Sökning: "Elina Hahn"

Hittade 1 uppsats innehållade orden Elina Hahn.

  1. 1. Replication, development and evaluation of a GDP indicator for the Swedish business cycle. Can the framework of ECB’s indicator ALI be used to create an indicator for the Swedish business cycle?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elina Svensson; [2014]
    Nyckelord :leading indicator; index; Principal Component Analysis; data-driven; turning point; filter; bias; efficiency; accuracy; Business and Economics;

    Sammanfattning : This study shows that the framework used to construct the successful Euro Area Leading Indicator (ALI), developed by de Bondt and Hahn on behalf of the European Central Bank, can successfully be applied to the Swedish business cycle. The ALI type indicator constructed in this study is a weighted index of nine macroeconomic series and accurately predicts the Swedish business cycle by three months (or longer). LÄS MER