Results 221 to 230 of about 204,882 (322)
International Studies of Economics, EarlyView.ABSTRACT This study examines the impact of climate policy uncertainty (CPU) on world energy stock returns. Evidence shows that a rise in CPU causes stocks to plummet in individual countries, regions, and the world energy stock markets. The negative effects are also exhibited in climate induced risks, the covariance between a change in CPU and equity ...
Thomas C. Chiang
wiley +1 more source
Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution. [PDF]
Stat Interface, 2017 Leão WL, Abanto-Valle CA, Chen MH.
europepmc +1 more source
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models [PDF]
, 2004 Roberto Casarin
openalex +1 more source
International Studies of Economics, EarlyView.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
Bayesian Monte Carlo Filtering for Stochastic Volatility Models [PDF]
, 2004 Roberto Casarin
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Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper proposes a novel integration of the proxy structural vector autoregression approach with narrative sign restrictions to identify multiple shocks with multiple instrumental variables. We show that this combination leads to informative inferences on shock effects through both analytical demonstrations and Monte Carlo simulations ...
Yang Yang, Ren Zhang
wiley +1 more source
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form [PDF]
, 2004 Charles S. Bos, Neil Shephard
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Journal of Applied Econometrics, EarlyView.ABSTRACT We propose new methods to identify the impact of country‐specific characteristics, policies, and trade costs on bilateral trade flows within the structural gravity framework. We complement theory with a simple two‐stage estimating procedure and offer proof of concept by quantifying the impact of country‐specific research and development (R&D ...
Rebecca Freeman +3 more
wiley +1 more source
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
, 2003 Valentine Genon‐Catalot +2 more
openalex +2 more sources
Divergent Perception: Framing Creative Cognition Through the Lens of Sensory Flexibility
The Journal of Creative Behavior, EarlyView.ABSTRACT Creativity is a cornerstone of human evolution and is typically defined as the multifaceted ability to produce novel and useful artifacts. Although much research has focused on divergent thinking, growing evidence underscores the importance of perceptual processing in fostering creativity, particularly through perceptual flexibility.
Antoine Bellemare‐Pepin, Karim Jerbi
wiley +1 more source