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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 one 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., & Kaufmann, D. (2020). A daily fever curve for the Swiss economy. Unpublished Working Paper. Université de Neuchâtel.
   
Type Working paper (Anglais)
Année 2020
Type de travail Working Paper
Département Institut de recherches économiques
Institution Université de Neuchâtel (Neuchâtel)
Nombre de pages 26