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Evaluating the Eleventh District's Beige Book

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Author Info
Nathan S. Balke
Mine K. Yücel

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Abstract

In this study, Nathan Balke and Mine Yucel ask whether the Eleventh Federal Reserve District's Beige Book description contains timely information about economic activity within the District. They examine whether the Beige Book description tracks current Texas real gross state product (GSP) growth and current Texas employment growth. They also study whether the Beige Book has information about growth not present in other regional indicators that would have been available to analysts at the time of the Beige Book's release. They find that both the Beige Book summary and the average across sectors reflect Texas GSP and employment growth very well. These two measures of the Beige Book also have predictive content for one quarter ahead GSP growth. Balke and Yucel also find that the Eleventh District's Beige Book has information content for Texas economic activity over and above other state economic indicators such as Texas employment growth, personal income, or sectoral employment growth. Because the Beige Book is released at least one month earlier than employment data and at least two years before GSP data, its timeliness makes it a good tool for current regional economic analysis.

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File URL: http://www.dallasfed.org/research/efr/2000/efr0004a.pdf
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Publisher Info
Article provided by Federal Reserve Bank of Dallas in its journal Economic and Financial Policy Review.

Volume (Year): (2000)
Issue (Month): Q IV ()
Pages: 2-10
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Handle: RePEc:fip:fedder:y:2000:i:qiv:p:2-10

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Related research
Keywords: Employment (Economic theory) ; Unemployment ; Economic indicators;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. David Fettig & Arthur J. Rolnick & David E. Runkle, 1999. "The Federal Reserve's Beige Book: A better mirror than crystal ball," The Region, Federal Reserve Bank of Minneapolis, issue Mar, pages 10-13,28-.
  2. Franklin D. Berger & Keith R. Phillips, 1995. "A new quarterly output measure for Texas," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23. [Downloadable!]
  3. Nathan S. Balke & D'Ann Petersen, 1998. "How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively," Working Papers 98-02, Federal Reserve Bank of Dallas. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Madeline Zavodny & Donna K. Ginther, 2003. "Does the Beige Book move financial markets?," Working Paper 2003-3, Federal Reserve Bank of Atlanta. [Downloadable!]
  2. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis. [Downloadable!]
  3. Donna K. Ginther & Madeline Zavodny, 2001. "The Beige Book: Timely information on the regional economy," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 19-29. [Downloadable!]
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