Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets
Author:
Affiliation:
1. ICMA Centre, Henley Business School, University of Reading, Oxfordshire, RG6 6BA, UK ()
2. Warwick Business School, University of Warwick, Coventry, CV4 7AL, UK ()
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2015.1076726
Reference41 articles.
1. Are Survey Forecasts of Macroeconomic Variables Rational?
2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
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4. Should Macroeconomic Forecasters Use Daily Financial Data and How?
5. Do macro variables, asset markets, or surveys forecast inflation better?
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