaz, Yunus; Schröder, Michael (Economies; Volume 7 / Issue 4, Journal article; Peer reviewed, 2019)We apply a relatively novel leading–lagging (LL) method to four leading and one lagging indexes for industrial production (IP) in Germany. We obtain three sets of results. First, we show that the sentiment-based ifo index ...