Financial Information and Macroeconomic Forecasts is popular PDF and ePub book, written by Sophia Chen in 2017-01-18, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Financial Information and Macroeconomic Forecasts can be Read Online from any device for your convenience.
Financial Information and Macroeconomic Forecasts Book PDF Summary
We study the forecasting power of financial variables for macroeconomic variables for 62 countries between 1980 and 2013. We find that financial variables such as credit growth, stock prices and house prices have considerable predictive power for macroeconomic variables at one to four quarters horizons. A forecasting model with financial variables outperforms the World Economic Outlook (WEO) forecasts in up to 85 percent of our sample countries at the four quarters horizon. We also find that cross-country panel models produce more accurate out-of-sample forecasts than individual country models.
Detail Book of Financial Information and Macroeconomic Forecasts PDF
- Author : Sophia Chen
- Release : 18 January 2017
- Publisher : International Monetary Fund
- ISBN : 9781475567687
- Genre : Business & Economics
- Total Page : 33 pages
- Language : English
- PDF File Size : 12,9 Mb
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