Results 141 to 150 of about 74,593 (313)
The importance of considering regimes in long‐term asset allocation to real estate
Real Estate Economics, EarlyView.Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
Journal of Economy Culture and Society, 2022 This study examines the calculation of consumer price index (CPI) according to income groups. One of the principal determinants of consumption habits is income level; therefore, individuals’ consumer goods baskets change according to income level. In this context,the inflation rates faced differ according to income levels.
openaire +1 more source
The Relative Impact of Different News on Stock Returns: Evidence From New Zealand
Accounting &Finance, EarlyView.ABSTRACT We estimate the effects of different news events on New Zealand stock returns. Our results indicate that local news, such as announcements from the New Zealand Central Bank interest rate changes (official cash rate) and company earnings reports, generally has a greater impact than international news. However, U.S. Federal Open Market Committee
Rui Ma +3 more
wiley +1 more source
Impact of Supply of Money on Food and General Price Indices: A Case of Pakistan [PDF]
The paper probed the impact of supply of money on food and general price indices by estimating a series of equations taking CPI food, CPI general, WPI food, WPI general, GDP deflator and SPI as measures of inflation and M1, M2 and M3 supply of money as ...
Gill, Abid Rashid, Khan, Rana Ejaz Ali
core +1 more source
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis [PDF]
, 2002 In this paper we carry a disaggregated study of the monthly US Consumer Price Index (CPI). We consider a breakdown of US CPI in four subindexes, corresponding to four groups of markets: energy, food, rest of commodities and rest of services. This is seen
Espasa, Antoni +2 more
core +1 more source
Addiction, EarlyView.Abstract Background and aims Oral nicotine pouches (ONPs) have seen a dramatic rise in sales since their introduction to the US market in 2016. We aimed to define the relationship between ONP prices and sales (e.g. price elasticity of demand) and determine how taxes on cigarettes and e‐cigarettes (ECs) impact ONP sales.
Yanyun He +7 more
wiley +1 more source
PCE and CPI inflation differentials: converting inflation forecasts [PDF]
The Federal Reserve recently announced it will begin to release quarterly inflation forecasts based on the Personal Consumption Expenditure Price Index.
Craig S. Hakkio
core
American Journal of Agricultural Economics, EarlyView.Abstract Agricultural subsidies can be an effective policy tool to enhance soil organic carbon sequestration. This paper assesses the effectiveness of a second‐best hypothetical policy which subsidizes additional canola hectares optimally for each soil zone in Saskatchewan in an effort to increase soil organic carbon.
Devin A. Serfas
wiley +1 more source
THE IMPACT OF BIG-BOX STORES ON RETAIL FOOD PRICES AND THE CONSUMER PRICE INDEX [PDF]
Over the past 10 years, the growth of nontraditional retail food outlets has transformed the food market landscape, increasing the variety of shopping and food options available to consumers, as well as price variation in retail food markets. This report
Leibtag, Ephraim S.
core +1 more source
Global agricultural value chains and food prices
American Journal of Agricultural Economics, EarlyView.Abstract We study the relationship between the extent of participation in global agricultural value chains (GAVCs) and food prices at the country level. Using longitudinal data on a sample of 138 countries for the period 2000–2015 and a shift‐share instrumental variable design, we study how the extent of a country's participation in GAVCs in a given ...
Bernhard Dalheimer, Marc F. Bellemare
wiley +1 more source