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Journal Articles

Another Look at the Macroeconomic Information Content of Aggregate Earnings: Evidence from the Labor Market

Available to Purchase
Rebecca N. Hann, Congcong Li, Maria Ogneva
Journal: The Accounting Review
The Accounting Review (2021) 96 (2): 365–390.
https://doi.org/10.2308/TAR-2015-0564
Published: 01 March 2021
... observations between 1996 and 2015. 3 Aggregate job flow data come from the Bureau of Labor Statistics (BLS). Our measures of aggregate earnings and job flows news are based on time-series models estimated in real time. 4 aggregate earnings labor market special items job flows...
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Includes: Supplementary data