Results 41 to 50 of about 361,829 (277)
Volatility Depends on Market Trades and Macro Theory [PDF]
arXiv, 2020 We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of trade values and volumes as random variables during the averaging interval {\Delta} and describe the dependences of market-based volatilities of price and return on the volatilities and correlations of market trade values and volumes ...
arxiv
A Random Matrix Approach to Dynamic Factors in macroeconomic data [PDF]
ACTA PHYSICA POLONICA A Vol. 121 B (2012) 110-120, 2012 We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N / T is fixed.
arxiv +1 more source
Agent Based-Stock Flow Consistent Macroeconomics: Towards a Benchmark Model
Journal of Economic Dynamics and Control, 2016 The paper moves from a discussion of the challenges posed by the crisis to standard macroeconomics and the solutions adopted within the DSGE community. Although several recent improvements have enhanced the realism of standard models, we argue that major
Alessandro Caiani +5 more
semanticscholar +1 more source
Macroeconomic factors and Stock exchange return: A Statistical Analysis [PDF]
arXiv, 2023 The purpose of this research is to examine the relationship between the Dhaka Stock exchange index return and macroeconomic variables such as exchange rate, inflation, money supply etc. The long-term relationship between macroeconomic variables and stock market returns has been analyzed by using the Johnson Cointegration test, Augmented Dicky Fuller ...
arxiv
Identification in Macroeconomics
Journal of Economic Perspectives, 2017 This paper discusses empirical approaches macroeconomists use to answer questions like: What does monetary policy do? How large are the effects of fiscal stimulus? What caused the Great Recession?
Emi Nakamura, Jón Steinsson
semanticscholar +1 more source
Cogent Social SciencesThis study examined the role of agricultural financial technology (fintech), specifically peer-to-peer lending (P2PL), in strengthening small farmers’ financial literacy.
Muhammad Soekarni +8 more
doaj +1 more source
Considering Law and Macroeconomics [PDF]
, 2020 The worst financial and economic crisis to hit the world’s richest economies since the Great Depression inspired a flood of scholarship that straddled the disciplines of law and macroeconomics. With few exceptions, this crisis scholarship did not set out
Gelpern, Anna, Levitin, Adam J.
core +2 more sources
The Macroeconomics of Happiness
Review of Economics and Statistics, 2001 We show that macroeconomic movements have strong effects on the happiness of nations. First, we find that there are clear microeconomic patterns in the psychological well-being levels of a quarter of a million randomly sampled Europeans and Americans ...
R. Tella +2 more
semanticscholar +1 more source
The Regional Heterogeneity of Productivity Determinants: Evidence from Ukrainian Firms
Miscellanea Geographica: Regional Studies on Development, 2017 This paper studies the determinants of the total factor productivity (TFP) for Ukrainian firms in the manufacturing sector across macro-regions using recent micro-level datasets for 2013.
Cieślik Andrzej +2 more
doaj +1 more source
Economic and Spatial Determinants of Energy Consumption in the European Union
Energies, 2019 In recent decades, various policies have been implemented to reduce energy consumption, as well as a considerable increase in research that analyzes the determinants of energy consumption, both with a standard feature, mitigating environmental ...
Jorge Flores-Chamba +4 more
doaj +1 more source