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  1. Can news help measure economic sentiment?
    an application in COVID-19 times
    Autor*in: Aguilar, Pablo; Ghirelli, Corinna; Pacce, Matías; Urtasun, Alberto
    Erschienen: 2020
    Verlag:  Banco de España, Madrid

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 470
    Fernleihe:
    keine Fernleihe
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      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Documentos de trabajo / Banco de España, Eurosistema ; no. 2027
    Schlagworte: nowcasting; GDP; recession; real-time; textual analysis; sentiment indicators; soft indicator
    Umfang: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  2. Mispricing and risk premia in currency markets
    Autor*in: Bartram, Söhnke M.; Djuranovik, Leslie; Garratt, Anthony; Xu, Yan
    Erschienen: 31 October 2023
    Verlag:  Centre for Economic Policy Research, London

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    Verlag (lizenzpflichtig)
    Verlag (lizenzpflichtig)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    LZ 161
    Fernleihe:
    keine Fernleihe

    Standort:
    Universitätsbibliothek Mannheim
    Fernleihe:
    keine Fernleihe
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      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Array ; DP18563
    Schlagworte: Predictors; anomalies; mispricing; analysts; market efficiency; real-time; point-in-time; arbitrage costs; IPCA; instrumented principal components analysis
    Umfang: 1 Online-Ressource (circa 79 Seiten), Illustrationen
  3. Real-time consideration of systematic patterns in Maltese GDP data and revisions
    Autor*in: Debono, Nathaniel
    Erschienen: [2024]
    Verlag:  Central Bank of Malta, [Valletta]

    Economic policies are generally formulated on the basis of data available in real time, which might subsequently be revised. Implicitly, the possibility of data revisions creates an element of uncertainty around the very same data driving policy... mehr

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    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 684
    Fernleihe:
    keine Fernleihe

     

    Economic policies are generally formulated on the basis of data available in real time, which might subsequently be revised. Implicitly, the possibility of data revisions creates an element of uncertainty around the very same data driving policy decisions. Given that such uncertainty could be mitigated if data revisions were predictable, this paper sets out to identify any systematic patterns in the Maltese 'Real GDP' data and underlying revisions which could in turn prove useful when making economic assessments in real time. These patterns are identified through the application of VAR econometric techniques applied in previous economic literature to model Malta's first-release output data alongside the revisions made within a maximum of two years from the date of first release. Systematic patterns in Maltese data are recorded, and in turn used to anticipate in real time the revisions that might be made upon the publication of future vintages. The analyses conducted in this paper show that the real-time consideration of these forecasts has the potential to improve the precision with which past, contemporaneous and (forecasted) future Maltese output data could be interpreted in real time. The uncertainty surrounding these forecasts is also aptly demonstrated through the use of simulation techniques, density functions, and event probability forecasts.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working papers / Central Bank of Malta ; WP/2024, 03
    Schlagworte: Real GDP; real-time; revisions; forecasts; uncertainty; Malta
    Umfang: 1 Online-Ressource (circa 37 Seiten), Illustrationen