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Real-time macroeconomic data and ex ante stock return predictability

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290

Persistent link: https://www.econbiz.de/10003765017

Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process

Audrino, Francesco; Medeiros, Marcelo C. - 2008

Persistent link: https://www.econbiz.de/10003773443

On the forecasting properties of the alternative leading indicators for the German GDP : recent evidence

Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss - In: Jahrbücher für Nationalökonomie und Statistik 226 (2006) 3, pp. 234-259

Persistent link: https://www.econbiz.de/10003324956

Handbook of economic forecasting

Elliott, Graham (contributor); Granger, C. W. J. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003330438

Regime transplants in GDP growth forecasting : a recipe for better predictions?

Gelder, Lennard van; Stokman, Ad C. J. - 2006

Persistent link: https://www.econbiz.de/10003351774

Using monthly indicators to predict quarterly GDP

Zheng, Isabel Yi; Rossiter, James - 2006

Persistent link: https://www.econbiz.de/10003353772

Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. : what about the next 25 years?

Allen, P. G.; Morzuch, Bernard J. - In: International journal of forecasting 22 (2006) 3, pp. 475-492

Persistent link: https://www.econbiz.de/10003355965

Are there any reliable leading indicators for US inflation and GDP growth?

Banerjee, Anindya; Marcelliono, Massimiliano - In: International journal of forecasting 22 (2006) 1, pp. 137-151

Persistent link: https://www.econbiz.de/10003283965

Using the dynamic bi-factor model with Markov switching to predict the cyclical turns in the large European economies

Kholodilin, Konstantin A. (contributor) - 2006

The appropriately selected leading indicators can substantially improve the forecasting of the peaks and troughs of the business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest European economies (France, Germany, and UK) we...

Persistent link: https://www.econbiz.de/10003285727

UK real-time macro data characteristics

Garratt, Anthony; Vahey, Shaun P. - In: The economic journal : the journal of the Royal … 116 (2006), pp. 119-135

Persistent link: https://www.econbiz.de/10003304228