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Analyzing the effects of U.S. macroeconomic policy on U.S. agriculture using the USAGMKTS model [PDF]

open access: yes
This report describes the results of simulating effects of U.S. macroeconomic policy on U.S. agriculture using the USAGMKTS model. The primary purpose for which the USAGMKTS model was developed is to determine the effects of potential changes in U.S ...
Just, Richard
core  

Forecasting House Prices: The Role of Market Interconnectedness

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen   +3 more
wiley   +1 more source

Environmental macroeconomics

open access: yes, 2019
Dodo J. Thampapillai, Matthias Ruth
openaire   +1 more source

The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey   +2 more
wiley   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

open access: yesGeological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu   +3 more
wiley   +1 more source

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