A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth
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DOI: 10.20955/r.2016.277-296
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Cited by:
- Caruso, Alberto, 2019.
"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
- Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
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JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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