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Optimal sharing of labor productivity risks and mix of pay-as-you-go and savings

Kusmerski Bilard, Debora - 2008

-As-You-Go (PAYG) social security, and the mix ofPAYG and savings for retirement provision in a small open economy. It shows that … above the expected growth rate of the economy and when thegovernment has a lifetime perspective of the risk exposure. The … paper also provides acondition for partial displacement of savings by the PAYG, which is in line with vastempirical evidence. …

Persistent link: https://www.econbiz.de/10011376622

Cyclical consumption

Berger, Tino; Pozzi, Lorenzo - 2023

Recessions and expansions are often caused or reinforced by developments in private consumption - the largest component of aggregate demand - which, as a result, varies over the business cycle. As such, an accurate measurement of the cyclical component of consumption and an understanding of its...

Persistent link: https://www.econbiz.de/10014380708

Business cycles, the current account, and administered protection in Mexico

Francois, Joseph F.; Niels, Gunnar - 2003

Antidumping actions in the United States and EU are knownto be linked to macroeconomic conditions. In part, this is becausepositive injury findings may be easier to make in a downturn. Weexplore the evidence for Mexico, one of the main new antidumpingusing countries. Injury determination is also...

Persistent link: https://www.econbiz.de/10011333888

Business cycles, the current account, and administered protection in Mexico

Francois, Joseph F.; Niels, Gunnar - 2003

Persistent link: https://www.econbiz.de/10001792628

Business cycle fluctuations and private savings in OECD countries : a panel data analysis

Adema, Yvonne; Pozzi, Lorenzo - 2012

Persistent link: https://www.econbiz.de/10009724306

Heterogeneity in manufacturing growth risk

Opschoor, Daan; Dijk, Dick van; Franses, Philip Hans - 2021

We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi …-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable …

Persistent link: https://www.econbiz.de/10012510760

Stock selection, style rotation, and risk

Lucas, André; Dijk, Ronald van; Kloek, Teunis - 2001

Persistent link: https://www.econbiz.de/10001554542

Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form

Bos, Charles S.; Shephard, Neil G. - 2004

In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...

Persistent link: https://www.econbiz.de/10011334849

Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form

Bos, Charles S.; Shephard, Neil G. - 2004

Persistent link: https://www.econbiz.de/10001906792

The stochastic volatility on mean model : empirical evidence from international stock markets

Koopman, Siem Jan; Uspensky, Eugenie Hol - 2000

Persistent link: https://www.econbiz.de/10001472890

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