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Market efficiency today
Pesaran, M. Hashem (contributor) - 2005
Persistent link: https://www.econbiz.de/10003351595
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COVID-19 Time-varying Reproduction Numbers Worldwide : An Empirical Analysis of Mandatory and Voluntary Social Distancing
Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - National Bureau of Economic Research - 2021
infected cases, allowing for under-reporting. Estimation is based on a moment condition that can be derived from an agent … of lock-downs and support policies on the transmission rates. The full set of estimation results and the replication …
Persistent link: https://www.econbiz.de/10012510508
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A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
Chudik, Alexander - 2020
This paper develops a threshold-augmented dynamic multi-country model (TGVAR) to quantify the macroeconomic effects of Covid-19. We show that there exist threshold effects in the relationship between output growth and excess global volatility at individual country levels in a significant...
Persistent link: https://www.econbiz.de/10012481159