Similar Search Results

McKibbin, Warwick J. - Crawford School of Public Policy, Australian National … - 2004

countries such as India are entering a phase of higher economic growth. The decisions on investment in energy systems that will … be made in India in coming years will have an important impact on global climate change over the coming century. This … paper explores how action could be undertaken in India today, in a way that commits India to longer run goals for greenhouse …

Persistent link: https://www.econbiz.de/10005115655

THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR

Dungey, Mardi; Fry, Renee - Crawford School of Public Policy, Australian National … - 2007

Jointly identifying the effects of both fiscal and monetary policy shocks in an open economy structural VAR poses identification challenges. The innovations in this paper are to combine the methods of identification via sign restrictions, cointegration and traditional exclusion restrictions...

Persistent link: https://www.econbiz.de/10010607729

CONVERGENCE AND PER CAPITA CARBON EMISSIONS

McKibbin, Warwick J.; Stegman, Alison - Crawford School of Public Policy, Australian National … - 2005

The notion of "convergence" of economic variables across countries is a useful concept and in the case of income per capita, a well studied area. If there is empirical evidence of convergence of some economic variables across countries, then our ability to prdict the future (or at least...

Persistent link: https://www.econbiz.de/10010607738

LONG RUN PROJECTIONS FOR CLIMATE CHANGE SCENARIOS

McKibbin, Warwick; Pearce, David; Stegman, Alison - Crawford School of Public Policy, Australian National … - 2004

The prediction of future temperature increases depends critically on the projections of future greenhouse gas emissions. Yet there is a vigorous debate about how these projections should be undertaken and how reasonable is the approach of the Special Report on Emissions Scenarios (SRES)...

Persistent link: https://www.econbiz.de/10010904279

Tracking Monetary-Fiscal Interactions across Time and Space

Franta, Michal; Libich, Jan; Stehlík, Petr - Crawford School of Public Policy, Australian National … - 2012

The fiscal position of many countries is worrying - and getting worse. Should formally independent central bankers be concerned that observed fiscal excesses spill over to monetary policy, and jeopardize price stability? To provide some insights this paper tracks the interactions between fiscal...

Persistent link: https://www.econbiz.de/10011201636

Forecasting in the presence of recent structural change

Eklund, Jana; Kapetanios, George; Price, Simon - Crawford School of Public Policy, Australian National … - 2011

We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different windows and exponentially weighted moving...

Persistent link: https://www.econbiz.de/10011186023

ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS

Baur, Dirk; Fry, Renee - Crawford School of Public Policy, Australian National … - 2006

This paper poses a multivariate test for contagion that distinguishes between vulnerability, positive and negative contagion. The model proides a time series of contagion with which the existence, severity and significance of crisis periods can be endogenously determined. Eleven stock markets...

Persistent link: https://www.econbiz.de/10010607767

CONVERGENCE IN CARBON EMISSIONS PER CAPITA

Stegman, Alison - Crawford School of Public Policy, Australian National … - 2005

Convergence in cross country per capita carbon emission rates is an important concept the climate change debate. This paper provides an empirical analysis of emissions per capita convergence. This analysis is crucial to the assessment of projection models that generate convergence in emission...

Persistent link: https://www.econbiz.de/10010904307

Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition

Müller-Dröge, Hans Christian; Sinclair, Tara M.; … - Crawford School of Public Policy, Australian National … - 2014

In this paper we present an evaluation of forecasts of a vector of variables of the German economy made by different institutions. Our method permits one to evaluate the forecasts for each year and then if one is interested to combine the years. We use our method to determine an overall winner...

Persistent link: https://www.econbiz.de/10011031833

Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction

Liao, Yin - Crawford School of Public Policy, Australian National … - 2012

Recent literature has focuses on realized volatility models to predict financial risk. This paper studies the benefit of explicitly modeling jumps in this class of models for value at risk (VaR) prediction. Several popular realized volatility models are compared in terms of their VaR forecasting...

Persistent link: https://www.econbiz.de/10011201585

1
2
3
4
5
6
7
8
Next
Last