Results 41 to 50 of about 1,756 (159)
This paper investigates the contribution of sentiments shocks to US fluctuations in a Structural VAR setup with long, medium and short run restrictions. Sentiments shocks are identified as shocks orthogonal to fundamentals that accounts for most of the variance of confidence.
Fève, Patrick, Guay, Alain
openaire +5 more sources
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023
ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela +1 more
wiley +1 more source
Inference in Bayesian Proxy-SVARs [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arias, Jonas E. +2 more
openaire +3 more sources
The Monetary Policy–Commodities Nexus: A Survey
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
The Incidence of Dutch Disease in the Agriculture Sector of Iran 1367-1386 [PDF]
This paper examines the incidence of Dutch Disease symptoms in the agriculture sector of Iran, by applying SVAR modeling to quarterly data of twenty years span, from1367-1386 our findings do not reveal any significant relation between oil prices, and ...
Javid Bahrami, Maryam Farshchi
doaj
This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money‑labour nexus in the emerging markets of the non‑eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland).
Przemysław Włodarczyk
doaj +1 more source
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
Forecasting With Machine Learning Shadow‐Rate VARs
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley +1 more source
ABSTRACT This study analyses the interrelation between policy regulation and K–12 remote teaching, an increasingly used pedagogic practice worldwide. By applying Bernstein's conceptual framework, it analyses the struggle between the official recontextualisation field (ORF) and the pedagogical recontextualisation field (PRF) that underpins K–12 remote ...
Simon Skog
wiley +1 more source

