Results 151 to 160 of about 96,278 (258)

Sectoral linkages and their influence on structural change: The case of China. [PDF]

PLoS One
Jin T, Li Z.
europepmc   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

The short-term economic influence analysis of government regulation on railway freight transport in continuous time. [PDF]

PLoS One
Guo J, Guo J, Kuang T, Wang Y, Li W.
europepmc   +1 more source

Marvin Goodfriend: economist and central banker. [PDF]

Bus Econ, 2023
Marshall DA.
europepmc   +1 more source

An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs [PDF]

Since the introduction of the inflation targeting regime in 1998 the Czech National Bank has made considerable progress in developing formal tools for supporting its Forecasting and Policy Analysis System. This paper documents the advances in the ongoing
David Vavra, Jaromir Benes, Michael Kumhof, Tibor Hledik   +3 more
core  

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

The power of bridging decision scales: Model coupling for advanced climate policy analysis. [PDF]

Proc Natl Acad Sci U S A
Filatova T, Akkerman J, Bosello F, Chatzivasileiadis T, Cortés Arbués I, Ghorbani A, Ivanova O, Knittel N, Kwakkel J, Lamperti F, Magliocca NR, Marangoni G, Nabernegg S, Pichler A, Poujon A, Safarzynska K, Taberna A, van Sluisveld MAE, Verbeek L, Wei T.   +19 more
europepmc   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Quarterly financial statements Data for Russian firms. [PDF]

Data Brief
Marakueva M, Popova P.
europepmc   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source