Review of Economics and Statistics
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Sắp xếp:
Chronic Disease Burden and the Interaction of Education, Fertility, and Growth
Review of Economics and Statistics - Tập 91 Số 1 - Trang 52-65 - 2009
Beggar Thy Neighbor? The In-State, Out-of-State, and Aggregate Effects of R&D Tax Credits
Review of Economics and Statistics - Tập 91 Số 2 - Trang 431-436 - 2009
Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn
Review of Economics and Statistics - Tập 89 Số 3 - Trang 522-533 - 2007
The Permanent Effects of Transportation Revolutions in Poor Countries: Evidence from Africa
Review of Economics and Statistics - Tập 98 Số 2 - Trang 268-284 - 2016
Market Power in the Retail Food Industry: Evidence from Vermont
Review of Economics and Statistics - Tập 68 Số 3 - Trang 379 - 1986
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach Abstract
Employing a large number of financial indicators, we use Bayesian model averaging (BMA) to forecast real-time measures of economic activity. The indicators include credit spreads based on portfolios, constructed directly from the secondary market prices of outstanding bonds, sorted by maturity and credit risk. Relative to an autoregressive benchmark, BMA yields consistent improvements in the prediction of the cyclically sensitive measures of economic activity at horizons from the current quarter out to four quarters hence. The gains in forecast accuracy are statistically significant and economically important and owe almost exclusively to the inclusion of credit spreads in the set of predictors.
Review of Economics and Statistics - Tập 95 Số 5 - Trang 1501-1519 - 2013
Predicting U.S. Recessions: Financial Variables as Leading Indicators
Review of Economics and Statistics - Tập 80 Số 1 - Trang 45-61 - 1998
Propensity Score-Matching Methods for Nonexperimental Causal Studies
Review of Economics and Statistics - Tập 84 Số 1 - Trang 151-161 - 2002
Program Heterogeneity and Propensity Score Matching: An Application to the Evaluation of Active Labor Market Policies
Review of Economics and Statistics - Tập 84 Số 2 - Trang 205-220 - 2002
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