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Forecasting and stress testing with quantile vector autoregression (replicati...
Replication materials for "Forecasting and stress testing with quantile vector autoregression" by S. Chavleishvili and S. Manganelli, Journal of Applied Econometrics, 2023,... -
The Federal Reserve’s output gap: The unreliability of real-time reliability ...
Data Set and Online Appendix for: Josefine Quast and Maik H. Wolters, "The Federal Reserve’s Output Gap: The Unreliability of Real-Time Reliability Tests", Journal of Applied... -
A direct measure of subjective business uncertainty
We present an uncertainty measure that is based on a business survey in which uncertainty is captured directly by a qualitative question on subjective uncertainty regarding... -
(Since When) Are East and West German Business Cycles Synchronised? - replica...
We analyze whether, and since when, East and West German business cycles are synchronised. We investigate real GDP, unemployment rates and survey data as business cycle... -
Real and Financial cycles in euro area economies: results from wavelet analys...
Data set and Matlab codes to accompany M. Scharnagl and M. Mandler, "Real and Financial cycles in euro area economies: results from wavelet analysis", Journal of Economics and...
