Distilling the Macroeconomic News Flow
NBER Working Paper No. 19650
---- Acknowledgments ----
We thank Daryl Caldwell, Robert Darwin, Fabio Fornari, Amit Goyal, Ana-Maria Tenekedjieva, and seminar participants at BlackRock, City University, the 2012 Asset Pricing Retreat at Cass Business School, the Fall 2012 Inquire UK Conference in Bath, the Imperial College Hedge Fund Conference, the Stockholm School of Economics, and the University of York, for their comments and suggestions. We are indebted to Inquire UK for financial support. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.