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Forecasting Unemployment Rates with International Factors
Pincheira, Pablo M. - 2020
In this paper we study international linkages when forecasting unemployment rates in a sample of 24 OECD economies. We propose a Global Unemployment Factor (GUF) and test its predictive ability considering in-sample and out-of-sample exercises. Our main results indicate that the predictive...
Persistent link: https://www.econbiz.de/10012845239
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Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2015
We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
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Tracking global economic uncertainty : implications for the euro area
Bobasu, Alina; Geis, André; Quaglietti, Lucia; Ricci, … - 2021
This paper sheds light on the impact of global macroeconomic uncertainty on the euro area economy. We build on the methodology proposed by Jurado et al. (2015) and estimate global as well as country-specific measures of economic uncertainty for fifteen key euro area trade partners and the euro...
Persistent link: https://www.econbiz.de/10012503567
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Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012118184
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Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - 2017
We inspect the price volatility before, during, and after financial asset bubbles in order to uncover possible … commonalities and check empirically whether volatility might be used as an indicator or an early warning signal of an unsustainable … volatility increase before a crash, but we do not see this as a consistent behavior. We examine forty well-known bubbles and …
Persistent link: https://www.econbiz.de/10011762277
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A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
David, Alexander; Veronesi, Pietro - In: Annual review of financial economics 14 (2022), pp. 439-463
Persistent link: https://www.econbiz.de/10013461169
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Understanding the determinants of analyst target price implied returns
Dechow, Patricia M.; You, Haifeng - In: The accounting review : a publication of the American … 95 (2020) 6, pp. 125-149
Persistent link: https://www.econbiz.de/10012421492
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Aiming for a sustainable future : conceptualizing public open foresight
Schmidthuber, Lisa; Wiener, Melanie - In: Public management review 20 (2018) 1, pp. 82-107
Persistent link: https://www.econbiz.de/10011859519
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Leading indicators of real activity and inflation for Turkey, 2001 - 2010
Altuğ, Sumru; Uluceviz, Erhan - 2011
This paper develops a set of leading indicators of industrial production growth and consumer price inflation for the …
Persistent link: https://www.econbiz.de/10009377278
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Quarterly Forecasting Model for India’s Economic Growth : Bayesian Vector Autoregression Approach
Iyer, Tara - 2019
This study develops a framework to forecast India's gross domestic product growth on a quarterly frequency from 2004 to … include that capital flows to India and CPI inflation have high informational content for India's GDP growth. The results of … this study provide suggestive evidence that quarterly BVAR models of Indian growth have high predictive ability …
Persistent link: https://www.econbiz.de/10012890170