WebOct 16, 2024 · The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard … WebAbstract: I construct two real-time, real activity indexes: (i) a surprise index that summarizes recent economic data surprises and measures optimism/pessimism about the state of the economy, and (ii) an uncertainty index that measures uncertainty related to the state of the economy. The indexes, on a given day, are weighted averages of the ...
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WebCitigroup Economic Surprise Index represents the sum of the difference between official economic results and forecasts. With a sum over 0, its economic performance … Web/global?tag=Citi%20Economic%20Surprise%20Index imus technology
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WebMar 23, 2024 · CITIGROUP ECONOMIC SURPRISE INDEX & 10-YEAR US TREASURY BOND YIELD: 2009-PRESENT 4/11 Surprise Index (percent) (29.7) 10-Year Yield* (13 … WebSep 30, 2013 · Posted on June 21, 2011 by Babak. The Citigroup Economic Surprise Indexes are a clever concoction that measures the variations in the gap between the expectations and the real economic data. The input consists of the actual econometric data that moves foreign exchange markets – the bigger the data moves forex markets, the … WebSep 7, 2024 · The Citi Economic Surprise Index measures the pace at which economic indicators are coming in ahead of or below consensus forecasts. ... The chart below shows the index going back to 2003, and the ... imus talking about howard stern