Stress testing banks' profitability: the case of French banks [PDF]
We build a stress testing framework to evaluate the sensitivity of banks’ profitability to plausible but severe adverse macroeconomic shocks. Specifically, we test the resilience of French banks using supervisory data over the period 1993-2009. First, we
Coffinet, J., Lin, S.
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Using VARs and TVP-VARs with many macroeconomic variables [PDF]
, 2012 This paper discusses the challenges faced by the empirical macroeconomist and methods for surmounting them. These challenges arise due to the fact that macroeconometric models potentially include a large number of variables and allow for time variation ...
Koop, Gary
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WHAT MOVES BOND YIELDS IN CHINA? [PDF]
This paper analyzes the joint dynamic processes of macroeconomic and monetary variables and bond yields in China. We show that macroeconomic variables as well as monetary policy variables have a significant impact on two factors that capture the ...
Fan, Longzhen, Johansson, Anders C.
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Response of Pakistan's economic growth to macroeconomic variables: an asymmetric analysis. [PDF]
Environ Sci Pollut Res Int, 2023 Sohail HM +4 more
europepmc +1 more source
An Economic Analysis of Voting in Sweden [PDF]
Using data from the Swedish Election Studies between 1985 and 1994 supplemented with time series on inflation and unemployment, I compare the impact of macro- and microeconomic variables on the individual vote. The principal finding is that microeconomic
Jordahl, Henrik
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Herd Behaviour, Fundamental, and Macroeconomic Variables - The Driving Forces of Stock Returns: A Panel-Based Pooled Mean Group Approach. [PDF]
Front Psychol, 2022 Jabeen S, Rizavi SS, Farhan M.
europepmc +1 more source
Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic [PDF]
In this paper, we 1) examine the interactions of financial variables and the macroeconomy within the block-restriction vector autoregression model and 2) evaluate to what extent the financial variables improve the forecasts of GDP growth and inflation ...
Jakub Mateju +2 more
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The relationship between exchange rate and macroeconomic variables in China [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2012 The objective of this study is to provide evidences on the relationship betweenRenminbi (RMB) exchange rate and macroeconomic variables in China, as well asguidelines for reform of RMB exchange rate regime.
Chi Wei Su
doaj
Accuracy in forecasting macroeconomic variables in Iceland [PDF]
This paper discusses accuracy in forecasting of macroeconomic time series in Iceland. Until recently only the National Economic Institute (NEI) did macroeconomic forecasting in Iceland. Extensive analysis of forecasting can therefore only be done for the
Ásgeir Daníelsson
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis [PDF]
We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy).
Francis X. Diebold, +2 more
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