Financial Information and Macroeconomic Forecasts

Financial Information and Macroeconomic Forecasts
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... READ MORE...

Publication date: December 2016
ISBN 9781475563177
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: December 2016

PDF

Publication date: January 2017

ePub

Publication date: January 2017

Mobi

Publication date: January 2017

English