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Some cross-country evidence on information rigidity in inflation forecasts
Miah, Fazlul; Al-Titi, Omar; Wane, Abdoul - In: Cogent economics & finance 11 (2023) 1, pp. 1-22
The study investigates the existence and extent of information rigidity in inflation forecasts among 25 developed and …
Persistent link: https://www.econbiz.de/10014500886
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Using Sentiment Surveys to Predict GDP Growth and Stock Returns
Guzman, Giselle - 2012
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...
Persistent link: https://www.econbiz.de/10013110732
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Measurement of International Price Conditions
Mushin, Jerry - 2010
The expansion and diversification of international trade has meant, for many countries, that changes in the relationship between domestic and foreign prices have greatly increased importance. This article identifies the weaknesses of the terms of trade, the usual measure of price conditions in...
Persistent link: https://www.econbiz.de/10013149239
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Measuring Macroeconomic Uncertainty : A Cross-Country Analysis
Dibiasi, Andreas - 2020
This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to quarterly post-WWII real-time data, we estimate macroeconomic...
Persistent link: https://www.econbiz.de/10012831107
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Fundamentals or Fads? Pipes, Not Punting, Explain Commodity Prices and Volatility
Fenton, Colin P. - 2011
In assessing drivers of commodity prices and volatility at this stage of the current super-cycle in commodities (year 12 of a projected 25), it is vital to understand that production cost is a fundamental. Moreover, marginal production costs are among the most powerful drivers of commodity...
Persistent link: https://www.econbiz.de/10013120803
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Quantifying Inflation Expectations with the Carlson-Parkin Method - a Survey-Based Determination of the Just Noticeable Difference
Henzel, Steffen - 2005
methodology is then applied to expectations about the future development of inflation which are included in the Ifo World Economic …
Persistent link: https://www.econbiz.de/10012735821
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Measuring Uncertainty Based on Rounding : New Method and Application to Inflation Expectations
Binder, Carola - 2017
construction of micro-level uncertainty measures from pre-existing data. I construct a measure of inflation uncertainty since 1978 … and provide support for its validity. Mean inflation uncertainty is countercyclical and correlated with inflation … disagreement, inflation volatility, and the Economic Policy Uncertainty index. Inflation uncertainty is lowest among high …
Persistent link: https://www.econbiz.de/10012972054
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Climate Risk and Commodity Currencies
Kapfhammer, Felix; Larsen, Vegard; Thorsrud, Leif Anders - 2021
The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a novel news media-based measure of climate...
Persistent link: https://www.econbiz.de/10013314753
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Climate risk and commodity currencies
Kapfhammer, Felix; Larsen, Vegard Høghaug; Thorsrud, … - 2020
The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a novel news media-based measure of climate...
Persistent link: https://www.econbiz.de/10012391358
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Climate risk and commodity currencies
Kapfhammer, Felix; Larsen, Vegard Høghaug; Thorsrud, … - 2020 - This version: December 16, 2020
The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a novel news media-based measure of climate...
Persistent link: https://www.econbiz.de/10012432424