Global shocks and the debt‐growth nexus
Economic Inquiry, EarlyView.Abstract This paper re‐examines the relationship between debt and growth with and without the influence of global shocks for a panel of 22 economies. The analysis introduces an approach that accounts for the complexity of global factors and estimates the debt‐to‐growth and growth‐to‐debt nexus for household, corporate, and public debt from a purely ...
Fabrizio Casalin +2 more
wiley +1 more source
A new frontier for studying within-person variability: Bayesian multivariate generalized autoregressive conditional heteroskedasticity models. [PDF]
Psychol Methods, 2022 Rast P, Martin SR, Liu S, Williams DR.
europepmc +1 more source
Handling Out‐of‐Sample Areas to Estimate the Unemployment Rate at Local Labour Market Areas in Italy
International Statistical Review, EarlyView.Summary Unemployment rate estimates for small areas are used to efficiently support the distribution of services and the allocation of resources, grants and funding. A Fay–Herriot type model is the most used tool to obtain these estimates. Under this approach out‐of‐sample areas require some synthetic estimates. As the geographical context is extremely
Roberto Benedetti +4 more
wiley +1 more source
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations [PDF]
In this paper we investigate the effects of careful modelling the long-run dynamics of the volatilities of stock market returns on the conditional correlation structure.
Cristina Amado, Timo Teräsvirta
core
The Weight of Economic Growth and Urbanization on Electricity Demand in UAE [PDF]
, 1993 This study aims to explore the relationship between economic growth, urbanization, financial development and electricity consumption in case of United Arab Emirates. The study covers the time period of 1975-2011.
Sbia, Rashid +2 more
core +4 more sources
Journal of Economic Surveys, EarlyView.ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Forecasting cryptocurrency returns using classical statistical and deep learning techniques
International Journal of Information Management Data InsightsThe emergence of cryptocurrencies has generated enthusiasm and concern in the modern global economy. However, their high volatility, erratic price fluctuations, and tendency to exhibit price bubbles have made investors cautious about investing in them ...
Nehal N. AlMadany +3 more
doaj +1 more source
Exponential conditional volatility models [PDF]
The asymptotic distribution of maximum likelihood estimators is derived for a class of exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models.
Andrew Harvey
core
Artificial Intelligence in Climate and Sustainable Finance: A Blessing or a Curse?
Journal of Economic Surveys, EarlyView.ABSTRACT While there are concerns regarding the sustainability of artificial intelligence (AI), it is a potential ally in the transition toward a greener future. It offers advanced tools for data analysis; risk modeling; and environmental, social, and governance (ESG) assessment.
Filippo di Pietro +3 more
wiley +1 more source
Grain price adjustment asymmetry: the case of cowpea in Ghana [PDF]
Patterns in price adjustment in response to information are important to market practitioners. This study looks at cowpea real wholesale price adjustment patterns in Bolgatanga, Wa, Makola and Techiman markets in Ghana.
Langyintuo, Augustine S.
core +1 more source