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Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices

Caporale, Guglielmo Maria - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012866377

Yield Curve and Financial Uncertainty : Evidence Based on Us Data

Castelnuovo, Efrem - 2019

How do short and long term interest rates respond to a jump in financial uncertainty? We address this question by conducting a local projections analysis with US monthly data, period: 1962-2018. The state-of-the-art financial uncertainty measure proposed by Ludvigson, Ma, and Ng (2019) is found...

Persistent link: https://www.econbiz.de/10012867014

Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields

Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022

This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...

Persistent link: https://www.econbiz.de/10013306037

Justice Delayed is Assimilation Denied : Rightwing Terror, Fear and Social Assimilation of Turkish Immigrants in Germany

Deole, Sumit S. - 2018

In 2011, German police accidentally stumbled upon a previously unknown right-wing extremist group called the National Socialist Underground (NSU). Further investigations implicated the group in previously unexplained murders of mostly ethnically Turkish individuals and in other crimes targeting...

Persistent link: https://www.econbiz.de/10012908664

Turkish delight for some, cold turkey for others?: The effects of the EU-Turkey Customs Union

Adam, Antonis; Moutos, Thomas - 2005

Following Turkey’s application for EU membership in 1987, a Customs Union (CU) between Turkey and the EU, mainly … agricultural sector, Turkey also specializes in the production and exportation of relatively low-price, low-quality varieties of … asymmetric changes in the trade volumes of the incumbent countries of the EU as a result of the EU-Turkey CU. By examining …

Persistent link: https://www.econbiz.de/10010261340

The EU Self-Surplus Puzzle : An Indication of VAT Fraud?

Braml, Martin - 2020

The world runs a trade surplus with itself: the reported values of exports exceed the reported values of imports. This is a logically impossible but well-known empirical fact. Less well-known is the fact that, in recent years, more than 80 percent of the global surplus is a trade surplus that...

Persistent link: https://www.econbiz.de/10012844666

Forecasting GDP All Over the World Using Leading Indicators Based on Comprehensive Survey Data

Garnitz, Johanna - 2019

Comprehensive and international comparable leading indicators across countries and continents are rare. In this paper, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast growth of Gross Domestic Product (GDP) in 44 countries...

Persistent link: https://www.econbiz.de/10012867868

Forecasting Exports Across Europe : What are the Superior Survey Indicators?

Lehmann, Robert - 2019

In this study, we systematically evaluate the potential of a bunch of survey-based indicators from different economic branches to forecasting export growth across a multitude of European countries. Our pseudo out-of-sample analyses reveal that the best-performing indicators beat a well-specified...

Persistent link: https://www.econbiz.de/10012861426

Uncertainty Shocks and Financial Crisis Indicators

Hristov, Nikolay - 2019

The current paper broadens the understanding of the role played by uncertainty in the context of macroeconomic fluctuations. It focuses on the implications of uncertainty shocks for indicators that tend to precede financial crises. In an empirical analysis we show for a set of four euro area...

Persistent link: https://www.econbiz.de/10012861435

Tracking Weekly State-Level Economic Conditions

Baumeister, Christiane; Leiva-Leon, Danilo; Sims, Eric R. - 2021

In this paper, we develop a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover multiple dimensions of state economies. We show that there is...

Persistent link: https://www.econbiz.de/10013220135

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