Showing 1 - 10 of 423
Persistent link: https://www.econbiz.de/10009405709
Persistent link: https://www.econbiz.de/10008670000
Persistent link: https://www.econbiz.de/10008696460
Using European Commission real-time data, we show that potential output (PO) estimates were substantially and persistently revised downwards after the Great Recession. We decompose PO revisions into revisions of the capital stock, trend labor, and trend total-factor productivity (TFP)....
Persistent link: https://www.econbiz.de/10012866365
Persistent link: https://www.econbiz.de/10011803685
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10010274880
bond markets and improved economic sentiment, as reflected in higher equity prices. In contrast, passive euro liquidity …
Persistent link: https://www.econbiz.de/10012892183
Persistent link: https://www.econbiz.de/10002634054
This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...
Persistent link: https://www.econbiz.de/10013306037
a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421