瑞士经济的每日发烧曲线。

Q1 Mathematics
Marc Burri, Daniel Kaufmann
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引用次数: 9

摘要

由于宏观经济数据的发布有很大的延迟,在快速演变的COVID-19危机期间评估经济的健康状况具有挑战性。我们利用每日公开的金融市场和新闻数据,绘制了瑞士经济的热曲线。该指标可以延迟1天计算。此外,它与宏观经济数据和瑞士经济活动的调查指标高度相关。因此,如果经济健康状况出现恶化,它可以提供及时可靠的警告信号。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

A daily fever curve for the Swiss economy.

A daily fever curve for the Swiss economy.

A daily fever curve for the Swiss economy.

A daily fever curve for the Swiss economy.

Because macroeconomic data is published with a substantial delay, assessing the health of the economy during the rapidly evolving COVID-19 crisis is challenging. We develop a fever curve for the Swiss economy using publicly available daily financial market and news data. The indicator can be computed with a delay of 1 day. Moreover, it is highly correlated with macroeconomic data and survey indicators of Swiss economic activity. Therefore, it provides timely and reliable warning signals if the health of the economy takes a turn for the worse.

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来源期刊
Swiss Journal of Economics and Statistics
Swiss Journal of Economics and Statistics Mathematics-Statistics and Probability
CiteScore
5.20
自引率
0.00%
发文量
18
审稿时长
15 weeks
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