预测欧洲就业:调查结果有用吗?

Q3 Economics, Econometrics and Finance

Journal of Business Cycle Research Pub Date : 2013-10-08 DOI:10.2139/ssrn.2337564

R. Lehmann, A. Weyh

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引用次数: 33

摘要

在本文中，我们评估了15个欧洲国家的就业预期对就业增长的预测绩效。我们的数据涵盖了从1998年第一季度到2014年第四季度。通过样本内分析和伪样本外练习，我们发现，对于大多数考虑的欧洲国家，基于调查的指标模型优于常见的基准模型。因此，它是生成更准确就业预测的有力工具。我们观察到最好的结果是一个季度的预测，这是调查问题的主要目的。然而，在一些国家，就业预期也适用于较长的预测期限。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Forecasting Employment in Europe: Are Survey Results Helpful?

In this paper we evaluate the forecasting performance of employment expectations for employment growth in 15 European states. Our data cover the period from the first quarter 1998 to the fourth quarter 2014. With in-sample analyses and pseudo out-of-sample exercises, we find that for most of the European states considered, the survey-based indicator model outperforms common benchmark models. It is therefore a powerful tool for generating more accurate employment forecasts. We observe the best results for one quarter ahead predictions that are primarily the aim of the survey question. However, employment expectations also work well for longer forecast horizons in some countries.

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来源期刊

Journal of Business Cycle Research Economics, Econometrics and Finance-Finance

CiteScore

1.50

自引率

0.00%

发文量

期刊介绍： The Journal of Business Cycle Research promotes the exchange of knowledge and information on theoretical and empirical aspects of economic fluctuations. The range of topics encompasses the methods, analysis, measurement, modeling, monitoring, or forecasting of cyclical fluctuations including but not limited to: business cycles, financial cycles, credit cycles, price fluctuations, sectoral cycles, regional business cycles, international business cycles, the coordination and interaction of cycles, their implications for macroeconomic policy coordination, fiscal federalism and optimal currency areas, or the conduct of monetary policy; as well as statistical approaches to the development of short-term economic statistics and indicators; business tendency, investment, and consumer surveys; use of survey data or cyclical indicators for business cycle analysis. The journal targets both theoretical and applied economists and econometricians in academic research on economic fluctuations, as well as researchers in central banks and other institutions engaged in economic forecasting and empirical modeling. The Journal of Business Cycle Research is the successor to the OECD Journal: Journal of Business Cycle Measurement and Analysis which was published by the OECD and CIRET from 2004 to 2015. Cited as: J Bus Cycle Res