Financial information and macroeconomic forecasts
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DOI: 10.1016/j.ijforecast.2019.03.005
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- Sophia Chen & Mr. Romain Ranciere, 2016. "Financial Information and Macroeconomic Forecasts," IMF Working Papers 2016/251, International Monetary Fund.
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Citations
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Cited by:
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017.
"Alice: A New Inflation Monitoring Tool,"
EcoMod2017
10414, EcoMod.
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018. "ALICE: A new inflation monitoring tool," Working Paper Series 2175, European Central Bank.
- Shi, Qi & Li, Bin, 2022. "Further evidence on financial information and economic activity forecasts in the United States," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Yan Carrière-Swallow & José Marzluf, 2023.
"Macrofinancial Causes of Optimism in Growth Forecasts,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 509-537, June.
- Mr. Yan Carriere-Swallow & José Marzluf, 2021. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Working Papers 2021/275, International Monetary Fund.
- Olga Bespalova & Mrs. Marina V Rousset, 2019. "Macrofinancial Linkages and Growth at Risk in the Dominican Republic," IMF Working Papers 2019/246, International Monetary Fund.
- María Paula Bonel & Daniel J. Aromí, 2021. "Assessing GDP forecasts from autoregressive models: the impact of model complexity and training dataset," Asociación Argentina de Economía Política: Working Papers 4440, Asociación Argentina de Economía Política.
- Jack Fosten & Shaoni Nandi, 2023. "Nowcasting from cross‐sectionally dependent panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 898-919, September.
- Imran Hussain Shah & Simón Sosvilla-Rivero, 2017.
"Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices,"
IREA Working Papers
201710, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
- Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," Working Papers del Instituto Complutense de Estudios Internacionales 1707, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Periklis Gogas & Theophilos Papadimitriou & Emmanouil Sofianos, 2022. "Forecasting unemployment in the euro area with machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 551-566, April.
- Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
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"Forecasting real activity using cross-sectoral stock market information,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
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"Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section,"
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903, Banque de France.
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- Lukasz Mach & Dariusz Zmarzly & Ireneusz Dabrowski & Pawel Fracz, 2020. "Comparison on Subannual Seasonality of Building Construction in European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 241-257.
- Qu, Li, 2021. "A new approach to estimating earnings forecasting models: Robust regression MM-estimation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 1011-1030.
- Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Umar, Muhammad, 2024. "Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting," International Review of Financial Analysis, Elsevier, vol. 94(C).
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Keywords
Macroeconomic forecasting; Financial markets and the macroeconomy; Credit growth; Stock prices; House prices;All these keywords.
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