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Model-based business cycle and financial cycle decomposition for Europe and the U.S.

Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016

We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...

Persistent link: https://www.econbiz.de/10011520505

The dynamic factor network model with an application to global credit-risk

Bräuning, Falk; Koopman, Siem Jan - 2016

We introduce a dynamic network model with probabilistic link functions that depend on stochastically time-varying parameters. We adopt the widely used blockmodel framework and allow the high-dimensional vector of link probabilities to be a function of a low-dimensional set of dynamic factors....

Persistent link: https://www.econbiz.de/10011566388

The mediating role of psychosocial benefits in the satisfaction formation process

Prevo, Olaf; Leunissen, Patrick; Roest, Henk - 1999

Persistent link: https://www.econbiz.de/10001365079

The political economy of financial systems

Haber, Stephen H.; Perotti, Enrico C. - 2008

Persistent link: https://www.econbiz.de/10003739017

Washington meets Wall Street : a closer examination of the presidential cycle puzzle

Kräussl, Roman; Lucas, André; Rijsbergen, David; … - 2008

Persistent link: https://www.econbiz.de/10003787145

Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China

Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016

, namely North Sea, USA, Middle East, and South-East Asia. Associated with these regions are two major financial centers …, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude … oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

Persistent link: https://www.econbiz.de/10011520514

Voting right rotation, behavior of committee members and financial market reactions : evidence from the U.S. Federal Open Market Committee

Ehrmann, Michael; Tietz, Robin; Visser, Bauke - 2021

Whether Federal Reserve Bank presidents have the right to vote on the U.S. monetary policy committee depends on a mechanical, yearly rotation scheme. Rotation is without exclusion: also nonvoting presidents attend and participate in the meetings of the committee. Does voting status change...

Persistent link: https://www.econbiz.de/10012545129

Positive expectations feedback experiments and number guessing games as models of financial markets

Sonnemans, Joep; Tuinstra, Jan - 2008

Persistent link: https://www.econbiz.de/10003762592

Interacting agents in finance

Hommes, Cars H. - 2006

Persistent link: https://www.econbiz.de/10003314796

Investor protection and entry

Perotti, Enrico C.; Volpin, Paolo - 2007

Persistent link: https://www.econbiz.de/10003408840

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