Results 11 to 20 of about 83,589 (40)
Fan Charts 2.0: Flexible Forecast Distributions with Expert Judgement
Social Science Research NetworkI propose a new model, conditional quantile regression (CQR), that generates density forecasts consistent with a specific view of the future evolution of some variables.
Andrej Sokol
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Value at Risk Models in Finance
Social Science Research Network, 2001 The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
S. Manganelli, R. Engle
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House Prices and Monetary Policy in the Euro Area: Evidence from Structural VARs
Social Science Research Network, 2017 We use a Bayesian stochastic search variable selection structural VAR model to investigate the heterogeneous impact of housing demand shocks on the macroeconomy and the role of house prices in the monetary policy transmission, across euro area countries.
A. Nocera, M. Roma
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Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries
Social Science Research Network, 2007 This paper investigates whether the real oil price has an impact on the real exchange rates of three main oil-exporting countries: Norway, Russia and Saudi Arabia.
M. Habib, Margarita M. Kalamova
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Short-Term Estimates of Euro Area Real GDP by Means of Monthly Data
Social Science Research Network, 2003 The first official data releases of quarterly real GDP for the euro area are published about eight weeks after the end of the reference quarters. Meanwhile, ongoing economic developments must be assessed from various, more readily available, monthly ...
Franck Sédillot, Gerhard Rünstler
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Trade Openness and Economic Growth Nexus: A Case Study of BRICS
, 2019 L. G. Burange +2 more
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Non-Monetary Interventions, Workforce Retention and Hospital Quality: Evidence from the English NHS
Social Science Research Network, 2023IZA DP No. 16379 AUGUST 2023 Non-monetary Interventions, Workforce Retention and Hospital Quality: Evidence from the English NHS* Excessive turnover can signicantly impair an organization’s performance.
Giuseppe Moscelli +5 more
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Market Integration and Price Transmission: A Case Study of Sugar Markets in India
Indian Journal of Economics and Development, 2023The current study analyzed the transmission and spatial integration of sugar prices in different markets (Nagpur, Agra, Bengaluru, Chennai, and Rajkot) from July 2010 to June 2020.
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Dynamics of Employment and Accumulation of Capital in Colombia, 1965–2019: An Econometric Analysis
The Review of Radical Political Economics, 2023Following Marx’s general law of capitalist accumulation, the present article seeks to evaluate the impact of fixed capital stock, labor productivity, and the mass of profits on the dynamics of employment in Colombia from 1965 to 2019 using a Vector Error
Carlos Alberto Duque Garcia
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Does Trade Openness Affects Employment in Cameroon?
, 2021The objective of this paper is to examine the effect of trade openness on employment in Cameroon. The methodologies used in order to test our hypothesis were the FMOLS and DOLS.
Ibrahim Ngouhouo, Tii N. Nchofoung
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