Heiner Mikosch
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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: Differences in mortality in Switzerland by citizenship during the first and second COVID-19 waves: Analysis of death statistics
Differences in mortality in Switzerland by citizenship during the first and second COVID-19 waves: Analysis of death statistics Open
Background Early in the COVID-19 pandemic, it became apparent that members of marginalized populations and immigrants were also at risk of being hospitalized and dying more frequently from COVID-19. To examine how the pandemic affected und…
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: 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: Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data
Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data Open
This paper presents a pseudo real-time out-of-sample forecast exercise for short-term forecasting and nowcasting quarterly Russian GDP growth with mixed-frequency data.We employ a large set of indicators and study their predictive power fo…
View article: Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators
Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators Open
GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help resolve these issues, we examine a range of monthly indicators to forecast quarterly GDP growth in a major emerging eco…