Results 141 to 150 of about 165,091 (303)
Term Spread Volatility as a Leading Indicator of Economic Activity
Journal of Forecasting, EarlyView.ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis +3 more
wiley +1 more source
The Role of Coincident Information in Real‐Time Business Cycle Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Official NBER recession dates are announced with substantial delay. Therefore, real‐time forecasters cannot condition on the most recent business cycle states even though recessions and expansions are highly persistent. I study whether real‐time coincident releases can substitute for this missing information. At each monthly forecast origin, I
Visa Kuntze
wiley +1 more source
Mayors’ Reelection Choice and the Economy: Evidence from Portugal [PDF]
Using a data set that covers all Portuguese mainland municipalities for the period 1979-2005, this study performs an empirical analysis of the economic determinants of Mayors' choice to run for another term.
Rodrigo Martins, Vítor Castro
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates how the personal characteristics of finance ministers influence political budget cycles in Africa. Using a new dataset covering 300 finance ministers across 23 countries from 1980 to 2020, we find that political budget cycles primarily take the form of increased government consumption during election years.
Christine Olivia Strong
wiley +1 more source
The Effectiveness of Work Stress Coping Strategies: An Analysis of Probit Model
Malaysian Management Journal, 2003 This study finds that the work stress levels that are faced by ICT personnel range from mild to moderate. The estimated probit model finds that there is personality differentiation in the effectiveness of stress coping strategies.
Thi Lip Sam, Lim Hock Eam
doaj
Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status [PDF]
This paper considers the estimation of a dynamic ordered probit with fixed effects, with an application to self-assessed health status. The estimation of nonlinear panel data models with fixed effects by MLE is known to be biased when T is not very large.
Alejandra Traferri, Jesús M. Carro
core
Full Dollarisation and Economic Performance Revisited
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the economic performance of fully dollarised economies compared to those with alternative monetary regimes. Using an extensive dataset covering 192 countries from 1980 to 2021, we employ a variety of econometric techniques, including joint maximum likelihood and propensity score matching, to address endogeneity and ...
John Thornton, Chrysovalantis Vasilakis
wiley +1 more source
The Risk-Taking Channel in Colombia Revisited [PDF]
Levels of interest rates below historical norms may have enhanced financial instability in developed and developing economies during the 2000's. The risk taking channel of monetary policy transmission is a recent theory that explains the interaction ...
Fernando Tenjo +2 more
core
Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we investigate the extent to which uncertainty anticipates episodes of high inflation in 30 economies worldwide. Our analysis accounts for several factors, including inflation expectations, real global economic activity, and supply chain disruptions.
Maria‐Eleni K. Agoraki +2 more
wiley +1 more source
International Studies of Economics, EarlyView.ABSTRACT The housing issue significantly influences individuals' well‐being. As a crucial mechanism for alleviating the housing issue, the housing security system has garnered increasing attention regarding its impact on residents' happiness. Utilizing data from the China Household Tracking Survey (CFPS), this paper seeks to thoroughly investigate the ...
Lingzhen Yao, Bei Qiao, Yuhan Hu
wiley +1 more source