Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles
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More about this item
Keywords
Stock market bubbles; out-of-sample forecasting; consensus forecasts; macroeconomic uncertainty; OECD countries;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2014-08-25 (Forecasting)
- NEP-MAC-2014-08-25 (Macroeconomics)
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