Search Results - subject:"macroeconomic data"

Forecasting stock market volatility with macroeconomic variables in real time

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006

We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we … forecasts based on revised macroeconomic data. …

Persistent link: https://www.econbiz.de/10010295909

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - Deutsche Bundesbank - 2006

macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic … noisy real-time macroeconomic data would have been comparable to the performance of an investor who had access to revised … macroeconomic data. 3) In real time, it is important for an investor to know which real-time variable to use for predicting stock …

Persistent link: https://www.econbiz.de/10005083182

International Database on Human Capital Quality

Altinok, Nadir; Murseli, Hatidje - HAL - 2006

In this research work, we have used a methodology which enables us to obtain qualitative indicators of human capital (QIHC) for 105 countries. This methodology relies on the potential to reconsider survey results comparatively by analysing the results of countries which took part in at least two...

Persistent link: https://www.econbiz.de/10008792171

Forecasting Eurozone real-estate returns

Pierdzioch, Christian; Hartmann, Daniel - In: Applied financial economics 23 (2013) 13/15, pp. 1185-1196

Persistent link: https://www.econbiz.de/10010204784

Forecasting stock market volatility with macroeconomic variables in real time

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - Deutsche Bundesbank - 2005

We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we … forecasts based on revised macroeconomic data. …

Persistent link: https://www.econbiz.de/10005082771

By what measure? A comparison of French and US labor market performance with new indicators of employment adequacy

Howell, David; Okatenko, Anna - In: International Review of Applied Economics 24 (2010) 3, pp. 333-357

Comparisons of national labor market performance have conventionally relied on standard unemployment and employment rates (UR and ER) and these two 'quantity-of-employment' indicators have framed policy debates on the merits of reforms that would move European labor markets closer to the...

Persistent link: https://www.econbiz.de/10008674632

By what measure? : a comparison of French and US labor market performance with new indicators of employment adequacy

Howell, David R.; Okatenko, Anna - In: International review of applied economics 24 (2010) 3, pp. 333-357

Persistent link: https://www.econbiz.de/10008653301

Click to Download Data : An Event Study of Internet Access to Economic Statistics

Tokel, O. Emre; Yucel, M. Eray - In: Central Bank Review 9 (2009) 2, pp. 1-22

This study examines the online access statistics of the Central Bank of Turkey's Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data...

Persistent link: https://www.econbiz.de/10008478274

Data-based Active Learning in the Principles of Macroeconomics Course: A Mock FOMC Meeting

Whiting, Cathleen - In: Journal of Economic Education 37 (2006) 2, pp. 171-177

The author presents an active-learning exercise for the introductory macroeconomics class in which students participate in a mock Federal Open Market Committee (FOMC) meeting. Preparation involves data gathering and writing both a research report and a policy recommendation. An FOMC meeting is...

Persistent link: https://www.econbiz.de/10005405161

Agricultural Statistics of the European Community, 1960-85

Herlihy, Michael; Magiera, Stephen; Henry, Richard; … - Economic Research Service, Department of Agriculture - 1989

's Council of Ministers. Macroeconomic data, agricultural conversion (green) rates, iloport/export levies for grains, imports of …

Persistent link: https://www.econbiz.de/10010879740