Results 161 to 170 of about 279,717 (308)

Economic Welfare, Food Prices, and Sectoral Food Waste: A Structural Analysis Across the European Union. [PDF]

Foods
Vărzaru AA.
europepmc   +1 more source

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break [PDF]

This paper investigates the dynamic interactions between four macroeconomic variables and stock prices in Pakistan, using cointegration and Granger causality tests that are robust to structural breaks.
Rashid, Abdul
core   +1 more source

Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]

PLoS One
Liang X, Sun Y.
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Uncomputability and Undecidability in Economic Theory [PDF]

Economic theory, game theory and mathematical statistics have all increasingly become algorithmic sciences. Computable Economics, Algorithmic Game Theory ([28]) and Algorithmic Statistics ([13]) are frontier research subjects.
K. Vela Velupillai
core  

Analyzing the Effectiveness of Macroeconomic Policies in Addressing Poverty in Iraq: An Econometric Study considering Digital Transformation and Artificial Intelligence for the Period (2004-2024). [PDF]

F1000Res
Abdullah Abid Al Mihimdy N, Saleh Attia AA, Ministry of Finance–General Tax Authority.   +2 more
europepmc   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]

PLoS One
Zhao J, Yin J.
europepmc   +1 more source

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy

Journal of Forecasting, EarlyView.
ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley   +1 more source