Giselle Guzman

Economic Alchemy LLC

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 38,550

SSRN RANKINGS

Top 38,550

in Total Papers Downloads

1,128

SSRN CITATIONS
Rank 35,771

SSRN RANKINGS

Top 35,771

in Total Papers Citations

1

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.

Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations

The Journal of Economic and Social Measurement, Vol. 36, No. 3, December 2011
Number of pages: 38 Posted: 14 Feb 2012 Last Revised: 31 Oct 2012
Giselle Guzman
Economic Alchemy LLC
Downloads 681 (37,428)
Citation 1

Abstract:

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Inflation, expectations, metadata, search, surveys, TIPS, Google, forecasting, big data, inflation expectations, out-of-sample forecasts, Federal Reserve

2.

Using Sentiment to Predict GDP Growth and Stock Returns

THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar, 2009
Number of pages: 40 Posted: 13 Feb 2012 Last Revised: 11 Dec 2012
Giselle Guzman
Economic Alchemy LLC
Downloads 178 (170,215)

Abstract:

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sentiment; investor sentiment, consumer sentiment, market sentiment, surveys, expectations, GDP growth, stock returns, small-cap stocks, Efficient Markets Hypothesis, anomalies, predictability, economic growth, principal components analysis, signal extraction, composite factors, synthetic variables

3.

Using Sentiment Surveys to Predict GDP Growth and Stock Returns

THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar Publishing, 2009
Number of pages: 40 Posted: 14 Feb 2012 Last Revised: 08 Jun 2012
Giselle Guzman
Economic Alchemy LLC
Downloads 89 (288,132)

Abstract:

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sentiment, stock returns, GDP, economic growth, small-capitalization stocks, surveys, consumer sentiment, household sentiment, business sentiment, sentiment factor, principal components analysis, alpha, excess returns, forecasting, expectations, Efficient Markets Hypothesis, Asset Pricing

4.

Sexonomics: Gender, Wealth, and Expectations in Financial Markets

Journal of Economic and Social Measurement, Volume 37, Number 1-2, October 2012, DOI: 10.3233/JEM-2012-0357
Number of pages: 55 Posted: 13 Sep 2013
Giselle Guzman
Economic Alchemy LLC
Downloads 69 (334,525)

Abstract:

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Rational Expectations Hypothesis, heterogeneous expectations, gender, wealth, inflation, interest rates, unemployment, income, stock prices, housing market, income, education, race, age, and marital status, demographic factors, Gallup, Conference Board, Michigan, surveys, housing bubble, learning

5.

An Inflation Expectations Horserace

Number of pages: 43 Posted: 14 Feb 2012 Last Revised: 13 Jun 2012
Giselle Guzman
Economic Alchemy LLC
Downloads 58 (365,579)

Abstract:

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Inflation, expectations, surveys, households, economists, rationality, efficiency, unbiasedness, forecast accuracy, out-of-sample forecasts, Granger Causality, high-frequency data, price level, money and prices, CPI, PPI, PCE

6.

The Case for Higher Frequency Inflation Expectations

Number of pages: 43 Posted: 21 Feb 2012 Last Revised: 08 Jun 2012
Giselle Guzman
Economic Alchemy LLC
Downloads 53 (381,510)

Abstract:

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inflation, expectations, sentiment, TIPS, surveys, forecasting, Michigan, SPF, Livingston, time-series, econometrics, inflation, predictive power, out-of-sample forecasts, high frequency, Rational Expectations Hypothesis, Efficient Markets Hypothesis, hypothesis testing, inflation forecasting

7.

A Collection on the Versatility and Predictive Power of Survey Expectations Data

Posted: 05 Apr 2014
Giselle Guzman
Economic Alchemy LLC

Abstract:

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surveys, expectations, sentiment, asset pricing, macroeconomic forecasting, inflation, interest rates, stock prices, GDP growth, unemployment, housing market, inflation expectations