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Do asset prices help to predict consumer price inflation?
Goodhart, Charles A. E.; Hofmann, Boris - In: The Manchester School 68 (1999) Suppl, pp. 122-140
Persistent link: https://www.econbiz.de/10001514969
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Asset price misalignments and the role of money and credit
Gerdesmeier, Dieter; Reimers, Hans-Eggert; Roffia, Barbara - 2010
Persistent link: https://www.econbiz.de/10008907439
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Bubble detection and crash prediction in real estate markets: a complex systems approach
Brauers, Maximilian - 2012
Persistent link: https://www.econbiz.de/10009685444
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Asset Price Misalignments and the Role of Money and Credit
Gerdesmeier, Dieter - 2009
This paper contributes to the literature on the properties of money and credit indicators for detecting asset price misalignments. After a review of the evidence in the literature on this issue, the paper discusses the approaches that can be considered to detect asset price busts. Considering a...
Persistent link: https://www.econbiz.de/10013158362
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Market risk premiums and the macroeconomy : Canadian evidence of stock market predictability
Schmitz, John J. - In: Quarterly journal of business and economics : QJBE 35 (1996) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10001202402
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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Real-time nowcasting of nominal GDP under structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - 2014
containing information on real economic activity, inflation, interest rates and Divisia monetary aggregates produces the most …
Persistent link: https://www.econbiz.de/10010401309
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Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng - In: International journal of forecasting 35 (2019) 4, pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
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Realtime reliable output gap estimates based on a forecast augmented Hodrick-Prescott filter
Porcellotti, Giacomo - 2024
Persistent link: https://www.econbiz.de/10014576791