Change Point in Panel Data with Small Fixed Panel Size: Ratio and Non-Ratio Test Statistics [PDF]
arXiv, 2016 The main goal is to develop and, consequently, compare stochastic methods for detection whether a structural change in panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations.
arxiv
Analysis of Debt to GDP Ratio with Microeconomic Foundations: Theoretical Basis for MMT Arguments
, 2022 Yasuhito Tanaka
openalex +2 more sources
The Effect of Government Debt and Other Determinants on Economic Growth: The Greek Experience
, 2018 This study empirically investigates the relationship between economic growth and several factors (investment, private and government consumption, trade openness, population growth and government debt) in Greece, where imbalances persist several years ...
Panagiotis Pegkas
semanticscholar +1 more source
Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications [PDF]
This paper finds that the U.S. stock market index is positively associated with real GDP, stock earnings, the trade-weighted nominal effective exchange rate, and the U.K.
Yu Hsing
core
Stock flow adjustments in sovereign debt dynamics : the role of fiscal frameworks [PDF]
, 2019 We assess, via system GMM, how Stock Flow Adjustments (SFA) affect the debt-to-GDP ratio in 65 countries (covering developed and emerging and low-income countries) between1985- 2014.
Afonso, António, Jalles, João Tovar
core +3 more sources
A Reversed Early Warning Methodology for Optimal Bank Profit Retention Recommendations
International Journal of Finance &Economics, EarlyView.ABSTRACT This study introduces a calibration method for the newest policy instrument in prudential supervision by endogenising profit retention targets via a reversed early warning system, depending on the supervisors' risk tolerance, the exposure to the economy, and the level of financial pressure.
Petr Jakubik, Bogdan Gabriel Moinescu
wiley +1 more source
Notes on Fano Ratio and Portfolio Optimization [PDF]
Journal of Risk & Control 5(1) (2018) 1-33, 2017 We discuss - in what is intended to be a pedagogical fashion - generalized "mean-to-risk" ratios for portfolio optimization. The Sharpe ratio is only one example of such generalized "mean-to-risk" ratios. Another example is what we term the Fano ratio (which, unlike the Sharpe ratio, is independent of the time horizon).
arxiv
Why Do Human Development and Globalization Worsen American Inequality and Debt-to-GDP Ratio?
, 2022 Gordon G. Bechtel
openalex +2 more sources
Determinants of Spread and Creditworthiness for Emerging Market Sovereign Debt:A Panel Data Study [PDF]
This study uses a panel-data framework to identify the determinants of the spread over US Treasuries of emerging market sovereign issues as well as of the creditworthiness of the issuers,where the latter is represented by the Institutional Investor's ...
José Luis Torres, Peter Rowland
core
Public debt, economic growth, and inflation in African economies [PDF]
, 2016 We analyse the relationship between public debt, economic growth and inflation in a group of 52 African economies between 1950 and 2012. The results indicate that the limits of public debt are negatively related to economic growth and exhibit, from a ...
Ferreira-Lopes, A. +2 more
core +1 more source