Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Year of publication: |
July 2017
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Authors: | Clements, Michael P. ; Galvão, Ana Beatriz C. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 389-406
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Subject: | Economic indicators | Macro announcements | Stock returns | Survey forecasts | Prognoseverfahren | Forecasting model | USA | United States | Ankündigungseffekt | Announcement effect | Wirtschaftsindikator | Economic indicator | Nationaleinkommen | National income | Wirtschaftsprognose | Economic forecast | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Prognose | Forecast | Frühindikator | Leading indicator |
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