Baltimore, MD 20036-1984
United States
Johns Hopkins University - Carey Business School
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Cyclical return variation, macroeconomic news announcements, monetary policy expectations, news decomposition.
Asset pricing, business cycle phases, dividend strips, equity term structure, regime switching
Alternative FOMC statements, counterfactual policy evaluation, monetary policy stance, text analysis, natural language processing
Bayesian inference; COVID-19; Macroeconomic Forecasting; Minnesota Prior; Real-time data; Vector autoregressions
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bayesian inference, COVID-19, Macroeconomic forecasting, Minnesota Prior, real-time data, Survey of Professional Forecasters, vector autoregressions
Monetary Policy Risks, Macroeconomic Risks, Regime Switching, Term Structure
National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession
Consumption dynamics, Stocks, Bonds, Term Structure
bond yield curve, bond-stock comovement, equity yield curve, permanent and transitory components of consumption
Income, output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination
Income, Output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination
Macro-Finance Term Structure Models, Zero Lower Bound, Shadow Rates, Shadow Risk Premia
Consumption (Economics), Bayesian Estimates
COVID-19, Life Expectancy, Mortality, Unemployment rate
Election forecasting, prediction markets, state correlations, voter preferences
contagion, credit default swaps, credit risk, Exchange Rates, Sovereign debt
Bayesian learning, discrete environment, Minsky moment, news shocks, recursive utility, risk premiums, survey forecasts, uncertainty
inflation, real activity, business cycles, trend-cycle VAR
negative swap rates, recursive preferences, sovereign credit risk, term structure
state-based forward guidance, text analysis, outlook assessment, financial market
Dynamic factor model, causality, geopolitical fragmentation, fragmentation index
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
File name: nber.pdf Size: 0K
