Are economic tracking portfolios useful for forecasting output and inflation in Austria?

We construct economic tracking portfolios from Austrian stock market returns, euro/dollar exchange rate changes and changes in the oil price to extract revisions of market expectations about future industrial production growth and inflation in Austria. The forecasting ability of the portfolios is ev...

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Bibliographic details
Volume: 17
Main Author: Raunig, Burkhard
Format: Journal Article
Language: English
Place of publication: Routledge 01.09.2007
Taylor and Francis Journals
published in: Applied financial economics Vol. 17; no. 13; pp. 1043 - 1049
Data of publication: 9/1/2007
ISSN: 0960-3107
1466-4305
EISSN: 1466-4305
Discipline: Economics
Business
Series: Applied Financial Economics
Online Access: Fulltext
Database: RePEc
RePEc IDEAS
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