Results 261 to 270 of about 303,645 (305)

Quantifying the quality of macroeconomic variables

International Journal of Forecasting, 2007
Abstract Methods to quantify the quality of a macroeconomic statistical time series are presented. The integrated measures are based on a combination of how predictable the series is and how much its statistics need to be revised. An “information window” based on signal-to-noise ratios provides a snapshot of the quality.
Lars-Erik Öller, Alex Teterukovsky
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Macroeconomic Variables and Corporate Performance

Financial Analysts Journal, 2003
Increased economic and financial integration and substantial macroeconomic fluctuations require that corporate managers and investment analysts pay more attention than in the past to the link between the “noise” that these fluctuations represent and the company's performance—past and future.
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Statistical Analysis of Macroeconomic Variables [PDF]

Romanian Statistical Review Supplement, 2014
This report comprises an analysis over 40 countries from the group ONECE and over the following two variables : GDP per capita and Unemployment rate in the year 2011. The following report consist of more sections; it begins with calculating the central tendency indicators, which will have a role in the entire report with the purpose to analyze and ...
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Forecasting EMU macroeconomic variables

2002
No abstract ...
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Do Macroeconomic Variables Forecast Bond Returns?

SSRN Electronic Journal, 2005
This paper studies time varying bond returns via macroeconomic variables. We find that a single macro index consisting of inflation, real activities and money can predict annual excess bond returns of 1-5 year maturities with R-squares up to 37%. The macro factor has a symmetric tent-shape, when projected onto forward rates. In addition, i) it predicts
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Macroeconomic Variables and Stock Market Evolution [PDF]

Romanian Statistical Review Supplement, 2012
This study investigates the relationship between local and global macroeconomic factors and stock market indices in Romania using the framework of the macroeconomic APT model. Many researchers have demonstrated that macroeconomic conditions affect risk factors and influence asset returns.
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RISK‐RETURN SEASONALITY AND MACROECONOMIC VARIABLES

Journal of Financial Research, 1994
AbstractIn this paper I examine seasonality in the pricing of the Chen, Roll, and Ross (1986) macroeconomic variables. January seasonality is observed in the risk premia from 1932 to 1990. Examination of the 1932–57 period indicates nonstationary seasonals in the risk premia.
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Permanent Components in Swiss Macroeconomic Variables [PDF]

Swiss Journal of Economics and Statistics, 1996
In this paper the estimation of stochastic trend components of Swiss time series, especially of real per capita GDP, is performed within a multivariate framework. The model includes real per capita consumption, real per capita investment, real per capita balances, and also a short-term interest rate and a measure for inflation.
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Host variables confound gut microbiota studies of human disease

Nature, 2020
Ivan Vujkovic-Cvijin, Lingjing Jiang
exaly  

Microbial diversity in extreme environments

Nature Reviews Microbiology, 2021
Wen-Sheng Shu, Li-Nan Huang
exaly