Florian Eckert
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View article: Tracking Economic Activity With Alternative High‐Frequency Data
Tracking Economic Activity With Alternative High‐Frequency Data Open
Monthly macroeconomic series captured the sharp fluctuations during the COVID‐19 pandemic only with a lag. The use of alternative high‐frequency data is promising for crisis periods, but it is difficult to extract relevant business cycle i…
View article: Forecasting Swiss Exports Using Bayesian Forecast Reconciliation
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation Open
This paper conducts an extensive forecasting study on 13,118 time series measuring Swiss goods exports, grouped hierarchically by export destination and product category. We apply existing state of the art methods in forecast reconciliatio…
View article: Firm Bankruptcies and Start-Up Activity in Switzerland During the Corona Crisis
Firm Bankruptcies and Start-Up Activity in Switzerland During the Corona Crisis Open
This paper examines the incidence of firm bankruptcies and start-ups in Switzerland based on unique register data. We propose to assess the frequency of bankruptcies over time using the concept of excess mortality. During the Corona crisis…
View article: Tracking Economic Activity With Alternative High-Frequency Data
Tracking Economic Activity With Alternative High-Frequency Data Open
Most macroeconomic indicators failed to capture the sharp economic fluctuations dur- ing the Corona crisis in a timely manner. Instead, alternative high-frequency data have been used, aiming to monitor the economic situation. However, thes…
View article: Forecasting Swiss exports using Bayesian forecast reconciliation
Forecasting Swiss exports using Bayesian forecast reconciliation Open
This paper proposes a novel forecast reconciliation framework using Bayesian state-space methods.It allows for the joint reconciliation at all forecast horizons and uses predictive distributions rather than past variation of forecast error…
View article: Mobility and sales activity during the Corona crisis: daily indicators for Switzerland
Mobility and sales activity during the Corona crisis: daily indicators for Switzerland Open
This paper documents daily compound indicators on physical mobility and sales activity in Switzerland during the Corona crisis. We report several insights from these indicators: The Swiss population substantially reduced its activities alr…
View article: Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections
Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections Open
This paper uses a Bayesian non-stationary dynamic factor model to extract common trends and cycles from large datasets. An important but neglected feature of Bayesian statistics allows to treat stationary and non-stationary time series equ…
View article: Monitoring trough visits of growing-finishing pigs with UHF-RFID
Monitoring trough visits of growing-finishing pigs with UHF-RFID Open
Automatic monitoring of animal feeding behaviour in commercial farms is desirable as it is an important indicator for the well-being and health of animals. Low-frequency and high-frequency radio frequency identification (RFID) systems have…