Results 11 to 20 of about 84,279 (44)
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
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Oil Price Uncertainty and Consumer Sentiment in Advanced Economies
Social Science Research NetworkHow 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
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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 +3 more
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Macroeconomic Dynamics and Credit Risk: A Global Perspective
Social Science Research Network, 2003 We develop a framework for modeling conditional loss distributions through the introduction of risk factor dynamics. Asset value changes of a credit portfolio are linked to a dynamic global macroeconometric model, allowing macro e.ects to be isolated ...
Björn-Jakob Treutler +2 more
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Borsa Istanbul Sectoral Connectedness Analysis
Yönetim ve Ekonomi DergisiThis study examines the volatility connectedness among banks, industrials, and services subindices of Borsa Istanbul using the Diebold-Yılmaz connectedness index methodology.
Erhan Uluceviz
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THE IMPACT OF FOREIGN DIRECT INVESTMENT ON THE CHANGE IN THAILAND'S INDUSTRIAL STRUCTURE
European Journal of Economic and Financial ResearchForeign 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
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European Journal of Economic and Financial ResearchThis 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 +3 more
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Sign Restrictions in Structural Vector Autoregressions: A Critical Review
, 2011 Renée Fry, A. Pagan
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ABCs (and Ds) of Understanding VARs
, 2007 Jesús Fernández-Villaverde +3 more
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Commodity Storage and the Market Effects of Biofuel Policies
, 2017 C. Carter, G. Rausser, Aaron Smith
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