Similar Search Results

Micro data, heterogeneity and the evaluation of public policy : Part 2

Heckman, James J. - In: The American economist : journal of Omnicron Delta … 49 (2005) 1, pp. 16-44

Persistent link: https://www.econbiz.de/10003164096

Micro data, heterogeneity and the evaluation of public policy : Part 1

Heckman, James J. - In: The American economist : journal of Omnicron Delta … 48 (2004) 2, pp. 3-25

Persistent link: https://www.econbiz.de/10002646868

Asymmetric volatility spillover between crude oil and other asset markets

Guan, Bo; Mazouz, Khelifa; Xu, Yongdeng - 2023

This study uses the Multiplicative Error Model (MEM) to explore asymmetric volatility spillovers between crude oil and other major asset markets. We have extended the MEM of Engle et al. (2012) and ddd to include asymmetric volatility spillovers and developed the spillover balance as well as...

Persistent link: https://www.econbiz.de/10014433363

Corporate taxation and multinational activity

Egger, Peter; Loretz, Simon; Pfaffermayr, Michael; … - 2009 - rev.

Persistent link: https://www.econbiz.de/10003847004

Volatility co-movement and the great moderation : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2016

We propose an extended time-varying parameter Vector Autoregression that allows for an evolving relationship between the variances of the shocks. Using this model, we show that the relationship between the conditional variance of GDP growth and the long-term interest rate has become weaker over...

Persistent link: https://www.econbiz.de/10011554403

Testing competing world trade models against the facts of world trade

Minford, Patrick; Xu, Yongdeng; Dong, Xue - 2021

We carry out an indirect inference test of two versions of a computable general equilibrium (CGE) model of world trade …. One of these, the ‘classical’ model,is well-known as the Heckscher-Ohlin-Samuelson model of world trade, in which … countries trade homogeneous products in world markets and produce according to their comparative advantage as determined by …

Persistent link: https://www.econbiz.de/10012602338