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A note on the directional accuracy of interest-rate forecasts

Pierdzioch, Christian - In: Applied economics letters 22 (2015) 13/15, pp. 1073-1077

Persistent link: https://www.econbiz.de/10011312202

Macroeconomic factors and the German real estate market : a stock-market-based forecasting experiment

Pierdzioch, Christian - In: Review of economics & finance (2012) 2, pp. 87-96

Persistent link: https://www.econbiz.de/10009619557

A bootstrap-based efficiency test of growth and inflation forecasts for Germany

Pierdzioch, Christian - In: Economics letters 224 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014307781

Real-time macroeconomic data and ex ante stock return predictability

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290

Persistent link: https://www.econbiz.de/10003765017

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003304970

Forecasting stock market volatility with macroeconomic variables in real time

Döpke, Jörg (contributor); Hartmann, Daniel (contributor); … - 2006

We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005. We used a statistical, a utility-based, and an options-based...