Technical notes on balance of payments compilation and analysis: The case of Nigeria [PDF]
This paper discusses some technical issues in Balance of Payment compilation and analysis. It summarized major components of the BOP statistics, the various account balances as well as the interrelationship between them and other macroeconomic aggregates.
Udoette, Ubong S.
core
On the Macroeconomic and Welfare Effects of Illegal Immigration [PDF]
This paper investigates the macroeconomic and welfare effects of illegal immigration on the native born within a dynamic general equilibrium framework with labor market frictions.
Liu, Xiangbo
core +1 more source
A pragmatic macroeconomic default risk adjustment in developing countries
Background: The expected credit loss (ECL) framework of International Financial Reporting Standards Foundation (IFRS) 9 typically comprises three components: probability of default (PD), loss given default (LGD) and exposure at default (EAD). Among these,
Suben Moodley +2 more
doaj +1 more source
Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break [PDF]
This paper investigates the dynamic interactions between four macroeconomic variables and stock prices in Pakistan, using cointegration and Granger causality tests that are robust to structural breaks.
Rashid, Abdul
core +1 more source
Analysis of Romania’s external debt and the implications for foreign relations during 2000-2013
In this paper, we performed an analysis of the time series of the indicator by effect – GD P with the indicator by effort – external debt, great relevance macroeconomic indicators.
Marinela Geamanu, Barbu Bogdan Popescu
doaj
Capital mobility and macroeconomic volatility: evidence from Greece [PDF]
This paper focuses on the impact of full capital account liberalization on macroeconomic volatility in Greece. According to the standard neoclassical model, such liberalization is to be desired because, among other advantages, it may reduce macroeconomic
Anastasios, Pappas
core +1 more source
Macroeconomic agent-based models : a statistical physics perspective
Les modèles à agents (Agent-Based Models ou ABMs) sont apparus comme un paradigme complémentaire pour la modélisation des phénomènes macro-économiques. Par rapport à d’autres modèles plus établis, tels que les modelés DSGE (Dynamic Stochastic General Equilibrium), les ABMs offrent un cadre flexible pour comprendre la complexité de la macroéconomie tout
openaire +1 more source
Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey [PDF]
The purpose of this study is to investigate whether current economic activities in Turkey have explanatory power over stock returns, or not. The data used in this study are monthly stock price indexes of Istanbul Stock Exchange and a set of macroeconomic
Osman Karamustafa, Yakup Kucukkale
core
Economic Welfare, Food Prices, and Sectoral Food Waste: A Structural Analysis Across the European Union. [PDF]
Vărzaru AA.
europepmc +1 more source
How to treat benchmark revisions? The case of German production and orders statistics [PDF]
Elements of an econometric examination of benchmark revisions in real-time data are suggested. Structural break tests may be applied to detect heterogeneities within vintages.
Knetsch, Thomas A., Reimers, Hans-Eggert
core

