Financial Information and Macroeconomic Forecasts /
We study the forecasting power of financial variables for macroeconomic variables for 62 countries between 1980 and 2013. We find that financial variables such as credit growth, stock prices and house prices have considerable predictive power for macroeconomic variables at one to four quarters horiz...
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| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Series: | IMF Working Papers; Working Paper ;
No. 2016/251 |
| Online Access: | Full text available on IMF |