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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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Forecasting GDP Growth Rates Using Google Trends in the United States and Brazil
Bantis, Evripidis; Clements, Michael P.; Urquhart, Andrew - 2021
In this paper we consider the value of Google Trends search data for nowcasting (and forecasting) GDP growth for a developed (U.S.) and emerging-market economy (Brazil). Our focus is on the marginal contribution of "Big Data" in the form of Google Trends data over and above that of traditional...
Persistent link: https://www.econbiz.de/10013222547
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Information rigidities in economic growth forecasts : evidence from a large international panel : conference paper
Dovern, Jonas; Fritsche, Ulrich; Loungani, Prakash; … - 2013
is evidence of nonlinearities in forecast smoothing. It is less pronounced in the tails of the distribution of individual … forecast revisions than in the central part of the distribution. …
Persistent link: https://www.econbiz.de/10010339322
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Predicting Above-Median and Below-Median Growth Rates
Hölzl, Alexander - 2015
Multiannual periods of consecutive above-median or below-median growth rates in operating performance, called runs, have a substantial influence on firm valuations. For estimating the probability of an above-median or below-median run and utilizing information efficiently, we employ a stepwise...
Persistent link: https://www.econbiz.de/10013023419
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Investor Protection, Aggregate Accounting Earnings and Forecasts of Growth in GDP : International Evidence
Fargher, Neil L. - 2020
This study draws on the investor protection literature to examine differences in a country's information environment that are likely to explain cross country variation in the extent to which macroeconomic forecasters take account of current earnings when forecasting future growth in GDP. Using a...
Persistent link: https://www.econbiz.de/10012828194
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Growth forecasts and news about monetary policy
Karnaukh, Nina - 2020
We find that 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements are predictable with the pre-FOMC Blue Chip professionals’ revisions in GDP growth forecasts. A positive pre-FOMC GDP growth revision predicts a contractionary policy news shock...
Persistent link: https://www.econbiz.de/10012388387
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Forecasting China's Economic Growth and Inflation
Higgins, Patrick C. - 2017
product (GDP) growth and consumer price index inflation. This paper fills this research gap by providing a replicable …-run forecast horizons. The model is shown to be capable of predicting turning points and usable for policy analysis under different …
Persistent link: https://www.econbiz.de/10012968806
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Jubilee Tectonic Model : Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market
Lihn, Stephen H.T. - 2018
market. It can forecast future returns of the stock market, Treasury yield, and gold price. The “jubilee” name comes from its …We propose a long-term forecast model based on linear growth and mean reversion characteristics in the U.S. stock … mystery of lofty CAPE. These five factors form the forecast model for the 10 and 20-year future equity returns with high R …
Persistent link: https://www.econbiz.de/10012922700
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Are Sectoral Stock Prices Useful for Predicting Euro Area GDP?
Andersson, Magnus; D'Agostino, Antonello - 2021
prices in general provide more accurate forecasts than traditional asset price measures across all forecast horizons …This paper evaluates how well sectoral stock prices forecast future economic activity compared to traditional …
Persistent link: https://www.econbiz.de/10013316583
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Predictability of future economic growth and the credibility of monetary regimes in Germany, 1870 - 2003
Baltzer, Markus; Kling, Gerhard - In: Applied economics letters 14 (2007) 4/6, pp. 401-404
Persistent link: https://www.econbiz.de/10003469400