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Nowcasting German Turning Points Using CUSUM Analysis

Kevin Kovacs, Bryan Boulier and Herman Stekler
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Kevin Kovacs: The George Washington University

No 2016-014, Working Papers from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting

Abstract: Heilemann and Schnorr-Backer (2016) presented a record of real-time announcements relating to the German economy. They assigned binary values to the information of each release. This paper shows that by applying CUSUM procedures to these binary values it is possible to identify the German recessions of 2008-9 and 2012 in pseudo real-time.

Pages: 18 pages
Date: 2016-12
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https://www2.gwu.edu/~forcpgm/2016-014.pdf First version, 2016 (application/pdf)

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