Learn about economic conditions, key indicators like GDP and inflation, and their impact on investments. Explore strategies for navigating economic cycles effectively.

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 ...

In this speech, I will lay out a path to modeling macrofinancial dynamics using a recent approach that I have worked on, and illustrate the usefulness of this avenue with a term structure application.

Interest rates are inherently difficult to predict, and the simple random walk benchmark has proven hard to beat. But macroeconomics can help, because the long-run trend in interest rates is driven by ...

This paper investigates the relation between housing starts and macroeconomic variables in Turkey from 1961 to 2000. The generalized variance decomposition approach is used to examine relations ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Somer G. Anderson is CPA, doctor of ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In recent years, term premia have been very low and sometimes even negative. Now, with the United States economy growing ...

3. The Smets-Wouters (2007) model is considered the best of a bad bunch, the dwarf among pygmies. Smets-Wouters, 2007 is generally considered the most accurate general model of the economy in ...