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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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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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The spectral envelope : an application to the decoupling problem in economics
Nachane, Dilip M.; Dubey, Amlendu Kumar - In: Journal of quantitative economics 19 (2021), pp. 287-308
Persistent link: https://www.econbiz.de/10013441726
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Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo; Hallin, Marc - In: The econometrics journal 19 (2016) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
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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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Do Government Spending Multipliers Depend on the Sign of the Shock?
Ben Zeev, Nadav; Ramey, Valerie A.; Zubairy, Sarah - National Bureau of Economic Research - 2023
We analyze whether government spending multipliers differ by the sign of the shock. Using aggregate historical U.S. data, we apply Ben Zeev's (2020) nonlinear diagnostic tests and find evidence of nonlinearities in the impulse response functions of both government spending and GDP. We then...
Persistent link: https://www.econbiz.de/10014247936
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Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
We investigate the information content of business tendency surveys for key macroeconomic variables in Switzerland. To summarise the information of a large data set of sectoral business tendency surveys we extract a small number of common factors by a principal components estimator. The...
Persistent link: https://www.econbiz.de/10010508347
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Why do regional economies behave differently? : a modelling approach to analyse region-specific dynamics along the business cycle
Lasarte-López, Jesús Miguel; Carbonero-Ruz, Mariano; … - In: Applied economics letters 28 (2021) 16, pp. 1391-1399
Persistent link: https://www.econbiz.de/10012609685
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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830