Results 31 to 40 of about 83,930 (42)

Weather Effects in Energy Seasonal Adjustment: An Application to France Energy Consumption

Energy Journal
This paper addresses the challenge of adjusting energy consumption data for weather variations by introducing a novel General Weather Indicator (GWI).
Marie Bruguet, Arthur Thomas, Ronan Le Saout   +2 more
semanticscholar   +1 more source

Economic Policy Uncertainty and Corporate Dividend: Does the Presence of Government Shareholders Play a Role?

Journal of Emerging Market Finance
This article examines the effect of economic policy uncertainty (EPU) on the dividend policies of Vietnamese listed firms moderated by the role of government shareholders.
L. Tran, H. Bao
semanticscholar   +1 more source

Real-time forecast of DSGE models with time-varying volatility in GARCH form

International Review of Financial Analysis
Recent research shows that time-varying volatility plays a crucial role in nonlinear modeling. Contributing to this literature, we suggest a DSGE-GARCH approach that allows for straight-forward computation of DSGE models with time-varying volatility.
S. Çekin, S. Ivashchenko, Rangan Gupta, Chien‐Chiang Lee   +3 more
semanticscholar   +1 more source

Recent Developments in DSGE Modelling: Beyond FIRE

South Asian Journal of Macroeconomics and Public Finance
This survey focuses on the standard assumption in DSGE models: rational expectations (RE) with perfect information (PI) aka full information (FI)—hence FIRE.
Paul Levine, J. Pearlman, Bo Yang, S. Pham   +3 more
semanticscholar   +1 more source

The Macroeconomic Impact of the ECB's Expanded Asset Purchase Programme (APP)

Social Science Research Network, 2017
This paper provides empirical evidence on the macroeconomic impact of the expanded asset purchase programme APP) announced by the European Central Bank (ECB) in January 2015.
Luca Gambetti, A. Musso
semanticscholar   +1 more source

How Important are Commodity Terms of Trade Shocks in Explaining Government Tax Revenue Fluctuations? Evidence from Ethiopia

Global Journal of Emerging Market Economies
Using a new database of commodity terms of trade and identifying country-specific commodity export and import price shocks separately, this article mainly aims to examine the importance of commodity export and import price shocks in explaining government
N. Nuru
semanticscholar   +1 more source

Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India

South Asian Journal of Macroeconomics and Public Finance
This article builds a Structural Vector Autoregressive model and employs non-recursive identification restrictions to examine the effectiveness of the Monetary policy transmission mechanism in India during the Flexible Inflation Targeting regime (2016 ...
Samahita Phul
semanticscholar   +1 more source

Asymmetrical Effects of Global Liquidity and Global Economic Output on Domestic Economic Growth: Evidence from India based on NARDL Approach

The Indian Economic Journal
The augment of economic globalisation and financial integration in the past few decades has changed the dynamics of international developments. This has resulted in discussions on the immediate and frequent impact of global factors on emerging and ...
Shikha Malhotra, Chaya Bagrecha
semanticscholar   +1 more source

Testing for a unit root in the nonlinear STAR framework

, 2003
G. Kapetanios, Y. Shin, Andy Snell
semanticscholar   +1 more source

International Business Cycles: World, Region, and Country-Specific Factors

, 2003
M. Ayhan Kose, Christopher Otrok, Charles H. Whiteman, David Backus, Marianne Baxter, Mario J. Crucini, Michael A. Kouparitsas   +6 more
semanticscholar   +1 more source