No. 38-6, September 2019
Index
- A note on the predictive power of survey data in nowcasting euro area GDP
- An ensemble of LSTM neural networks for high‐frequency stock market classification
- Forecasting economic indicators using a consumer sentiment index: Survey‐based versus text‐based data
- Information content of DSGE forecasts
- Issue Information
- Oil financialization and volatility forecast: Evidence from multidimensional predictors
- Predictive power of Markovian models: Evidence from US recession forecasting
- Trading volume and prediction of stock return reversals: Conditioning on investor types' trading
- WTI crude oil option implied VaR and CVaR: An empirical application