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Are daily financial data useful for forecasting GDP? Evidence from Mexico
Gomez-Zamudio, Luis M.; Ibarra-Ramírez, Raúl - 2017
, we explore the ability of the MIDAS model to provide forecast updates for GDP growth (nowcasting). … quarterly GDP for Mexico. In particular, the mixed data sampling (MIDAS) regression model is employed to incorporate both … suggest that the MIDAS model that incorporates daily financial data lead to improvements for quarterly forecasts of GDP growth …
Persistent link: https://www.econbiz.de/10011788964
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Shared-appreciation mortgages and uninsurable idiosyncratic shocks
Cóndor, Richard - 2020
Shared-appreciation mortgage (SAM) contracts, which display payments indexed to a local house price, have been proposed as an alternative to alleviate the costs of recessions. Using a heterogeneous agent model with two types of agents (Borrowers and Savers), uninsurable idiosyncratic income...
Persistent link: https://www.econbiz.de/10012616404
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Financial variables and macroeconomic forecast errors
Barnes, Michelle L.; Olivei, Giovanni P. - 2017
errors for real Gross Domestic Product (GDP) growth, the unemployment rate, and Consumer Price Index (CPI) inflation for …
Persistent link: https://www.econbiz.de/10012059591
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Assessing central bank commitment to inflation targeting: Evidence from financial market expectations in India
Garga, Vaishali; Lakdawala, Aeimit; Sengupta, Rajeswari - 2022
We propose a novel framework to gauge the credibility of central banks' commitment to an inflation-targeting regime. Our framework combines survey data on macroeconomic forecasts with high-frequency financial market data to understand how inflation targeting makes economic agents change their...
Persistent link: https://www.econbiz.de/10014442954
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Nowcasting del PIB de México usando modelos de factores y ecuaciones puente
Gálvez-Soriano, Oscar de Jésus - 2018
This paper evaluates five Nowcasting models that forecast Mexico's quarterly GDP: a Dynamic Factor Model (MFD), two …
Persistent link: https://www.econbiz.de/10012057066
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Tracking India Growth in Real Time.
Bhattacharya, Rudrani; Pandey, Radhika; Veronese, Giovanni - 2011
approaches to the short term forecasting (nowcasting) of real GDP growth in India and evaluates methods to optimally gauge the …Tracking growth in the Indian economy would be best performed using a measure like GDP. Unfortunately official … GDP growth. This result follows from the actual estimation technique used to construct the official quarterly national …
Persistent link: https://www.econbiz.de/10009209672
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Do bankruptcy protection levels affect households' demand for stocks?
Dal Borgo, Mariela - 2021
This paper examines empirically the effect of the level of personal bankruptcy protection in the US on households' demand for financial assets. A Chapter 7 bankruptcy allows protecting the home equity up to a certain limit or "exemption". Previous literature shows that such exemption biases...
Persistent link: https://www.econbiz.de/10012616416
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Do Bankruptcy Protection Levels Affect Households' Demand for Stocks?
Dal Borgo, Mariela - 2020
To gain understanding on the role of institutional factors on households' demand for risky financial assets, this paper examines empirically the impact of the level of personal bankruptcy provisions in the US. Chapter 7 allows protecting the home equity in bankruptcy up to a certain limit or...
Persistent link: https://www.econbiz.de/10012856296
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Sincronización entre los cicles económicos de México y Estados Unidos: Nuevos resultados con base en el análisis de los indices coincidentes regionales de México
Delajara, Marcelo - 2012
In this paper we analyze the synchronization between the business cycles of US and Mexican regions. Regional economic activity in Mexico is measured using regional coincident indexes recently developed at Banco de México, while US aggregate economic activity is measured with the national...
Persistent link: https://www.econbiz.de/10010322545
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A note on the predictive content of PPI over CPI inflation: The case of Mexico
Sidaoui, José; Capistrán, Carlos; Chiquiar, Daniel; … - 2009
This note studies the causal relationship that may exist between the producer price index (PPI) and the consumer price index (CPI). In contrast with previous international studies, the results suggest that, in the case of Mexico, information on the PPI seems to be useful to improve forecasts of...
Persistent link: https://www.econbiz.de/10010322560