scholarly journals Business cycle dating and forecasting with real-time Swiss GDP data

2019 ◽  
Vol 58 (1) ◽  
pp. 73-105 ◽  
Author(s):  
Christian Glocker ◽  
Philipp Wegmueller
Keyword(s):  
Business Cycle ◽  
Real Time ◽  
Business Cycle Dating

scholarly journals Anticipating business-cycle turning points in real time using density forecasts from a VAR

2016 ◽  
Vol 47 ◽  
pp. 166-187 ◽  
Author(s):  
Sven Schreiber ◽  
Natalia Soldatenkova
Keyword(s):  
Business Cycle ◽  
Real Time ◽  
Turning Points ◽  
Density Forecasts

scholarly journals Industrial Electricity Usage and Stock Returns

2017 ◽  
Vol 52 (1) ◽  
pp. 37-69 ◽  
Author(s):  
Zhi Da ◽  
Dayong Huang ◽  
Hayong Yun
Keyword(s):  
Growth Rate ◽  
Asset Pricing ◽  
Business Cycle ◽  
Stock Returns ◽  
Real Time ◽  
Risk Premium ◽  
Output Gap ◽  
Financial Variables ◽  
The Future ◽  
The Business Cycle

The growth rate of industrial electricity usage predicts future stock returns up to 1 year with an R2 of 9%. High industrial electricity usage today predicts low stock returns in the future, consistent with a countercyclical risk premium. Industrial electricity usage tracks the output of the most cyclical sectors. Our findings bridge a gap between the asset pricing literature and the business cycle literature, which uses industrial electricity usage to gauge production and output in real time. Industrial electricity growth compares favorably with traditional financial variables, and it outperforms Cooper and Priestley’s output gap measure in real time.

Real?Time Risk Pricing Over the Business Cycle: Some Evidence for the UK

2006 ◽  
Vol 33 (1-2) ◽  
pp. 263-283 ◽  
Author(s):  
Kevin P. Evans ◽  
Alan E. H. Speight
Keyword(s):  
Business Cycle ◽  
Real Time ◽  
Risk Pricing ◽  
The Business Cycle ◽  
The Uk

scholarly journals Identifying Business Cycle Turning Points in Real Time

2003 ◽  
Author(s):  
Marcelle Chauvet ◽  
Jeremy M. Piger
Keyword(s):  
Business Cycle ◽  
Real Time ◽  
Turning Points

Two Flaws in Business Cycle Dating

2006 ◽  
Author(s):  
Lawrence J. Christiano ◽  
Joshua Mark Davis
Keyword(s):  
Business Cycle ◽  
Business Cycle Dating
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