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The persistence and nature of the labor reallocation shock during the COVID-19 crisis
Steijn, Mathieu P. A. - 2024
persistent labor reallocation shock. Labor market dynamics in the Netherlands reveal an unprecedentedly large rise in high … that there is a recovery in the types of jobs (relatively) lost but that the reallocation shock is quite persistent in the …
Persistent link: https://www.econbiz.de/10014577919
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A Tourism Conditions Index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the multivariate BEKK model for four TCI indicators...
Persistent link: https://www.econbiz.de/10010227695
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A tourism financial conditions index
Chang, Chia-Lin; Hui-Kuang, Hsu; McAleer, Michael - 2014 - Revised: May 2014
The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 – August 2013 for Taiwan that applies Chang’s (2014) novel approach for constructing a tourism financial indicator,...
Persistent link: https://www.econbiz.de/10010350798
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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - 2006
We study the relation between the credit cycle and macro-economic fundamentals in an intensity-based framework. Using … the credit cycle from the micro rating data. We relate this cycle to the business cycle, bank lending conditions, and … financial market variables. In line with earlier studies, these variables appear to explain part of the credit cycle. As our …
Persistent link: https://www.econbiz.de/10011348707
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Interaction between supply and demand shocks in production and employment
Butter, F. A. G. den; Koopman, S. J. - 1997
Persistent link: https://www.econbiz.de/10000675026
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Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - 1997
Persistent link: https://www.econbiz.de/10000961559
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The pace of structural change, cyclical shocks and unemployment dynamics : simulations using an empirical flow model
Butter, Frank A. G. den; Dijk, Mark van - 1997
may be out of its unemployment equilibrium for quite a long time after a shock occurs.The novelty of the model is that it … decreasein job creation in response to the depreci-ation of human capitalfollowing an adverse cyclical shock, does not lead to …
Persistent link: https://www.econbiz.de/10010336861
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Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - 1997
A major aim of recent empirical modelling of the business cycle isto identify the relative importance of aggregate supply and demandshocks. Supply or technology shocks are associated with permanent(structural) effects on economic activity whereas demand shocks arerelated to temporary (cyclical)...
Persistent link: https://www.econbiz.de/10010336862
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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock …
Persistent link: https://www.econbiz.de/10011490999
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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, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co …
Persistent link: https://www.econbiz.de/10011520514