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Forecasting the World Economy in the Short-Term
Jakaitiene, Audrone - 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/10013159358
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Systemic Risk Diagnostics : Coincident Indicators and Early Warning Signals
Schwaab, Bernd; Koopman, Siem Jan; Lucas, Andre - 2021
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …
Persistent link: https://www.econbiz.de/10013316033
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Patterns of Current Account Adjustment - Insights from Past Experience
Algieri, Bernardina; Bracke, Thierry - 2021
The paper examines over seventy episodes of current account adjustment in industrial and major emerging market economies. It argues that these episodes were characterised by strongly divergent economic developments. To reduce this divergence, the paper classifies episodes with similar...
Persistent link: https://www.econbiz.de/10013317052
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Does joint modelling of the world economy pay off? : evaluating global forecasts from a Bayesian GVAR
Dovern, Jonas; Feldkircher, Martin; Huber, Florian - In: Journal of economic dynamics & control 70 (2016), pp. 86-100
Persistent link: https://www.econbiz.de/10011708641
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
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Predicting Recession Probabilities with Financial Variables Over Multiple Horizons
Fornari, Fabio; Lemke, Wolfgang - 2021
We forecast recession probabilities for the United States, Germany and Japan. The predictions are based on the widely … reached for the United States, the ProbVAR forecasts are slightly worse for Germany, but considerably inferior for Japan …
Persistent link: https://www.econbiz.de/10013316154
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Money Growth and Inflation : A Regime Switching Approach
Amisano, Gianni - 2010
regimes (high and low inflation). Using Bayesian techniques, we apply the model to the euro area, Germany, the US, the UK and …
Persistent link: https://www.econbiz.de/10013142985
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Money growth, output gaps and inflation at low and high frequency
Assenmacher-Wesche, Katrin; Gerlach, Stefan - In: Journal of economic dynamics & control 32 (2008) 2, pp. 411-415
Persistent link: https://www.econbiz.de/10003640055