Results 111 to 120 of about 279,717 (308)
Order Flow and Exchange Rate Dynamics [PDF]
Macroeconomic models of nominal exchange rates perform poorly. In sample, R2 statistics as high as 10 percent are rare. Out of sample, these models are typically out-forecast by a na‹ve random walk. This paper presents a model of a new kind.
Martin D.D. Evans, Richard K. Lyons
core
ABSTRACT Environmental protection has emerged as a global priority in the contemporary context. As pivotal actors in the transition towards sustainable development, companies play a crucial role through the adoption of environmental innovations. This study investigates how organisational characteristics—specifically geographical location, business ...
Carlos de las Heras‐Rosas +3 more
wiley +1 more source
This article examines how fluctuations in macroeconomic indicators influence companies’ propensity to invest, gauged by the investment intensity index – defined as the ratio of investment expenditures to total revenue.
Adam Andrzej Zając +3 more
doaj +1 more source
Macroeconomic and specific banking determinants of nonperforming loans in Bosnia and Herzegovina [PDF]
The aim of the research is to identify the macroeconomic and specific banking factors affecting the rate of nonperforming loans in the banking sector of Bosnia and Herzegovina (BiH).
Agić Zorana, Jeremić Zoran
doaj
Econometrics of testing for jumps in financial economics using bipower variation [PDF]
In this paper we provide an asymptotic distribution theory for some non-parametric tests of the hypothesis that asset prices have continuous sample paths. We study the behaviour of the tests using simulated data and see that certain versions of the tests
Neil Shephard, Ole E. Barndorff-Nielsen
core
ABSTRACT This study investigates how firms in emerging economies integrate artificial intelligence (AI) with environmental, social, and governance (ESG) practices to enhance biodiversity conservation and circular economy outcomes. It examines the mediating role of corporate social responsibility (CSR) governance and the moderating effect of ...
Suleman Bawa, Simplice A. Asongu
wiley +1 more source
Modeling macrodynamics of a Russian economic region
Objective: to build a model of economic dynamics of the Russian regions.Methods: economic and mathematical modeling, methods of applied statistics and econometrics, general scientific methods of analysis and synthesis.Results: the main approaches to the ...
A. N. Bereznyatskiy, B. E. Brodskiy
doaj +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
Failing on Two Fronts: The U.S. Labor Market Since 2000 [PDF]
This report argues that a key driver in rising inequality and a decline in the employment to population ratio is conscious economic policy, with a particularly important and under-appreciated role for macroeconomic policy.
John Schmitt
core
ABSTRACT Considering the growing attention to sustainability and the increasing regulatory pressure in the European landscape, this study evaluates whether greenhouse gas emissions affect firms' cost of debt. A panel regression was conducted from 2021 to 2024 on two samples of European firms.
Daniela Cicchini +3 more
wiley +1 more source

