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Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 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/10010295798
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Business cycle surveys : economic data based on business and consumer evaluations and expectations
Strigel, Werner H. - 1981
Persistent link: https://www.econbiz.de/10000050400
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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
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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
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On the formation of price expetations : an analysis of business test data by log-linear probability models
König, Heinz; Nerlove, Marc; Oudiz, Gilles - 1980
Persistent link: https://www.econbiz.de/10003195016
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Real business cycles under test : a multi-country, multi-sector exercise
Entorf, Horst
Persistent link: https://www.econbiz.de/10001277606
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Analyse und Prognose von Nachfrageentwicklungen im Industriegeschäft auf der Ebene von Branchen, Geschäftsfeldern, Produktfamilien und Produktgruppen mit Hilfe von Konjunkturtest-D...
Müller, Michael - In: IFO-Studien : Zeitschrift für empirische … 41 (1995) 4, pp. 495-511
Persistent link: https://www.econbiz.de/10001195134
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Neue Wege einer graphisch unterstützten Konjunkturanalyse
Hartmann, Martina - In: Jahrbücher für Nationalökonomie und Statistik (1993), pp. 73-87
Persistent link: https://www.econbiz.de/10001152610
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ifo Konjunkturumfragen und Konjunkturanalyse
Ifo-Institut für Wirtschaftsforschung - 2007
Persistent link: https://www.econbiz.de/10011473630