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Soft information and economic activity : evidence from the Beige Book

Sadique, Shibley; In, Francis Haeuck; Veeraraghavan, Madhu - In: Journal of macroeconomics 37 (2013), pp. 81-92

Persistent link: https://www.econbiz.de/10010237930

Using Sentiment to Predict GDP Growth and Stock Returns

Guzman, Giselle - 2012

, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …

Persistent link: https://www.econbiz.de/10013110894

Soft Information and Economic Activity : Evidence from the Beige Book

Sadique, Shibley - 2010

This study employs text-analysis software to analyze the contents of the Federal Reserve Beige Book summary of national economic and business conditions, with a particular focus on the predictive content of the text. The empirical results suggest that the Beige Book's tone changes in response to...

Persistent link: https://www.econbiz.de/10013138629

Biases of professional exchange rate forecasts : psychological explanations and an experimentally based comparison to novices

Leitner, Johannes; Schmidt, Robert; Bofinger, Peter - 2003

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat native … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

Persistent link: https://www.econbiz.de/10010498976

A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data

Navarro, Rolando Danganan; Albert, Jose Ramon - 2007

The presence of discontinuities in the January rounds of Philippine Unemployment Data from 1981-2006 is investigated by way of modeling these data as a noisy Compound Gauss-Markov Random Fields (CGMRF). The likelihood and prior hyper-parameters are respectively estimated with wavelet shrinkage...

Persistent link: https://www.econbiz.de/10014053163

Stabilising Chaos and Optimising Impact : Policy Evaluation in a Structural Macroeconomic Model

Baek, Seung Jin - 2019

The purpose of this paper is to construct a structural macroeconomic model to design monetary and fiscal policies aimed at attaining macroeconomic objectives. The study further attempts to simulate a baseline and policy scenario to evaluate the impact of such monetary and fiscal policy...

Persistent link: https://www.econbiz.de/10012903266

Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013

Shi, Juehui - 2019

Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...

Persistent link: https://www.econbiz.de/10012904559

Measuring the Information Content of the Beige Book : A Mixed Data Sampling Approach

Armesto, Michelle T. - 2008

Studies of the predictive ability of the Federal Reserve's Beige Book, an anecdotal measure of regional economic conditions, for aggregate output and employment have proven inconclusive. This might be attributed, in part, to the irregular release schedule of the Beige Book. In this paper, we use...

Persistent link: https://www.econbiz.de/10012724375

Identifying Asymmetry in the Language of the Beige Book : A Mixed Data Sampling Approach

Armesto, Michelle T. - 2007

Persistent link: https://www.econbiz.de/10012730567

Biases of professional exchange rate forecasts : psychological explanations and an experimentally based comparison to novices

Leitner, Johannes; Schmidt, Robert; Bofinger, Peter - 2003

Persistent link: https://www.econbiz.de/10001900767