Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section
Year of publication: |
July 2022
|
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Authors: | Chatelais, Nicolas ; Stalla-Bourdillon, Arthur ; Chinn, Menzie David |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Ereignisstudie | Event study | Finanzmarktökonometrie | Financial econometrics |
Extent: | 1 Online-Ressource illustrations (black and white) |
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Series: | NBER working paper series ; no. w30305 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w30305 [DOI] |
Classification: | E17 - Forecasting and Simulation ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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