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author = "Döpke, Jörg"

Found 67 documents, displaying page 1 of 7

The "Employment Intensity" of Growth in Europe

Author(s) : Döpke, Jörg
Description : The paper elaborates on the employment intensity of growth. Previous evidence regarding this question is surveyed. Empirical results concerning Europe and selected other industrial countries reveal that the cyclical link between unemployment and growth is still stable in the nineties. However, the r...
Repository : EconStor
Language(s) : English

Macroeconomic Forecasts and the Nature of Economic Shocks in Germany

Author(s) : Döpke, Jörg
Description : The paper investigates the sources of macroeconomic forecast errors in Germany. The predictions of the so-called "six leading" research institutes are analyzed. The forecast errors are discussed within an aggregate demand/supply scheme. Structural Vector Autoregressive Models are estimated to identi...
Repository : EconStor
Language(s) : English

Real-time data and business cycle analysis in Germany

Author(s) : Döpke, Jörg
Description : This paper examines the consequences of using "real-time" data for business cycle analysis in Germany based on a novel data set covering quarterly real output data from 1968 to 2001. Real-time output gaps are calculated. They differ considerably from their counterparts based on the most recent data....
Repository : EconStor
Language(s) : English

Leading indicators for Euroland's business cycle

Author(s) : Döpke, Jörg
Description : The paper investigates a set of possible leading indicators for Euroland's business cycle using aggregated quarterly data. The theoretical plausibility, the behavior at business cycle turning points and the mean leads are analyzed. Furthermore, evidence from cross-correlations and Granger-causality ...
Repository : EconStor
Language(s) : English

Predicting Germany's recessions with leading indicators: Evidence from probit models

Author(s) : Döpke, Jörg
Description : Probit models are employed to evaluate leading indicators for Germany's recessions. The predictive power of leading indicators is found to be lower than assumed in previous studies. Although, monetary variables provide the best predictive power for recessions, survey data and order inflows show a la...
Repository : EconStor
Language(s) : English

Stylized facts of Euroland's business cycle

Author(s) : Döpke, Jörg
Description : The paper presents some stylized facts of Euroland's business cycle using aggregated data. The main results are: The determination of turning points in Euroland's business cycle is not very sensitive to the detrending method used, although the level of the recent output gap depends on it. Investment...
Repository : EconStor
Language(s) : English

Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods

Description : The paper discusses some widely used methods for estimating output gaps based on aggregated data for the eurozone. Though these methods exhibit some common features, an empirical comparison demonstrates that the various techniques differ substantially. In particular, the correlation of output gaps c...
Repository : EconStor
Language(s) : English

Politics and the Stock Market : Evidence from Germany

Description : We analyze the interaction of stock market movements and politics in Germany. In contrast to the empirical evidence available for the U.S., we do not find that German stock market returns tend to be higher during liberal than during conservative governments. Also in contrast to results for the U.S.,...
Repository : EconStor
Language(s) : English

Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle

Description : This paper elaborates on the relative importance of sectoral shocks for real economic activity in Germany. Implications of multisectoral real business cycle models are examined by resorting to testing techniques based on stock market returns. The empirical evidence is obtained by calculating cross-c...
Repository : EconStor
Language(s) : English

Found 67 documents, displaying page 1 of 7