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Systemic Risks and the Macroeconomy [PDF]
IMF Working Papers, 2010 This paper presents a modeling framework that delivers joint forecasts of indicators of systemic real risk and systemic financial risk, as well as stress-tests of these indicators as impulse responses to structural shocks identified by standard macroeconomic and banking theory.
LUCCHETTA, Marcella, G. De Nicolo'
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Complex, 2021 As a most important component of capital market, stock market has always been regarded as the “barometer” of macroeconomy. However, many researchers have found that the stock market is not always in the lead, especially for the emerging markets, and the ...
Zhenni Jin, Kun Guo
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The Macroeconomy as a Random Forest [PDF]
Social Science Research Network, 2020 I develop the macroeconomic random forest (MRF), an algorithm adapting the canonical machine learning (ML) tool, to flexibly model evolving parameters in a linear macro equation.
Philippe Goulet Coulombe
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Frontiers in Energy Research, 2023 Distorted energy prices cause resource mismatch and hinder the coordinated development of economic growth and carbon emission reduction (CDEC) in China. Therefore, it is essential to determine the optimal levels of energy price distortions.
Ru Sha, Ru Sha
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The Relationship Between Macroeconomy and Asset Prices: Long Run Causality Evidence From Lithuania
Organizations and Markets in Emerging Economies, 2017 The purpose of this paper is to determine the long-run causal impact of various economic factors on Lithuanian stock, government securities and real estate prices, and to assess how accurately future asset returns can be forecasted based solely on ...
Linas Jurkšas, Arvydas Paškevičius
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Research on Macro-economic Decision Model Based on Big Data Analysis [PDF]
SHS Web of Conferences, 2022 Macroeconomic forecasting is guided by rational expectation, which emphasizes various historical information used. It is similar to using historical data to predict macroeconomic development trends. When making investment decisions, enterprises generally
Yan Xiangqi
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Macroeconomies as constructively rational games [PDF]
Journal of Economic Dynamics and Control, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sinitskaya, Ekaterina, Tesfatsion, Leigh
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Analisis Responsivitas Bursa Syariah oleh Variable Makroekonomi
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2015 The objective of this study is to analyze the stock response because of M2, exchange rate (rupiah to US dollar), and rate of SBI. The data used in this study is monthly time series data from January 2006 until May 2012.
Yoghi Citra Pratama
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Revista Latinoamericana de Opinión Pública, 2022 Three econometric models were built between January and March 2020 to predict the September 3, 2020 General Election in Jamaica. These are the economics and security model (model1), the economics and security model with JLP leader acceptance (model 2 ...
Christopher A. D. Charles +2 more
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Oil price shocks and their consequences on Sudan's GDP growth and unemployment rates [PDF]
, 2002 Since the advent of oil production and export in late 1999, Sudan economy became more reliant on oil exports proceeds. This situation has exposed the economy to the negative effect of oil price fluctuations.
Perera, Noel, Rahma, Elsiddig, Tan, Kian
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