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The Economic Sentiment Indicator
3 references·0 citing·15 second hop
The Economic Sentiment Indicator (2008)The Economic Sentiment IndicatorOn the predictive content of production surveys: A pan-European study (2005)On the predictive content of …In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Multivariate out-of-sample tests for Granger causality (2006)Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems (2006)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The use of consumer and business surveys in forecasting (2010)Empirical exchange rate models of the seventies (1983)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)What do we learn from the price of crude oil futures? (2010)International Stock Return Predictability: What Is the Role of the United States? (2013)Manager sentiment and stock returns (2018)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1995Comparing Predictive Accuracy5,214 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 2005On the predictive content of production surveys: A pan-European study61 cited

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