The real-time predictive content of asset price bubbles for macro forecasts
Year of publication: |
2015
|
---|---|
Authors: | Beckers, Benjamin |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | asset price bubbles | financial stability | leaning-against-the-wind | monetary policy | real-time forecasting | unit root monitoring test |
Series: | DIW Discussion Papers ; 1496 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832563757 [GVK] hdl:10419/114566 [Handle] RePEc:diw:diwwpp:dp1496 [RePEc] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; G12 - Asset Pricing |
Source: |
-
The real-time predictive content of asset price bubbles for macro forecasts
Beckers, Benjamin, (2015)
-
Pierdzioch, Christian, (2014)
-
Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C., (2008)
- More ...
-
Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
Beckers, Benjamin, (2015)
-
Forecasting the Risk of Speculative Assets by Means of Copula Distributions
Beckers, Benjamin, (2013)
-
The real-time predictive content of asset price bubbles for macro forecasts
Beckers, Benjamin, (2015)
- More ...