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Financial Information and Macroeconomic Forecasts / / Sophia Chen, Romain Ranciere



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Autore: Chen Sophia Visualizza persona
Titolo: Financial Information and Macroeconomic Forecasts / / Sophia Chen, Romain Ranciere Visualizza cluster
Pubblicazione: Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica: 1 online resource (34 pages) : illustrations, tables
Disciplina: 330.0112
Soggetto topico: Economic forecasting
Economic indicators
Credit
Banks and Banking
Macroeconomics
Money and Monetary Policy
Real Estate
Investments: Bonds
Forecasting and Other Model Applications
Financial Markets and the Macroeconomy
Money and Interest Rates: Forecasting and Simulation
Price Level
Inflation
Deflation
Housing Supply and Markets
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: General (includes Measurement and Data)
Property & real estate
Finance
Monetary economics
Investment & securities
Asset prices
Housing prices
Yield curve
Government consumption
Prices
Bond yields
Financial institutions
Money
National accounts
Housing
Interest rates
Consumption
Economics
Bonds
Soggetto geografico: United States
Altri autori: RanciereRomain  
Nota di bibliografia: Includes bibliographical references.
Sommario/riassunto: 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.
Titolo autorizzato: Financial Information and Macroeconomic Forecasts  Visualizza cluster
ISBN: 1-4755-6768-5
1-4755-6770-7
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910162944303321
Lo trovi qui: Univ. Federico II
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Serie: IMF Working Papers; Working Paper ; ; No. 2016/251