of export shares from the most to the least productive incumbents. Greater skewness of the demand distribution and …

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the … NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a … skewness that varies between sizeable negative skewness and almost symmetry. The conditional variance and skewness measures are …

skewness in the cross section and in the time series at different level of aggregation. Concave establishment level responses … of employment growth to TFP shocks estimated from Census data induce significant skewness, movements in volatility and …

Conditional yield skewness is an important summary statistic of the state of the economy. It exhibits pronounced … curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high … COVID pandemic did not disrupt these relations: historically high skewness correctly anticipated the run-up in long …

uncertainty and skewness. Embedding these measures in a VAR framework, we show that unexpected changes in uncertainty are … associated with an increase in (left) skewness and a downturn in real activity. Empirical findings related to VAR impulse … response of skewness to uncertainty shocks shows that skewness substantially amplifies the recessionary effects of uncertainty. …

that optimal government policy depends on the dispersion and skewness of the firms’ productivity distribution. …

distributions can be viewed as an abstract measure of skewness. We develop some of its properties and apply it to the US …