Results 31 to 40 of about 331,204 (283)
International macroeconomic dynamics: A factor vector autoregressive approach [PDF]
Economic Modelling, 2009 Abstract In this paper international comovements among a set of key real and nominal macroeconomic variables in the US, UK, Canada, Japan and the Euro area have been investigated for the 1980–2005 period, using a factor vector autoregressive approach.
BAGLIANO, Fabio Cesare, C. MORANA
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Macroeconomic Factors That Affect Depositor Funds of Sharia Bank in Indonesia
JDE (Journal of Developing Economies), 2021 This study aims to determine the effect of macroeconomic factors on Islamic bank savings funds in Indonesia. Macroeconomic variables used; economic growth, government debt, exchange rates, trade balance, money supply (M2), and foreign direct investment ...
Sigit Sanjaya
doaj +1 more source
Forecasting macroeconomic variables using collapsed dynamic factor analysis [PDF]
International Journal of Forecasting, 2012 We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state space analysis. Key economic variables are modeled jointly with principal components from a large time series panel of macroeconomic indicators using a multivariate unobserved components time series model. When the key economic variables are observed
Falk Brauning, Siem Jan Koopman
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Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis [PDF]
SSRN Electronic Journal, 2014 Uncertainty about the future course of the economy is a potential driver of aggregate fluctuations. To identify the distinct dimensions of uncertainty in the macroeconomy, we construct a large dataset covering all types of economic uncertainty. We then identify two fundamental factors that account for the common dynamics in this dataset.
Steffen Henzel, Malte Rengel
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From the Food Sovereignty Ensuring Strategy to the Strategy of Improving the Agro-Food Complex Competitiveness [PDF]
Экономика региона, 2016 In the conditions of the globalization of national economies, the current situation in macroeconomics and, as a result, the need to improve the quality of life of the population it is necessary to clearly outline and resolve the following three strategic
Anatoly Ivanovich Altukhov +2 more
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Determinants of the Venture Investment Size in Russian IT Companies
Корпоративные финансы, 2018 This study investigates the key determinants of the size of investment in Russian IT companies during follow-on rounds starting from the second round. On a sample of 55 deals (2010–2016), which represents the most important deals on Russian market, the ...
Ivan Rodionov +2 more
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The impact of macroeconomic factors on the inflation in Vietnam [PDF]
Management Science Letters, 2020 The problems of the foreign exchange market and the global financial crisis, the European public debt crisis in 2008-2011 made the economy of Vietnam facing many macroeconomic instabilities. The escalating inflation in 2008 and 2011 posed many challenges
Thanh Tung Hoang, Van Anh Nguyen Thi
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Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes +2 more
wiley +1 more source
Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market
Management Letters/Cuadernos de Gestión, 2015 The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in ...
José Luis Miralles Marcelo +2 more
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Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source