Results 11 to 20 of about 83,930 (42)

On secular stagnation and low interest rates: Demography matters

International Finance, 2019
Nominal and real interest rates in advanced economies have been decreasing since the mid-1980s and reached historical low levels in the aftermath of the global financial crisis.
G. Ferrero, M. Gross, S. Neri
semanticscholar   +1 more source

Oil Price Uncertainty and Consumer Sentiment in Advanced Economies

Social Science Research Network
How does oil price uncertainty affect consumer sentiment in advanced economies? Is the response of consumer sentiment to exogenous positive and negative oil price shocks symmetric or asymmetric?
N. Azad, Apostolos Serletis
semanticscholar   +1 more source

Modeling systemic risk with Markov Switching Graphical SUR models

Journal of Econometrics, 2019
We propose a Markov Switching Graphical Seemingly Unrelated Regression (MS-GSUR) model to investigate time-varying systemic risk based on a range of multi-factor asset pricing models.
Daniele Bianchi, Monica Billio, R. Casarin, Massimo Guidolin   +3 more
semanticscholar   +1 more source

THE IMPACT OF FOREIGN DIRECT INVESTMENT ON THE CHANGE IN THAILAND'S INDUSTRIAL STRUCTURE

European Journal of Economic and Financial Research
Foreign direct investment (FDI) has played a significant role in Thailand's economic development. This study utilizes the Vector Error Correction Model (VECM) to analyse the impact of FDI on the change in Thailand's industrial structure.
Xu Yan
semanticscholar   +1 more source

CAUSALITY ANALYSIS OF MONEY AND INFLATION IN THE PHILIPPINE ECONOMY: EVIDENCE FROM THE PERIOD 1960 TO 2020

European Journal of Economic and Financial Research
This work aimed to investigate the causal relationship between money and inflation (proxy by CPI) in the Philippines using Vector Autoregressive (VAR) Analysis and the Granger Causality Test.
Jesson Rey F. Sabado, Mar Vincent M. Rebote, Jomarie A. Calipuzan, Ryan B. Perocho   +3 more
semanticscholar   +1 more source

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

, 2011
Renée Fry, A. Pagan
semanticscholar   +1 more source

ABCs (and Ds) of Understanding VARs

, 2007
Jesús Fernández-Villaverde, Juan F. Rubio-Ramirez, T. Sargent, M. Watson   +3 more
semanticscholar   +1 more source

Commodity Storage and the Market Effects of Biofuel Policies

, 2017
C. Carter, G. Rausser, Aaron Smith
semanticscholar   +1 more source

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Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects

Journal of Economic Literature, 2021
Probably because of their interpretability and transparent nature, synthetic controls have become widely applied in empirical research in economics and the social sciences.
Alberto Abadie
semanticscholar   +1 more source

Business-cycle consumption risk and asset prices

Journal of Econometrics, 2023
We show that a business-cycle component of consumption growth (dubbed business-cycle consumption) with cycles between 2 and 4 years is effective in explaining the differences in risk premia across alternative test assets, including recently-proposed ...
F. Bandi, A. Tamoni
semanticscholar   +1 more source