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The Spanish Mission Legacy on Native American Reservations
Alston, Lee J.; Duggan, Marie Christine; Pastrana, … - National Bureau of Economic Research - 2022
We explore the long run impact of the Spanish missions on Native American outcomes in the early 20th century. Native communities who interacted with Spanish missionaries developed into enclaves which blended Catholicism with native culture. Some survived assaults on their property rights by...
Persistent link: https://www.econbiz.de/10013334468
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Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility … Factor Model (MS-DFM) by incorporating two new features: switches in volatility and time-variation in trend GDP growth. First …, we show that volatility switches largely improve the detection of business cycle turning points in the low-volatility …
Persistent link: https://www.econbiz.de/10012227436
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Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo; Resende, Marcelo - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
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Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2016
We derive asymptotic properties of estimators and test statistics to determine - in a grouped data setting - common versus group-specific factors. Despite the fact that our test statistic for the number of common factors, under the null, involves a parameter at the boundary (related to unit...
Persistent link: https://www.econbiz.de/10011515884
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On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro; Cerchiello, Paola; Mertzanis, Charilaos - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
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Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
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The business cycle is alive and well
Stock, James H. - In: Business economics : the journal of the National … 54 (2019) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10012297274
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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Global macroeconomic uncertainty
Berger, Tino; Grabert, Sibylle; Kempa, Bernd - In: Journal of macroeconomics 53 (2017), pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
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Big fish in a small pond : locally dominant firms and the business cycle
Jannati, Sima; Korniotis, George M.; Kumar, Alok - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 219-240
Persistent link: https://www.econbiz.de/10012487232