Seeking Alpha article used statistical approach to estimate S&P 500 P/E market multiple based on macroeconomic variables. Treasury yield and federal spending to GDP ratio are significant variables ...
Recent Basel Committee on Banking Supervision standards on interest rate risk in the banking book require the consideration of macroeconomic variables for modeling client behaviors, while no ...
Some recent research has suggested that macroeconomic variables, such as output and inflation, can improve interest rate forecasts. However, the evidence for this puzzling result is based on ...
This session aimed to gain insight into the macroeconomic models and inputs used at the decision-making level. In his talk, Robert Arnold, Congressional Budget Office (CBO), echoed Stock by stressing ...
The Covid-19 pandemic and its resulting public health mitigation measures have caused large-scale economic disruption globally. At this time, there is an increased need to predict the macroeconomy’s ...
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We uncover the major drivers of each macroeconomic variable and the real exchange rate at the business cycle frequency in G7 countries. In each country, the main drivers of key macro variables ...
Our eLibrary offers over 25,000 IMF publications in multiple formats. This paper documents the main stylized features of macroeconomic fluctuations for 12 developing countries. Cross-correlations ...
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