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Monthly recession predictions in real time: A density forecast approach for German industrial production

机译：实时月度经济衰退预测：德国工业生产的密度预测方法

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摘要

In this paper we present a methodology which can help to improve the assessment of the current economic situation. We propose an approach which combines multivariate single equations to forecast the monthly growth rate of industrial production with a density forecast. This allows to estimate the current recession probability. In the analysis the focus is on the real-time problem, i.e. the fact that the reference series (industrial production) as well as important indicators are not available on a timely basis and are often revised substantially over an extended period. For this reason the whole analysis is carried out under real-time conditions. Indeed the forecast of the recession probabilities allows to identify the recession well before it can be seen in the official data. This result is encouraging. But there is still a substantial need for further research.
机译：在本文中，我们提出一种可以帮助改进对当前经济形势的评估的方法。我们提出了一种方法，该方法结合了多元单一方程式以密度预测来预测工业生产的月增长率。这允许估计当前的衰退概率。在分析中，重点放在实时问题上，即参考序列（工业生产）以及重要指标不及时可用，并且经常在相当长的时间内进行大量修订。因此，整个分析是在实时条件下进行的。的确，对衰退概率的预测可以在官方数据中看到衰退之前就对其进行识别。这一结果令人鼓舞。但是仍然有大量的进一步研究的需求。

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