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Nowcasting : the real-time informational content of macroeconomic data
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - In: Journal of monetary economics 55 (2008) 4, pp. 665-676
Persistent link: https://www.econbiz.de/10003764349
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The Financial and Macroeconomic Effects of OMT Announcements
Altavilla, Carlo - 2014
government bond yields by about 2 percentage points, while leaving unchanged the bond yields of the same maturity in Germany and … France, Germany, Italy, and Spain. The scenario analysis suggests that the reduction in bond yields due to OMT announcements … spillovers in France and Germany …
Persistent link: https://www.econbiz.de/10013051170
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Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Giannone, Domenico; Reichlin, Lucrezia; Small, David H. - 2006
This paper formalizes the process of updating the nowcast and forecast on output and inflation as new releases of data become available. The marginal contribution of a particular release for the value of the signal and its precision is evaluated by computing "news" on the basis of an evolving...
Persistent link: https://www.econbiz.de/10011604679