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The U.S. Treasury term structure and the distribution of real GDP growth

Durham, J. Benson - In: Journal of investment management : JOIM 19 (2021) 4, pp. 58-78

Persistent link: https://www.econbiz.de/10013164705

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

Predicting early data revisions to U.S. GDP and the effects of releases on equity markets

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10011705949

Using Sentiment 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/10013110894

Real-time squared : a real-time data set for real-time GDP forecasting

Golinelli, Roberto; Parigi, Giuseppe - In: International journal of forecasting 24 (2008) 3, pp. 368-385

Persistent link: https://www.econbiz.de/10003764078

Flow on conjunctural information and forecast of euro area economic activity

Heinisch, Katja (contributor); Maurin, Laurent (contributor) - 2008

Euro area GDP and components are nowcast and forecast one quarter ahead. Based on a dataset of 163 series comprising the relevant monthly indicators, simple bridge equations with one explanatory variable are estimated for each. The individual forecasts generated by each equation are then pooled,...