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nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …
Persistent link: https://www.econbiz.de/10012425562
Asset prices are a valuable source of information about financial market participants.expectations about key macroeconomic variables. However, the presence of time-varying risk premia requires an adjustment of market prices to obtain the market's rational assessment of future price and policy...
Persistent link: https://www.econbiz.de/10012658011
usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …
Persistent link: https://www.econbiz.de/10012214193
usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …
Persistent link: https://www.econbiz.de/10012213172
Persistent link: https://www.econbiz.de/10012221159
Persistent link: https://www.econbiz.de/10012660819
Persistent link: https://www.econbiz.de/10012794858
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Persistent link: https://www.econbiz.de/10012613628
Asset prices are a valuable source of information about financial market participants.expectations about key macroeconomic variables. However, the presence of time-varying risk premia requires an adjustment of market prices to obtain the market’s rational assessment of future price and policy...
Persistent link: https://www.econbiz.de/10012622575