Similar Search Results

Exploring the finance-real economy link in US : empirical evidence from panel unit root and cointegration analysis

Niang, Abdou-Aziz; Diagne, Abdoulaye; Claude Pichery, Marie - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 253-268

Persistent link: https://www.econbiz.de/10008859082

Predicting regime switches in the VIX index with macroeconomic variables

Baba, Naohiko; Sakurai, Yuji - In: Applied economics letters 18 (2011) 13/15, pp. 1415-1419

Persistent link: https://www.econbiz.de/10009347993

Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators

Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60

Persistent link: https://www.econbiz.de/10009124680

Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators

Armah, Nii Ayi; Swanson, Norman R. - 2011

; factor ; federal reserve bank ; forecast ; macroeconometrics ; monetary policy ; parameter estimation error ; proxy …). The variables that we predict are output growth and inflation, two representative variables from our set of indicators … find that the macroeconomic indicators (not including spreads) perform best when forecasting inflation in non-volatile time …

Persistent link: https://www.econbiz.de/10009130538