Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Year of publication: |
July 2017
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Authors: | Clements, Michael P. ; Galvão, Ana Beatriz C. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 389-406
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Subject: | Economic indicators | Macro announcements | Stock returns | Survey forecasts | USA | United States | Prognoseverfahren | Forecasting model | Ankündigungseffekt | Announcement effect | Wirtschaftsindikator | Economic indicator | Prognose | Forecast | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | Frühindikator | Leading indicator | Börsenkurs | Share price | Wirtschaftsprognose | Economic forecast |
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