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SSRNMacro-Finance & Rates

Macroeconomic Belief Distortions

An economic belief indicator, developed using a data-rich environment and machine learning, corrects macroeconomic expectation errors and predicts bond returns.

Featured in No. 73 on 6 Nov 2024 · 5 days after release

Released
1 Nov 2024
First featured
No. 73 · 6 Nov 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5006789

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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