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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions …
Persistent link: https://www.econbiz.de/10011298898
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Real-time information content of macroeconomic data and uncertainty : an application to the Euro area
Glass, Katharina; Fritsche, Ulrich - 2014
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions …, covering the period of January 1991 until March 2014. The information content or informativeness of revision is measured using …
Persistent link: https://www.econbiz.de/10010425751
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Quantifying the Effect of Information and Ability Spillovers on Analyst Earnings Forecast Accuracy
Neururer, Thaddeus - 2020
We estimate the effect of information and ability spillovers on sell-side analysts' quarterly EPS forecast accuracy …
Persistent link: https://www.econbiz.de/10012854680
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The effect of information on voting behaviour
Nordin, Mattias - 2009
This paper investigates how information affect voting behaviour. There exist a large literature suggesting that … voters can not make up for their lack of information using shortcuts. Furthermore, the errors uninformed voters make do not … techniques. -- Voting behavior ; Citizen candidates ; Information ; Cues …
Persistent link: https://www.econbiz.de/10003879443
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Fiscal austerity in ambiguous times
Ferrière, Axelle; Karantounias, Anastasios G. - 2016
How should public debt be managed when uncertainty about the business cycle is widespread and debt levels are high, as in the aftermath of the last financial crisis? This paper analyzes optimal fiscal policy with ambiguity aversion and endogenous government spending. We show that, without...
Persistent link: https://www.econbiz.de/10011446558
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Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
Dionne, Georges - 2006
We examine the portfolio-choice puzzle posed by Canner, Mankiw, and Weil (1997). The idea is to test a conclusion reached by Elton and Gruber (2000), stating that a bonds/stocks ratio which decreases in relation to risk tolerance does not necessarily mean a contradiction of modern...
Persistent link: https://www.econbiz.de/10012732728
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Fiscal Austerity in Ambiguous Times
Ferriere, Axelle - 2018
This paper analyzes optimal fiscal policy with ambiguity aversion and endogenous government spending. We show that, without ambiguity, optimal surplus-to-output ratios are acyclical and that there is no rationale for either reduction or further accumulation of public debt. In contrast, ambiguity...
Persistent link: https://www.econbiz.de/10012936338
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Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data
Chen, Richard - 2017
by exploiting edge effects, information aggregation of local estimates and high-frequency asymptotic approximation. The …
Persistent link: https://www.econbiz.de/10012970519
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Fickle Capital Flows and Retrenchment : Evidence From Bilateral Banking Data
Wang, Yabin - 2020
characteristics and crises. Our analysis suggests that most of the current theories, based on either information asymmetries between …
Persistent link: https://www.econbiz.de/10012852252
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Fiscal Austerity in Ambiguous Times
Ferriere, Axelle - 2020
This paper analyzes optimal fiscal policy with ambiguity aversion and endogenous government spending. We show that, without ambiguity, optimal surplus-to-output ratios are acyclical and that there is no rationale for either reduction or further accumulation of public debt. In contrast, ambiguity...
Persistent link: https://www.econbiz.de/10012855601