Showing 1 - 10 of 1,882
This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed …, these low frequency measures appear anachronistic in the modern era of higher frequency and real-time data. I demonstrate …
Persistent link: https://www.econbiz.de/10009647210
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...
Persistent link: https://www.econbiz.de/10009647399
frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many … previously unexploited monthly and real-time measures of inflation expectations. These higher frequency measures tend to …
Persistent link: https://www.econbiz.de/10009647457
are low frequency measures that are anachronistic in the modern era of high frequency and real-time data. I present a … collection of 37 different measures of inflation expectations, including many previously unexploited monthly and real-time …
Persistent link: https://www.econbiz.de/10009650037
In the paper model of macroeconomic turnover and its possibilities for investments modelling are shown. The model consists from four blocks: in the first the theoretical model is described. In the second the model is reflected in accordance with the requirements of system dynamics method, there...
Persistent link: https://www.econbiz.de/10008753069
In Albers & Albers (Spring, 2013) we demonstrated that the historic development of U.S. real GNP, 1869-present, may be structured in recurring 14-year periods. A steady-state rate of growth of 3.4969% is thereby calculated, generating an increase in real GNP proportional to the famous “Golden...
Persistent link: https://www.econbiz.de/10011260122
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...
Persistent link: https://www.econbiz.de/10009647230
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10005619887
nonlinear dynamic economic system for the first time, and presents an original research on the Ledenyov theory on the … Ledenyov theory on the information money fields of the cyclic oscillations of economic variables in the nonlinear dynamic …
Persistent link: https://www.econbiz.de/10011251895
nonlinear dynamic economic system for the first time, and presents an original research on the Ledenyov theory on the … Ledenyov theory on the information money fields of the cyclic oscillations of economic variables in the nonlinear dynamic …
Persistent link: https://www.econbiz.de/10011251900