Macroeconomic determinants of bad loans: evidence from Italian banks [PDF]
In this paper we use a single-equation time series approach to examine the macroeconomic determinants of banks’ loan quality in Italy in the past twenty years, as measured by the ratio of new bad loans to the outstanding amount of loans in the previous ...
Marcello Bofondi, Tiziano Ropele
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Analysis of the Regime-Dependent Effects of Macroeconomic Variables on Household Health and Medical Expenditures in Iran [PDF]
Majallah-i Dānishgāh-i ’Ulūm-i Pizishkī-i Shahīd Ṣadūqī YazdIntroduction: Macroeconomic variables have significant effects on health components. And household health and medical expenses (HME), as one of the most important indicators of social welfare and community health, are always affected by the levels and ...
Maryamalsadat Safavi +3 more
doaj
Comprehensive macro-model for the U.S. economy [PDF]
We present a comprehensive macroeconomic model for the U.S. There exist strict long-term relations between real GDP, price inflation, labor force participation, productivity, and unemployment.
Dolinskaya, Svetlana +2 more
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A Scapegoat Model of Exchange Rate Fluctuations [PDF]
While empirical evidence finds only a weak relationship between nominal exchange rates and macroeconomic fundamentals, forex markets participants often attribute exchange rate movements to a macroeconomic variable.
Eric VAN WINCOOP, Philippe BACCHETTA
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Causality and cointegration analysis between macroeconomic variables and the Bovespa. [PDF]
PLoS One, 2014 da Silva FM, Coronel DA, Vieira KM.
europepmc +1 more source
Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7 [PDF]
In this paper, we use survey data to analyze the accuracy, unbiasedness, and the efficiency of professional macroeconomic forecasts. We analyze a large panel of individual forecasts that has not been analyzed in the literature so far. We provide evidence
Johannes Weisser, Jonas Dovern
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Evaluating the Relative Impact of Fiscal Incentives and Trade Policies on the Returns to Manufacturing in Taiwan 1955-1995 [PDF]
In this paper, an integrated cash flow model is developed to examine the relative impact of tax incentives, financial subsidies, and macroeconomic variables on the profitability of industrial investments.
Chun-Yan Kuo, Glenn P. Jenkins
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Exchange Rate Volatility and Macroeconomic Performance in Hong Kong. [PDF]
In this paper evidence on whether Hong Kong's currency board arrangement, in place since 1983, has affected volatility of real macroeconomic variables is presented.
Crosby, M.
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Macroeconomic Factors and Pakistani Equity Market [PDF]
This paper analyzes long-term equilibrium relationships between a group of macroeconomic variables and the Karachi Stock Exchange Index. The macroeconomic variables are represented by the industrial production index, the consumer price index, M1, and the
Mohammed Nishat, Rozina Shaheen
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