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~institution:"International Monetary Fund"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Guzman, Giselle C."
~subject:"forecasting"
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forecasting
Efficient Markets Hypothesis
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economic growth
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principal components analysis
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stock returns
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surveys
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Guzman, Giselle C.
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International Monetary Fund
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C.
-
Volkswirtschaftliche Fakultät, …
-
2008
principal
components
analysis to extract the common signals from the surveys. I show that the ability of different population …
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