The authors thank Oscar Jorda, Kevin Kliesen, Ivana Komunjer, Barbara Rossi, and Enrique Sentana for comments and suggestions. We thank Nathan Balke and D'Ann Petersen for the use of their Beige Book measures. Heidi Beyer-Powe, Kristie M. Engemann, George Essig, Christopher Martinek, and Deborah Roisman provided research assistance. The views expressed in this paper are the authors' alone and do not reflect the views of the Federal Reserve Bank of St. Louis or the Federal Reserve System.
Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach
Version of Record online: 22 JAN 2009
© 2009 The Ohio State University
Journal of Money, Credit and Banking
Volume 41, Issue 1, pages 35–55, February 2009
How to Cite
ARMESTO, M. T., HERNÁNDEZ-MURILLO, R., OWYANG, M. T. and PIGER, J. (2009), Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach. Journal of Money, Credit and Banking, 41: 35–55. doi: 10.1111/j.1538-4616.2008.00186.x
- Issue online: 22 JAN 2009
- Version of Record online: 22 JAN 2009
- Received May 22, 2007; and accepted in revised form July 18, 2008.
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