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Identification of Macroeconomic Factors in Large Panels [PDF]
SSRN Electronic Journal, 2009 This paper presents a dynamic factor model where the extracted factors and shocks are given a clear economic interpretation. The economic interpretation of the factors is obtained by means of a set of over-identifying loading restrictions, while the ...
Hans Dewachter +2 more
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Macroeconomic Factors Affecting Happiness [PDF]
International Journal of Business and Development Studies, 2013 This paper examines factors affecting happiness using panel data concerning 58 countries during 2003-2011. Happiness data come in the form of answers to questions such as "How happy are you as a whole in your life?" and the answers range from 1 to ...
doaj +2 more sources
Macroeconomic factors and micro-level bank risk [PDF]
SSRN Electronic Journal, 2010 The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U.S. macroeconomy.
Buch, Claudia M. +2 more
core +7 more sources
Macroeconomic Factors and Consumer Loan Repayment
Gospodarka Narodowa. The Polish Journal of Economics, 2018 This article is the result of research aiming to quantify the association of macroeconomic factors and the risk of consumer loan default. Data at a medium level of aggregation was used to describe the consumer loan portfolio of one of Poland’s largest ...
Marcin Sztaudynger
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Macroeconomic Factors and Bank Risk [PDF]
, 2010 The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a Factor Augmented Vector Autoregressive Model (FAVAR) which extends a standard VAR for the U.S.
Buch, Claudia M. +2 more
core +2 more sources
An Empirical Analysis in Effect of Macroeconomic Factors on Inflation for Pakistan
JISR Management and Social Sciences & Economics, 2021 The current study is an effort to empirically assess the effect of various macroeconomic factors on inflation in Pakistan by utilizing ordinary least squares (OLS) method and Granger non-causality test in the time-series framework from 1973-Q3 to 2017 ...
Syed Irshad Hussain, Akhtar Hussain
doaj +1 more source
Macroeconomic Variables Fluctuations and Management Earnings Forecast [PDF]
مطالعات تجربی حسابداری مالی, 2016 This paper assesses the impact of a comprehensive set of macroeconomic factors (including changes in exchange rate, changes in inflation rate, changes in liquidity, changes in trade balance, and changes in gross domestic production) on error of ...
Rafik Baghoomian +2 more
doaj +3 more sources
The Economic-Social Influences of the Consumer Price Index: The Case of Post-Communist Romania [PDF]
Revista de Studii Financiare, 2023 The consumer price index plays an important role in the current economic-financial activity because the income level is updated with the help of the rate of this index, both in the private environment and in public institutions, which means that if the ...
Teodora Maria Suciu +2 more
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MACRO FACTORS IN THE RETURNS ON CRYPTOCURRENCIES
Applied Finance Letters, 2023 This study investigates the relationship between expected returns on cryptocurrencies and macroeconomic fundamentals. Investors employ a lot of macroeconomic indicators for their investment decision, and hence adopting a few macroeconomic indicators is ...
Kei Nakagawa, Ryuta Sakemoto
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Cogent Economics & Finance, 2021 The purpose of this paper is to examine the impact of macroeconomic variables and firm-specific factors on corporate profitability in Singapore and Hong Kong before, during and after the global financial crisis.
Carol Cheong, Huy Viet Hoang
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