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A daily fever curve for the Swiss economy

Auteur(s)
Kaufmann, Daniel 
Institut de recherches économiques 
Burri, Marc 
Institut de recherches économiques 
Date de parution
2020-7-9
In
Swiss Journal of Economics and Statistics
Vol.
6
No
156
De la page
1
A la page
11
Revu par les pairs
1
Mots-clés
  • Covid-19
  • composite leading indicator
  • financial market data
  • news sentiment
  • Switzerland
  • Covid-19

  • composite leading ind...

  • financial market data...

  • news sentiment

  • Switzerland

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.
Identifiants
https://libra.unine.ch/handle/123456789/28545
_
10.1186/s41937-020-00051-z
Autre version
https://sjes.springeropen.com/articles/10.1186/s41937-020-00051-z
Type de publication
journal article
Dossier(s) à télécharger
 main article: 2020-08-26_2768_5668.pdf (2.08 MB)
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