Results 201 to 210 of about 382,042 (380)

Estimating Unemployment Duration [PDF]

macroeconomics ...
James P. Luckett
core  

Deep Learning for Bond Yield Forecasting: The LSTM‐LagLasso

International Journal of Finance &Economics, EarlyView.
ABSTRACT We present long short‐term memory (LSTM)‐LagLasso, a novel explainable deep learning approach applied to bond yield forecasting. Our method involves feature selection from a large universe of potential features and forecasts bond yields using dynamic LSTM networks.
Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan, Georgios Sermpinis   +4 more
wiley   +1 more source

Study of capital requirements for solar energy. Final report, Volume 1. Analysis of the macroeconomic effects of increased solar energy market penetration

, 1979
Christopher J. Pleatsikas, E.A. Hudson, D.C. O'Connor, D.H. Funkhouser   +3 more
openalex   +2 more sources

Measuring Currency Risk Premium: The Case of Turkey

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan, Ferda Halicioglu, Ishak Demir   +2 more
wiley   +1 more source

An application of consistent statistical estimation to a nonlinear macroeconomic policy model

, 1977
Raphael Joseph Michalski
openalex   +1 more source

Macroeconomic effects of fiscal policy [PDF]

, 1985
David Alan Aschauer, Jeremy Greenwood
openalex   +1 more source

trade costs in goods market lead to home bias in equities?. [PDF]

Two of the main puzzles in international economics are the consumption and the portfolio home biases. We solve for international equity portfolios in a two-country/two-good stochastic equilibrium model with trade costs in goods markets.
Coeurdacier, Nicolas
core  

Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the effects of fiscal rules (FRs) and independent fiscal institutions (IFIs) on sovereign risk. To address potential endogeneity issues, we employ the System Generalised Method of Moments (GMM) estimator in an analysis comprising 24 European Union member states throughout the 2007–2019 period.
Bogdan Căpraru, George Georgescu, Nicu Sprincean   +2 more
wiley   +1 more source

GPT-4 shows comparable performance to human examiners in ranking open-text answers. [PDF]

Sci Rep
Zubaer AA, Granitzer M, Geschwind S, Graf Lambsdorff J, Voss D.   +4 more
europepmc   +1 more source

Is There a Corporate Debt Crisis? [PDF]

macroeconomics, Corporate, Debt ...
Ben S. Bernanke, John Y. Campbell
core