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Policy news and stock market volatility

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Kost, Kyle - 2019

Persistent link: https://www.econbiz.de/10012026867

Policy news and stock market volatility

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Kost, … - 2019

Persistent link: https://www.econbiz.de/10012014806

Measuring economic policy uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J. - In: The quarterly journal of economics 131 (2016) 4, pp. 1593-1636

Persistent link: https://www.econbiz.de/10011710092

The micro dynamics of macro announcements

Mittnik, Stefan; Robinzonov, Nikolay; Wohlrabe, Klaus - 2013

response analysis. Second, we examine the announcements effects on market volatility in a more detailed fashion by … adequately analyze both conditional mean and volatility effects. …

Persistent link: https://www.econbiz.de/10010190208

Economic uncertainty before and during the COVID-19 pandemic

Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020

pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic … greatly-from an 80 percent rise (relative to January 2020) in two-year implied volatility on the S&P 500 to a 20-fold rise in … forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose rapidly from late February and …

Persistent link: https://www.econbiz.de/10012251406

Economic uncertainty before and during the Covid-19 pandemic

Altig, Dave; Baker, Scott; Barrero, Jose Maria; Bloom, … - 2020

Persistent link: https://www.econbiz.de/10012542180

Forecasting with many predictors - Is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

This paper evaluates the forecast performance of boosting, a variable selection device, and compares it with the forecast combination schemes and dynamic factor models presented in Stock and Watson (2006). Using the same data set and comparison methodology, we find that boosting is a serious...

Persistent link: https://www.econbiz.de/10010427583

Forecasting with many predictors : is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - In: Economics letters 113 (2011) 1, pp. 16-18

Persistent link: https://www.econbiz.de/10009303207

Forecasting with many predictors : is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

Persistent link: https://www.econbiz.de/10008757436

Beyond the Business Climate: Regular and Supplementary Questions in the ifo Business Survey

Demmelhuber, Katrin; Sauer, Stefan; Wohlrabe, Klaus - 2022

In the monthly ifo Business Survey around 9,000 German companies answer questions about their current business situation, expectations and plans for the near future as well as on other business variables. This paper provides an overview of all regular questions (monthly, quarterly, bi-annually,...

Persistent link: https://www.econbiz.de/10013266631