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Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach

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Cited by:

  1. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  2. Hanan Naser, 2015. "Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods," Empirical Economics, Springer, vol. 49(2), pages 449-479, September.
  3. Luiz Renato Lima & Lucas Lúcio Godeiro & Mohammed Mohsin, 2021. "Time-Varying Dictionary and the Predictive Power of FED Minutes," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 149-181, January.
  4. Huang, Yu-Lieh & Kuan, Chung-Ming, 2021. "Economic prediction with the FOMC minutes: An application of text mining," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 751-761.
  5. Sarun Kamolthip, 2021. "Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data," PIER Discussion Papers 165, Puey Ungphakorn Institute for Economic Research.
  6. Zhang, Yue-Jun & Wang, Jin-Li, 2019. "Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models," Energy Economics, Elsevier, vol. 78(C), pages 192-201.
  7. David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015. "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
  8. Erik Andres-Escayola & Corinna Ghirelli & Luis Molina & Javier J. Pérez & Elena Vidal, 2022. "Using newspapers for textual indicators: which and how many?," Working Papers 2235, Banco de España.
  9. Ghysels, Eric & Ball, Ryan & Zhou, Huan, 2014. "Can we Automate Earnings Forecasts and Beat Analysts?," CEPR Discussion Papers 10186, C.E.P.R. Discussion Papers.
  10. repec:fip:fedcwq:98080 is not listed on IDEAS
  11. Erik Andres-Escayola & Corinna Ghirelli & Luis Molina & Javier J. Perez & Elena Vidal, 2024. "Using Newspapers for Textual Indicators: Guidance Based on Spanish- and Portuguese-Speaking Countries," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 643-692, August.
  12. Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
  13. Charles S. Gascon & Devin Werner, 2022. "Does the Beige Book Reflect U.S. Employment and Inflation Trends?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 13, pages 1-3, June.
  14. Elena Andreou & Andros Kourtellos, 2015. "The State and the Future of Cyprus Macroeconomic Forecasting," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(1), pages 73-90, June.
  15. Kathryn Lundquist & H.O. Stekler, 2011. "The Forecasting Performance of Business Economists During the Great Recession," Working Papers 2011-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  16. Messina, Jeffrey D. & Sinclair, Tara M. & Stekler, Herman, 2015. "What can we learn from revisions to the Greenbook forecasts?," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 54-62.
  17. Ghysels, Eric & Ball, Ryan, 2017. "Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?," CEPR Discussion Papers 12179, C.E.P.R. Discussion Papers.
  18. J. Isaac Miller, 2014. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 584-614.
  19. Joel Elvery, 2024. "Introduction to Cleveland Fed Summary of Regional Conditions and Expectations (SORCE)," Cleveland Fed District Data Brief 99167, Federal Reserve Bank of Cleveland.
  20. Paul Gower & Florian Meier & Karl Shutes, 2019. "Regulator Communication and Market Confidence in Difficult Times: Lessons from the Great Financial Crisis," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 7(4), pages 1-24.
  21. Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
  22. Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
  23. Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011. "Macroprudential policy and central bank communication," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 107-110, Bank for International Settlements.
  24. Hamza Bennani & Matthias Neuenkirch, 2017. "The (home) bias of European central bankers: new evidence based on speeches," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1114-1131, March.
  25. Stekler, Herman & Symington, Hilary, 2016. "Evaluating qualitative forecasts: The FOMC minutes, 2006–2010," International Journal of Forecasting, Elsevier, vol. 32(2), pages 559-570.
  26. Bahar Şen Doğan & Murat Midiliç, 2019. "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, vol. 56(1), pages 367-395, January.
  27. Cláudia Duarte, 2014. "Autoregressive augmentation of MIDAS regressions," Working Papers w201401, Banco de Portugal, Economics and Research Department.
  28. J. Scott Davis & Mark A. Wynne, 2016. "Central bank communications: a case study," Globalization Institute Working Papers 283, Federal Reserve Bank of Dallas.
  29. Herman O. Stekler & Hilary Symington, 2014. "How Did The Fomc View The Great Recession As It Was Happening?: Evaluating The Minutes From Fomc Meetings, 2006-2010," Working Papers 2014-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  30. Ingrid E. Fisher & Margaret R. Garnsey & Mark E. Hughes, 2016. "Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(3), pages 157-214, July.
  31. Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013. "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 81-92.
  32. Ryan T. Ball & Eric Ghysels, 2018. "Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?," Management Science, INFORMS, vol. 64(10), pages 4936-4952, October.
  33. Apel, Mikael & Blix Grimaldi, Marianna, 2012. "The Information Content of Central Bank Minutes," Working Paper Series 261, Sveriges Riksbank (Central Bank of Sweden).
  34. Amrendra Pandey & Jagadish Shettigar & Amarnath Bose, 2021. "Evaluation of the Inflation Forecasting Process of the Reserve Bank of India: A Text Analysis Approach," SAGE Open, , vol. 11(3), pages 21582440211, July.
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