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- W3121135344 abstract "We assess the contribution of macroeconomic uncertainty — approximated by the dispersion of the real GDP survey forecasts — to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years, two alternative binary chronologies of bubble periods are determined and subjected to panel logit regressions conditioning on macroeconomic indicators and expectation uncertainty. Measures of macroeconomic uncertainty improve the ex ante signalling of stock price booms and bubbles." @default.
- W3121135344 created "2021-02-01" @default.
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- W3121135344 date "2014-01-01" @default.
- W3121135344 modified "2023-09-27" @default.
- W3121135344 title "Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles" @default.
- W3121135344 hasPublicationYear "2014" @default.
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