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26th International Seminar on Macroeconomics : [which took place in Barcelona on June 13 - 14, 2003 ..., organized by the National Bureau of Economic Research ...]
Eḳshṭain, Tsevi (contributor) - International Seminar on Macroeconomics <26, 2003, … - In: Journal of the European Economic Association 3 (2005) 5, pp. 967-1057
Persistent link: https://www.econbiz.de/10003101383
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Technological Disruption in the Labor Market
Deming, David J.; Ong, Christopher; Summers, Lawrence Henry - National Bureau of Economic Research - 2025
This paper explores past episodes of technological disruption in the US labor market, with the goal of learning lessons about the likely future impact of artificial intelligence (AI). We measure changes in the structure of the US labor market going back over a century. We find, perhaps...
Persistent link: https://www.econbiz.de/10015194969
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Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ; held in Hong Kong, June 26 - 27, 2008]
Itō, Takatoshi (contributor); Rose, Andrew (contributor) - 2011
relationship between trade and exchange rate volatility / Christian Broda and John Romalis -- Comments: Chaiyasit Anuchitworawong … Trade and Exchange Rate Volatility 79 Christian Broda and John …
Persistent link: https://www.econbiz.de/10008909722
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A Theory of Growth and Volatility at the Aggregate and Firm Level
Comin, Diego - 2005
) idiosyncratic R&D innovations and (ii) general innovations that can be freely adopted by many firms. Firm-level volatility is … increase in firm-level volatility, and a decline in aggregate volatility. The effect on productivity growth is ambiguous. On … volatility is positively associated with R&D spending, and that R&D is negatively associated with the correlation of growth …
Persistent link: https://www.econbiz.de/10012467175
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Relative Price Volatility Under Sudden Stops : The Relevance of Balance Sheet Effects
Calvo, Guillermo A. - 2005
Sudden Stops are associated with increased volatility in relative prices. We introduce a model based on information … acquisition to rationalize this increased volatility. An empirical analysis of the conditional variance of the wholesale price to … key determinants of relative-price volatility, where balance-sheet effects are captured by the interaction of a proxy for …
Persistent link: https://www.econbiz.de/10012467184
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Multifrequency News and Stock Returns
Calvet, Laurent E. - 2005
-shifts of heterogeneous durations affect the volatility of dividend news. We estimate tightly parameterized specifications with … likelihood than the classic Campbell and Hentschel (1992) specification, while generating volatility feedback effects 6 to 12 … times larger. We show in an extension that Bayesian learning about stochastic volatility is faster for bad states than good …
Persistent link: https://www.econbiz.de/10012467238
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Capital Controls, Exchange Rate Volatility and External Vulnerability
Edwards, Sebastian - 2005
controls. And (c), we find that a tightening of capital controls increases the unconditional volatility of the exchange rate …, but makes this volatility less sensitive to external shocks …
Persistent link: https://www.econbiz.de/10012467245
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The Rise in Firm-Level Volatility : Causes and Consequences
Comin, Diego - 2005
We document that the recent decline in aggregate volatility has been accompanied by a large increase in firm level risk … countries. Firm volatility increases after deregulation. Firm volatility is linked to research and development spending as well …
Persistent link: https://www.econbiz.de/10012467295
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Venture Capital Investment Cycles : The Impact of Public Markets
Gompers, Paul - 2005
It is well documented that the venture capital industry is highly volatile and that much of this volatility is …
Persistent link: https://www.econbiz.de/10012467298
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Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise
Ait-Sahalia, Yacine - 2005
integrated volatility of an asset price based on data sampled at frequencies high enough for that noise to be a dominant … estimators to the standard realized volatility …
Persistent link: https://www.econbiz.de/10012467303