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Reassessing growth vulnerability (replication data)
This paper replicates the results of Adrian et al. (2019) that GDP growth volatility is mainly driven by the lower quantiles of the distribution which is predicted by the... -
Testing Investment Forecast Efficiency with Forecasting Narratives
I analyze the narratives that accompany business cycle forecasting reports of three German institutes using topic models. To this end, I gather multiple similar topics into...
