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Does Futures Market Information Improve Macroeconomic Forecasting: Evidence from China

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Quarterly data on GDP growth rate, broken down by the three sectors (primary, secondary, and tertiary industries); Monthly data on PMI and PPI; Daily closing prices of commodity futures; Data of the CSI 300 stock index futures, including daily returns, trading volume, log trading volume, change in positions, basis, and amplitude.
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2025-01-27
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