Some recent research has suggested that macroeconomic variables, such as output and inflation, can improve interest rate forecasts. However, the evidence for this puzzling result is based on ...

History suggests that extreme run-ups in the cyclically adjusted price-earnings ratio are a signal that the stock market may be overvalued. A simple regression model using a small set of macroeconomic ...

In this speech, I will lay out a path to modeling macrofinancial dynamics using a recent approach that I have worked on, and illustrate the usefulness of this avenue with a term structure application.

Katelyn Peters has a writer and editor for more than five years who focuses on both investing and personal finance content. In addition to her experience in finance, she is also a volunteer editorial ...

Economics is split between analysis of how the overall economy works and how single markets function Physicists look at the big world of planets, stars, galaxies, and gravity. But they also study the ...