Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis

Petri Kuosmanen and Juuso Vataja

Review of Financial Economics, 2014, vol. 23, issue 2, 90-97

Abstract: This paper examines the ability of financial variables to predict future economic growth above and beyond past economic activity in a small open economy in the euro area. We aim to clarify potential differences in forecasting economic activity during different economic circumstances.

Keywords: Term spread; Short-term interest rate; Stock market; Forecasting; Macroeconomy (search for similar items in EconPapers)
JEL-codes: E37 E44 E47 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:revfin:v:23:y:2014:i:2:p:90-97

DOI: 10.1016/j.rfe.2013.10.002

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