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Time-varying risk premiums and the output gap

Cooper, Ilan; Priestley, Richard - In: The review of financial studies 22 (2009) 7, pp. 2801-2833

Persistent link: https://www.econbiz.de/10003866874

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

A research note on the accuracy of simple methods for updating untimely data

Miller, Jon R.; Dickson, Julia M. - In: The journal of regional analysis & policy : JRAP 29 (1999) 2, pp. 75-83

Persistent link: https://www.econbiz.de/10001548096

Dating NBER Recessions with Philadelphia Fed U.S. Coincident Economic Indices (Harmonized GDP Approach)

van Vuuren, Dwaine - 2011

We extend the work done in our “Redux” paper from Oct 2011 to find a weighted composite U.S coincident economic index (CEI) that includes non-zero weightings from all 50 states and when used in a standard Probit model, produces a perfect correlation (R2 of 1) to NBER recession dating. We...

Persistent link: https://www.econbiz.de/10013118636