Results 81 to 90 of about 52,136 (244)
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
International R&D Spillovers and other Unobserved Common Spillovers and Shocks [PDF]
, 2015 Studies which are based on Coe and Helpman (1995) and use weighted foreign R&D variables to estimate channel-specific R&D spillovers disregard the interaction between international R&D spillovers and other unobserved common spillovers and shocks. Using a
Ruge-Leiva, Diego-Ivan
core +1 more source
Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça +1 more
wiley +1 more source
An efficient Imprecise 4:2 Compressor Using Gate Diffusion Input Supplemented with Dynamic Threshold
مهندسی مخابرات جنوبApproximate computing is a new design concept that causes a trade-off between circuitry performance and accuracy. The approximate circuits are more useful in error-resilient applications, like image processing.
Forouzan Bahrami +2 more
doaj
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution [PDF]
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH
Bahram Pesaran, M. Hashem Pesaran
core
Increasing public expenditures: Wagner's Law in OECD countries [PDF]
, 2008 The paper proposes a panel cointegration analysis of the joint development of government expenditures and economic growth in 23 OECD countries. The empirical evidence provides indication of a structural positive correlation between public spending and ...
Lamartina, Serena, Zaghini, Andrea
core +1 more source
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windows [PDF]
, 2007 model for Switzerland. Forecast uncertainty is evaluated in three different dimensions. First, we investigate the effect on forecasting performance of averaging over forecasts from different models. Second, we look at different estimation windows.
Assenmacher-Wesche, Katrin +1 more
core +3 more sources
Estimating Interaction Effects With Panel Data
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley +1 more source
Serial correlation in dynamic panel data models with weakly exogenous regressor and fixed effects [PDF]
, 2005 Our paper wants to present and compare two estimation methodologies for dynamic panel data models in the presence of serially correlated errors and weakly exogenous regressors. The ¯rst is the ¯rst di®erence GMM estimator as proposed by Arellano and Bond
Hujer, Reinhard +2 more
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