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The article evaluates the predictive power of financial variables, specifically stock prices, oil prices, and term spreads, as leading indicators of GDP growth in euro area countries during the Great Recession (2008-2009). Using a Mixed Data Sampling (MIDAS) approach, the authors find that stock prices significantly improve GDP forecasts compared to traditional opinion survey variables, while oil prices and term spreads are less informative. The study provides empirical evidence supporting the relevance of
- Author
- mdtitas.stat.iu09
- Language
- EN