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Crop Yield and Price Distributional Effects on Revenue Hedging

Tirupattur, Viswanath; Hauser, Robert J.; Chaherli, Nabil M. - EconWPA - 1996

critically on yield basis risk which presumably can be reduced considerably by covering large geographical areas. Second, crop … yield futures can be used in conjunction with price futures to derive risk management benefits significantly higher than … yield basis risk varies significantly across regions. Finally, the qualitative results described by the above three …

Persistent link: https://www.econbiz.de/10005413077

STOCK MARKET VALUATION IN THE UNITED STATES

BISCIARI, Patrick; DURRE, Alain; NYSSENS, Alain - EconWPA - 2003

This paper gives an overview of some issues related to market aluation, focusing on the developments on the New York equity markets. The 42.4 p.c. fall in the S&P 500 price index between 24 March 2000 - when it reached its all-time high - and 31 December 2002 is situated in a very long term...

Persistent link: https://www.econbiz.de/10005125064

Modelling Possible Impacts of GM Crops on Australian Trade

Stone, Susan; Matysek, Anna; Dolling, Andrew - EconWPA - 2003

This paper looks at the impact on Australia’s trade in crops (non-wheat grains and oilseeds) where GM technology has been introduced. The model includes assumptions about the productivity gains of GM crops, possible consumer responses and regulatory costs for Australia and its major trading...

Persistent link: https://www.econbiz.de/10005407855

Leading Indicators of Euroland Business Cycles

Fritsche, Ulrich; Marklein, Felix - EconWPA - 2001

The introduction of a common monetary policy in eleven European countries increased the need for leading indicators for that area. A reliable leading indicator should possess the following properties: (1) The movements in the indicator series should resemble those in the business cycle reference...

Persistent link: https://www.econbiz.de/10005076700

No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic.

Mikhail, Ossama - EconWPA - 2004

Regarding the trade-off between the depth and the duration of recessions, there exists a mounting empirical evidence of the idiosyncratic and non-synchronized behavior of the business cycle over time within and across countries. In this paper, I propose a stochastic dynamic general equilibrium...

Persistent link: https://www.econbiz.de/10005076708

Do probit models help in forecasting turning points of German business cycles?

Fritsche, Ulrich - EconWPA - 2001

In this paper we used a data set constructed for a companion paper (Fritsche/Stephan, 2000) where we explored the leading indicator properties of different time series for the German business cycle. Now we test for the ability of different indicator series to forecast recessions by using a...

Persistent link: https://www.econbiz.de/10005076772

Monetary Policy Effect on the Business Cycle Fluctuations: Output vs. Index Measures of the Cycle

Korenok, Oleg; Radchenko, Stanislav - EconWPA - 2004

The paper analyzes two questions: (i) the effect of a monetary policy shock on the business cycle and (ii) the extent to which a shift in a monetary policy affects the dynamics of business cycle. Unlike previous literature, to answer these questions, we measure cycle movements by calculating an...

Persistent link: https://www.econbiz.de/10005076805

Power Law Tails in the Italian Personal Income Distribution

Clementi, Fabio; Gallegati, Mauro - EconWPA - 2005

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977-2002. We find that the upper tail of the distribution is consistent with a Pareto power-law type...

Persistent link: https://www.econbiz.de/10005077072

Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence

Brand, Claus; Reimers, Hans-Eggert; Seitz, Franz - EconWPA - 2003

This paper analyses the information content of M1 for euro area real GDP since the beginning of the 1980s. After a literature review on the empirical results in individual euro area countries we review some theoretical arguments why real narrow money growth might be an important determinant of...

Persistent link: https://www.econbiz.de/10005125006

Harrod, Hansen and Samuelson on the Multiplier-Acceleration Model. A Further Note

Besomi, Daniele - EconWPA - 2005

Persistent link: https://www.econbiz.de/10005126090

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