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A daily fever curve for the Swiss economy
Résumé 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.
   
Mots-clés Covid-19, Leading indicator, Financial market data, News sentiment, Forecasting, Switzerland
   
Citation Burri, M. (2020). A daily fever curve for the Swiss economy. Swiss Journal of Economics and Statistics, 156(6), 1-11.
   
Type Article de périodique (Anglais)
Date de publication 9-7-2020
Nom du périodique Swiss Journal of Economics and Statistics
Volume 156
Numéro 6
Pages 1-11
URL https://sjes.springeropen.com/articles/10.1186/s41937-020...