Results 21 to 30 of about 84,279 (44)

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

The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19

Australian Journal of Management, 2023
In view of the need for portfolio diversification, we investigate the interlinkages between a private equity ETF and a set of high-demand asset classes including bonds, equities, crude oil, gold, commodities, currency, Bitcoin, and shipping within a ...
Spyros Papathanasiou, D. Vasiliou, A. Magoutas, Drosos Koutsokostas   +3 more
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

The Long-Run Phillips Curve is ... A Curve

Social Science Research Network, 2023
In U.S. data, inflation and output are negatively related in the long run. A Bayesian VAR with stochastic trends generalized to be piecewise linear provides robust reduced-form evidence in favor of a threshold level of trend inflation below which ...
G. Ascari, Paolo Bonomolo, Qazi Haque
semanticscholar   +1 more source

Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions

American Economic Journal: Macroeconomics, 2023
This study measures the effects of monetary policy in the euro area using a small number of sign and magnitude restrictions on the residuals of a structural vector autoregression.
Harald Badinger, Stefan Schiman
semanticscholar   +1 more source

Signaling Effect of Dividend on Firm’s Future Performance: A Study of Select Emerging Economies

Journal of Emerging Market Finance, 2023
The present study examines the signaling effects of a firm’s dividend policy in developing economies (India, Brazil, China, and Taiwan) from 2010 to 2020 in 4,630 companies’ observations.
S. Kanojia, B. S. Bhatia
semanticscholar   +1 more source

Recoverability and Expectations-Driven Fluctuations

, 2021
Time series methods for identifying structural economic disturbances often require disturbances to satisfy technical conditions that can be inconsistent with economic theory.
R. Chahrour, Kyle Jurado
semanticscholar   +1 more source

An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain

American Economic Journal: Macroeconomics
We provide a few new empirical facts that theoretical models should feature in order to be consistent with the data. (i) There are two classes of shocks: demand and supply.
M. Forni, Luca Gambetti, Antonio Granese, Luca Sala, Stefano Soccorsi   +4 more
semanticscholar   +1 more source

Bootstrap Standard Error Estimates and Inference

, 2021
Asymptotic justi…cation of the bootstrap often takes the form of weak convergence of the bootstrap distribution to some limit distribution. Theoretical literature recognized that the weak convergence does not imply consistency of the bootstrap second ...
J. Hahn, Z. Liao
semanticscholar   +1 more source

Market Integration and Price Transmission: A Case Study of Sugar Markets in India

Indian Journal of Economics and Development, 2023
The 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.

semanticscholar   +1 more source