High-frequency credit spread information and macroeconomic forecast revision

Keyphrases

• Macroeconomic Forecasting 100%
• Forecast Revisions 100%
• Credit Spreads 100%
• Information Forecast 100%
• Forecaster 33%
• MIDAS 33%
• Individual Forecasts 33%
• Output Growth 33%
• Financial Development 33%
• Amplification Effect 33%
• Economic Conditions 33%
• Predictive Ability 33%
• Economic Recession 33%
• Regression Approach 33%
• Credit Conditions 33%
• Monthly Forecast 33%
• Information Rigidity 33%
• Macroeconomic Aggregates 33%
• Financial Information 33%
• High-frequency Information 33%
• Economic Forecasting 33%
• Professional Forecasters 33%
• Aggregated Forecast 33%

Economics, Econometrics and Finance

• Economic Forecast 100%
• Yield Curve 100%
• Macroeconomics 33%
• Financial Development 33%
• Macroeconomic Performance 33%