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Persistence in the market risk premium : evidence across countries

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...

Persistent link: https://www.econbiz.de/10012199998

The golden hello and political transitions

Aidt, Toke; Albornoz, Facundo; Gassebner, Martin - 2012

have taken place. We test this unexplored implication of the theory empirically. We find in a world sample from 1970 to …We analyze the influence of IMF and World Bank programs on political regime transitions. We develop an extended version … transitions ; democracy ; autocracy ; IMF ; World Bank …

Persistent link: https://www.econbiz.de/10009630635

Measuring persistence of the world population : a fractional integration approach

Caporale, Guglielmo Maria; Infante, Juan; Rio, Marta del; … - 2023

world population over the period 1800-2016. The analysis is carried out for the original series, and also for its log …

Persistent link: https://www.econbiz.de/10013550205

Globalization, economic freedom and human rights

Dreher, Axel; Gassebner, Martin; Siemers, Lars - 2010

Using the KOF Index of Globalization and two indices of economic freedom, we empirically analyze whether globalization and economic liberalization affect governments' respect for human rights using a panel of 106 countries over the 1981-2004 period. According to our results, physical integrity...

Persistent link: https://www.econbiz.de/10008699737

Lock, stock, and barrel : a comprehensive assessment of the determinants of terror

Gassebner, Martin; Lüchinger, Simon - 2011

We assess the robustness of previous findings on the determinants of terrorism. Using extreme bound analysis, the three most comprehensive terrorism datasets, and focusing on the three most commonly analyzed aspects of terrorist activity, i.e., location, victim, and perpetrator, we re-assess the...

Persistent link: https://www.econbiz.de/10009266761

Does terror threaten human rights? : evidence from panel data

Dreher, Axel (contributor); Gassebner, Martin (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003496529

Greasing the wheels of entrepreneurship? : the impact of regulations and corruption on firm entry

Dreher, Axel (contributor); Gassebner, Martin (contributor) - 2007

Persistent link: https://www.econbiz.de/10003498651

Estimated general equilibrium models for the evaluation of monetary policy in the US and Europe

Leith, Campbell B.; Malley, James R. - 2002

A persistent criticism of general equilibrium models of monetary policy which incorporate nominal inertia in the form of the New Keynesian Phillips Curve (NKPC) is that they fail to capture the extent of inflation inertia in the data. In this paper we derive a general equilibrium model based on...

Persistent link: https://www.econbiz.de/10011409738

Economic growth and endogenous fiscal policy : in search of a data consistent general equilibrium model

Malley, James R.; Philippopulos, Apostolēs - 2000

This paper searches for a general equilibrium model of optimal growth and endogenous fiscal policy with the aim of explaining the interaction between private agents and fiscal authorities in the U.S., West Germany, Japan and the U.K. over the period 1960-1996. Our search is conducted in the...

Persistent link: https://www.econbiz.de/10009781505

Vertical product differentiation and the import demand function : theory and evidence

Malley, James R.; Moutos, Thomas - 2000

In this paper we use a model of vertical product differentiation to cast doubt on the general validity of the import demand function as specified in macroeconomic models. The empirical importance of our theoretical concerns is then examined with the aid of two hypotheses. According to the first...

Persistent link: https://www.econbiz.de/10009781661