Results 171 to 180 of about 5,972 (232)

Aluminium market and the macroeconomy [PDF]

open access: possibleJournal of Policy Modeling, 2008
Abstract We propose a structural model of the interaction between the aluminium market and the macroeconomy incorporating the rational expectations hypothesis. Based on a competition a la Cournot, our model predicts that aluminium spot price and inventories will respond to macroeconomic shocks to line up supply to the demand level.
PIERONI, Luca, BOSCHI M.
openaire   +2 more sources

Climate Policy Transition Risk and the Macroeconomy

Social Science Research Network, 2021
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William B. Peterman   +2 more
semanticscholar   +1 more source

Sentiment: The bridge between financial markets and macroeconomy

Journal of Economic Behavior and Organization, 2021
This paper develops a parsimonious model by incorporating a boundedly rational agent-based model from the finance literature into the macroeconomic framework.
Zhenxi Chen, D. Lien, Yaheng Lin
semanticscholar   +1 more source

Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea

open access: yesSustainability, 2021
This study decomposed shocks of the global crude oil (GCO) market and Korean gasoline (KG) market into six types using the structural vector auto-regressive model. Breaking down the shocks into six, we analyzed how each shock affects the macroeconomy and
Hong Chong Cho, Jihoon Lee
exaly   +2 more sources

A NOTE ON LEVERAGE AND THE MACROECONOMY [PDF]

open access: possibleMacroeconomic Dynamics, 2014
In this paper we investigate the relationship between leverage and the level of economic activity in the United States, using quarterly data over the period 1951–2012. We address the question for five different measures of leverage—household leverage, nonfinancial firm leverage, commercial bank leverage, broker–dealer leverage, and shadow bank leverage—
Khandokar Istiak, Apostolos Serletis
openaire   +1 more source

Dynamic relationship between the stock market and macroeconomy in China (1995–2018): new evidence from the continuous wavelet analysis

open access: yesEconomic Research-Ekonomska Istrazivanja, 2020
This article examines the relationship between the stock market and three widely used macroeconomic variables, namely industrial production growth, inflation, and long-term interest rate in China. We use the continuous wavelet analysis to investigate the
Rui Wang
exaly   +2 more sources

Wage Contracting in the Macroeconomy

Journal of Money, Credit and Banking, 1993
This paper investigates wage contracting in the macroeconomy. The authors derive an orthogonality condition to test for effects of long-term contracting based upon the generalized-method-of-moments estimator. To examine the viability of wage contracting within the macroeconomic structure, the authors specify and estimate a Fischer-type model. Tests for
Dutkowsky, Donald H, Atesoglu, H Sonmez
openaire   +1 more source

Severe Weather and the Macroeconomy

American Economic Journal: Macroeconomics
We investigate the impact of severe weather shocks on the US macroeconomy over the past 60 years. Using a nonlinear vector autoregressive model, we find robust evidence of time-varying effects.
Heejean Kim, C. Matthes, Toán Phân
semanticscholar   +1 more source

Macroeconomy

2022
Abstract This chapter is about Japan’s business cycles and monetary and fiscal policies. It describes the diffusion index the Cabinet office uses to identify business cycle turning points and presents estimates of the GDP gaps during recessions.
openaire   +1 more source

Impacts on the U.S. macroeconomy of mandatory business closures in response to the COVID-19 Pandemic

Applied Economics Letters, 2020
We estimate the macroeconomic impacts of mandatory business closures in the U.S. and many other countries in order to control the spread of the COVID-19. The analysis is based on the application of a modified version of the GTAP model.
T. Walmsley, A. Rose, D. Wei
semanticscholar   +1 more source

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