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http://hdl.handle.net/2445/187583
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DC Field | Value | Language |
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dc.contributor.author | Chuliá Soler, Helena | - |
dc.contributor.author | Garrón, Ignacio | - |
dc.contributor.author | Uribe Gil, Jorge Mario | - |
dc.date.accessioned | 2022-07-12T09:56:05Z | - |
dc.date.available | 2022-07-12T09:56:05Z | - |
dc.date.issued | 2022 | - |
dc.identifier.uri | http://hdl.handle.net/2445/187583 | - |
dc.description.abstract | Using a high-frequency framework, we show that the Auroba-Diebold-Scotti (ADS) daily business conditions index significantly increases the accuracy of U.S. unemployment nowcasts in real-time. This is of particular relevance in times of recession, such as the Global Financial Crisis and the Covid-19 pandemic, when the unemployment rate is prone to rise steeply. Based on our results, the ADS index presents itself as a better predictor than the financial indicators widely used by the literature and central banks, including both interest and credit spreads and the VXO. | ca |
dc.format.extent | 20 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa | ca |
dc.relation.isformatof | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2022/202211.pdf | - |
dc.relation.ispartof | IREA – Working Papers, 2022, IR22/11 | - |
dc.relation.ispartofseries | [WP E-IR22/11] | ca |
dc.rights | cc-by-nc-nd, (c) Chuliá Soler et al., 2022 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) | - |
dc.subject.classification | Anàlisi de regressió | - |
dc.subject.classification | Mostreig (Estadística) | - |
dc.subject.classification | Unemployment | - |
dc.subject.other | Regression analysis | - |
dc.subject.other | Sampling (Statistics) | - |
dc.subject.other | Atur | - |
dc.title | Monitoring daily unemployment at risk | ca |
dc.type | info:eu-repo/semantics/workingPaper | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) |
Files in This Item:
File | Description | Size | Format | |
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IR22_011_Chulia+Garron+Uribe.pdf | 2.1 MB | Adobe PDF | View/Open |
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