Showing 1 - 10 of 294
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
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Alphabetic name ordering on multi-authored academic papers_new, which is the convention in theeconomics discipline and various other disciplines, is to the advantage of people whose lastname initials are placed early in the alphabet. As it turns out, Professor A, who has been afirst author more...
Persistent link: https://www.econbiz.de/10011372501
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
We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...
Persistent link: https://www.econbiz.de/10012416341
This paper analyses trends and persistence in atmospheric pollution in ten US cities over the period from January 2014 to January 2024 using fractional integration methods. The results support the hypothesis of long memory and mean reversion in atmospheric pollution in all cities examined. They...
Persistent link: https://www.econbiz.de/10015420818
Persistent link: https://www.econbiz.de/10002520119
This paper argues that skill formation is a life-cycle process and develops the implications of this insight for Scottish social policy. Families are major producers of skills, and a successful policy needs to promote effective families and to supplement failing ones. Targeted early...
Persistent link: https://www.econbiz.de/10002576887
This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also technology stocks using fractional integration techniques. More precisely, it analyses the behaviour of the percentage returns in the case of nine major coins (Bitcoin - BITC,...
Persistent link: https://www.econbiz.de/10013041344
Persistent link: https://www.econbiz.de/10009722706