Results 21 to 30 of about 306,458 (204)
Stock market and macroeconomic variables: new evidence from India
Financial Innovation, 2019 Understanding the relationship between macroeconomic variables and the stock market is important because macroeconomic variables have a systematic effect on stock market returns.
R. Gopinathan, S. Raja Sethu Durai
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The effect of macroeconomic variables on suicide [PDF]
Psychological Medicine, 2005 Background. There are a large number of factors mediating suicide. Many studies have searched for a direct causal relationship between economic hardship and suicide, however, findings have been varied.Method. Suicide data was obtained from the Australian Bureau of Statistics for the period between January 1968 and August 2002.
Michael, Berk +2 more
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Forecasting the Yield Curve With Macroeconomic Variables
Econometric Research in Finance, 2016 This paper compares the accuracy of interest rates forecasts from dynamic, affine yield curve models, also those that take into account the correlation of latent factors and macroeconomic variables.
Michał Rubaszek
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WHICH VARIABLES PREDICT INDONESIA'S INFLATION?
Buletin Ekonomi Moneter dan Perbankan, 2019 We use an exhaustive list of Indonesia’s macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesia’s inflation rate. We use monthly time-series data for 30 macroeconomic variables.
Susan Sunila Sharma
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Forecasting Macroeconomic Variables Using Disaggregate Survey Data [PDF]
SSRN Electronic Journal, 2011 Abstract We construct factor models based on disaggregate survey data for forecasting national aggregate macroeconomic variables. Our methodology applies regional and sectoral factor models to Norges Bank’s regional survey and to the Swedish Business Tendency Survey.
Martinsen, Kjetil +2 more
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Forecasting macroeconomic variables using collapsed dynamic factor analysis [PDF]
International Journal of Forecasting, 2012 We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state space analysis. Key economic variables are modeled jointly with principal components from a large time series panel of macroeconomic indicators using a multivariate unobserved components time series model. When the key economic variables are observed
Falk Brauning, Siem Jan Koopman
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Impact of World Bank lending in an adjustment-led growth model [PDF]
, 2005 Within a financial- and growth-programming framework, this paper develops a policy-driven growth model and addresses the effects of World Bank lending on economic growth in a sample of 30 countries, after having controlled for the effects of key ...
Mallick, S, Moore, T
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The macroeconomy and the yield curve: a nonstructural analysis [PDF]
, 2003 We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy).
Aruoba, S. Boragan +2 more
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Macroeconomic variables and stock prices
Politická ekonomie, 2003 A theoretical model describing a dependence of stock index on relevant macroeconomic variables is derived. Starting by two possible approaches, portfolio theory and heterogeneous agent hypothesis, the same model formulation resulted. An application was performed, using empirical data of the Prague Stock Exchange and of the Czech Republic economy ...
Jan Kodera, Václava Pánková
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Forecasting Macroeconomic Variables Under Model Instability [PDF]
Journal of Business & Economic Statistics, 2015 We compare different approaches to accounting for parameter instability in the context of macroeconomic forecasting models that assume either small, frequent changes versus models whose parameters exhibit large, rare changes. An empirical out-of-sample forecasting exercise for U.S.
Pettenuzzo, Davide, Timmermann, Allan
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