Seeking Alpha article used statistical approach to estimate S&P 500 P/E market multiple based on macroeconomic variables. Treasury yield and federal spending to GDP ratio are significant variables ...

History suggests that elevated values of the cyclically adjusted price-earnings (CAPE) ratio may indicate an overvalued stock market. A valuation model that uses a small set of economic variables can ...

Therefore, one would expect macroeconomic variables and modeling exercises to be quite informative in explaining and forecasting the yield-curve movements. However, until very recently, standard ...

Using a large cross-country dataset covering over 150 countries and more than 10 macroeconomic variables, this study examines the consistency of IMF World Economic Outlook (WEO) forecasts with the ...

Forecasting macroeconomic variables is key to developing a view on a country's economic outlook. Most traditional forecasting models rely on fitting data to a pre-specified relationship between input ...

The Macro Poverty Outlook (MPO) analyzes macroeconomic and poverty developments in 21 developing countries in Middle East, North Africa, Afghanistan, and Pakistan. The report is released twice ...