Simon Junker
German Institute for Economic Research
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Archive | 2014
Paul Viefers; Ferdinand Fichtner; Simon Junker; Maximilian Podstawski
This paper presents a revised version of the DIW Economic Barometer, the business cycle index of the German Institute for Economic Research (DIW Berlin). As in earlier versions, we put forward a factor model on a monthly frequency to filter the latent state of the aggregate economy. In the new version, the resulting business cycle factor is based on more than 300 variables. The main methodological changes relate to (i) the estimation procedure, (ii) treatment of publication lags and missings, and (iii) the decomposition of the index into contributions from different sectors of the economy. Alongside several practical advantages, we also document a better historical nowcasting performance of the new index.
DIW Wochenbericht | 2017
Hanne Albig; Marius Clemens; Ferdinand Fichtner; Stefan Gebauer; Simon Junker; Konstantin A. Kholodilin
DIW Economic Bulletin | 2015
Marcel Fratzscher; Simon Junker
DIW Economic Bulletin | 2015
Heike Belitz; Simon Junker; Maximilian Podstawski; Alexander Schiersch
DIW-Wochenbericht | 2015
Marcel Fratzscher; Simon Junker
DIW Economic Bulletin | 2015
Ferdinand Fichtner; Guido Baldi; Franziska Bremus; Karl Brenke; Christian Dreger; Hella Engerer; Christoph Große Steffen; Simon Junker; Claus Michelsen; Katharina Pijnenburg; Maximilian Podstawski; Malte Rieth; Kristina van Deuverden; Aleksandar Zaklan
DIW Wochenbericht | 2012
Ferdinand Fichtner; Simon Junker; Carsten Schwäbe
DIW Wochenbericht | 2012
Ferdinand Fichtner; Simon Junker; Kerstin Bernoth; Christian Dreger; Christoph Große Steffen; Martin Gornig; Hendrik Hagedorn; Beate R. Jochimsen; Katharina Pijnenburg
DIW Wochenbericht | 2018
Ferdinand Fichtner; Guido Baldi; Karl Brenke; Christian Breuer; Marius Clemens; Geraldine Dany-Knedlik; Hella Engerer; Marcel Fratzscher; Stefan Gebauer; Simon Junker; Claus Michelsen; Malte Rieth; Thore Schlaak
DIW-Wochenbericht | 2017
Ferdinand Fichtner; Karl Brenke; Simon Junker; Claus Michelsen; Thore Schlaak; Kristina van Deuverden