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We propose a Bayesian VAR model with stochastic volatility and time varying skewness to estimate the degree of labour at risk in the euro area and in the United States. We model the asymmetry of the shocks to changes in the unemployment rate as a function of real activity and financial risk...
Persistent link: https://www.econbiz.de/10014352662
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Financial asset prices contain a rich set of real-time information on the economy. To extract this information, it is crucial to understand the driving factors behind financial market developments. In this paper, we exploit daily cross-asset price movements in a sign-restricted BVAR model to...
Persistent link: https://www.econbiz.de/10013225754
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...
Persistent link: https://www.econbiz.de/10013124928
of disaggregation (6-digit HS) for 75 world exporters and importers over the period 2000-2011 …
Persistent link: https://www.econbiz.de/10013062212
rest of the EA - REA), the US, and the rest of the world, region-specific labour markets with search and matching frictions …
Persistent link: https://www.econbiz.de/10012928551
Persistent link: https://www.econbiz.de/10014369481
This European Commission funded International Workshop "Materials resistant to extreme conditions for future energy systems" was organized 12-14 June 2017, Kyiv - Ukraine. The three main objective of the Workshop are: - To review the state-of-the-art knowledge and on-going research and to...
Persistent link: https://www.econbiz.de/10015273506
The project addressed a simplified integrated SNG process chain for small- to mid-scale lignite based SNG plants with integrated sequestration of CO2. The experimental proof was accomplished at two integrated SNG process chains at FAU laboratory. Within the 1st part of the project, thermodynamic...
Persistent link: https://www.econbiz.de/10015273541
Coal liquids (i.e., coal tar and anthracene oil) were successfully used to prepare graphene materials. Impregnating tars and binder tars with various chemical compositions and various primary quinoline insoluble (QI) content were polymerized and transformed into a pitch, which was subsequently...
Persistent link: https://www.econbiz.de/10015273546