Similar Search Results

Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?

Mantilla-Garcia, Daniel; Malagon, Juliana; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457556

Returns on capital assets and variations in economic growth and volatility : a model of Bayesian learning

Wizman, Thierry A.; Fullenkamp, Connel - 1991

Persistent link: https://www.econbiz.de/10000830809

Sovereign debt sustainability in advanced economies

Collard, Fabrice; Habib, Michel Antoine; Rochet, … - In: Journal of the European Economic Association 13 (2015) 3, pp. 381-420

Persistent link: https://www.econbiz.de/10011405313

Oil price shocks and economic growth : the volatility link

Maheu, John M.; Song, Yong; Yang, Qiao - In: International journal of forecasting 36 (2020) 2, pp. 570-587

Persistent link: https://www.econbiz.de/10012415259

Forecasting macroeconomic variables under model instability

Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201

Persistent link: https://www.econbiz.de/10011704162

Nowcasting World GDP Growth with High-Frequency Data

Jardet, Caroline; Meunier, Baptiste - 2020

The Covid-19 crisis has shown how high-frequency data can help tracking economic turning points in real-time. Our paper investigates whether high-frequency data can also improve the nowcasting performances for world GDP growth on quarterly or annual basis. To this end, we select a large dataset...

Persistent link: https://www.econbiz.de/10014090107