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Investor Protection, Aggregate Accounting Earnings and Forecasts of Growth in GDP : International Evidence
Fargher, Neil L. - 2020
This study draws on the investor protection literature to examine differences in a country's information environment that are likely to explain cross country variation in the extent to which macroeconomic forecasters take account of current earnings when forecasting future growth in GDP. Using a...
Persistent link: https://www.econbiz.de/10012828194
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Forecasting GDP Growth Rates Using Google Trends in the United States and Brazil
Bantis, Evripidis; Clements, Michael P.; Urquhart, Andrew - 2021
In this paper we consider the value of Google Trends search data for nowcasting (and forecasting) GDP growth for a developed (U.S.) and emerging-market economy (Brazil). Our focus is on the marginal contribution of "Big Data" in the form of Google Trends data over and above that of traditional...
Persistent link: https://www.econbiz.de/10013222547
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)
Mariano, Roberto S.; Ozmucur, Suleyman - 2020
. The analysis is done through comparison of forecast performance measures (such as mean squared prediction error) and … application of statistical tests of comparative predictive accuracy and tests of forecast encompassing. Results obtained so far … purposes of forecast averaging …
Persistent link: https://www.econbiz.de/10014094788
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Nowcasting GDP through the lens of economic states
Boudt, Kris; De Block, Arno; Langenus, Geert; Reusens, Peter - 2023
Common sense tells that historical data are more informative for the estimation of today's nowcasting models when observed in a similar economic state as today. We operationalise this intuition by proposing a state-based weighted estimation procedure of GDP nowcasting models, in which...
Persistent link: https://www.econbiz.de/10014450791
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Using Sentiment Surveys to Predict GDP Growth and Stock Returns
Guzman, Giselle - 2012
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/10013110732
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Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data
Lyu, Yifei - 2020
To examine whether including economic data on other countries could improve the forecast of U.S. GDP growth, we …-over-quarter annualized rate), whereas the forecast is revised upward to -6.1% (yoy) or 19.1% (qoq) when cross-country data are used. These …
Persistent link: https://www.econbiz.de/10012823435
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Patterns in IMF Growth Forecast Revisions : A Panel Study at Multiple Horizons
Hadzi-Vaskov, Metodij; Ricci, Luca A.; Werner, Alejandro M. - 2022
This paper investigates the performance of the IMF WEO growth forecast revisions across different horizons and country … negative; (ii) on average, growth revisions are in the right direction, becoming progressively more responsive to the forecast … revisions in all country groups; (iv) WEO and Consensus Forecast growth revisions are highly correlated; (v) fall-to-spring WEO …
Persistent link: https://www.econbiz.de/10013300855
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Predicting Above-Median and Below-Median Growth Rates
Hölzl, Alexander - 2015
Multiannual periods of consecutive above-median or below-median growth rates in operating performance, called runs, have a substantial influence on firm valuations. For estimating the probability of an above-median or below-median run and utilizing information efficiently, we employ a stepwise...
Persistent link: https://www.econbiz.de/10013023419
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Growth forecasts and news about monetary policy
Karnaukh, Nina - 2020
We find that 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements are predictable with the pre-FOMC Blue Chip professionals’ revisions in GDP growth forecasts. A positive pre-FOMC GDP growth revision predicts a contractionary policy news shock...
Persistent link: https://www.econbiz.de/10012388387