Narrow search
Showing 1 - 10 of 65
Cover Image
The international dimension of confidence shocks
Dées, Stéphane; Güntner, Jochen - 2014
Persistent link: https://www.econbiz.de/10010380008
Cover Image
Linking distress of financial institutions to macrofinancial shocks
Al-Haschimi, Alexander; Dées, Stéphane; Di Mauro, Filippo - 2014
Persistent link: https://www.econbiz.de/10010482479
Cover Image
Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016
Persistent link: https://www.econbiz.de/10011618479
Cover Image
Assessing the factors behind oil price changes
Dées, Stéphane; Gasteuil, Audrey; Kaufmann, Robert Kurt; … - 2008
The rapid rise in the price of crude oil between 2004 and the summer of 2006 are the subject of debate. This paper investigates the factors that might have contributed to the oil price increase in addition to demand and supply for crude oil, by expanding a model for crude oil prices to include...
Persistent link: https://www.econbiz.de/10003636096
Cover Image
Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first …
Persistent link: https://www.econbiz.de/10003778781
Cover Image
The role of the United States in the global economy and its evolution over time
Dées, Stéphane; Saint-Guilhem, Arthur - 2009
to the rest of the world tends to fluctuate over time but remains large overall. Second, although the size of the … more persistent. Actually, the increasing economic integration at the world level is likely to have fostered second …
Persistent link: https://www.econbiz.de/10003832378
Cover Image
Forecasting the world economy in the short-term
Jakaitiene, Audrone; Dées, Stéphane - 2009
Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …. This paper proposes a number of approaches to forecast short-term changes in selected world economic variables and aims …
Persistent link: https://www.econbiz.de/10003867019
Cover Image
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
Cover Image
The transmission of US cyclical developments to the rest of the world
Dées, Stéphane (contributor);  … - 2007
of the world. Overall we find that while US economic developments would indeed affect the rest of the world, developments …
Persistent link: https://www.econbiz.de/10003599254
Cover Image
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa - 2010
countryspecific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10008657123