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Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio; Lemke, Wolfgang - 2010
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/10008688529
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International evidence on the sources of macroeconomic fluctuations
Bergman, Michael U. - In: European economic review : EER 40 (1996) 6, pp. 1237-1258
Persistent link: https://www.econbiz.de/10001202719
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Supply chain disruption and energy supply shocks : impact on euro area output and prices
De Santis, Roberto A. - 2024
We identify jointly supply chain disruptions shocks and energy supply shocks together with demand shocks using a structural BVAR with narrative restrictions. The impact of adverse supply chain disruption shocks on inflation expectations and core HICP is strong and rather persistent, while the...
Persistent link: https://www.econbiz.de/10014484212
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Cultural diversity and economic growth : evidence from the US during the age of mass migration
Ager, Philipp; Brückner, Markus - In: European economic review : EER 64 (2013), pp. 76-97
Persistent link: https://www.econbiz.de/10010360145
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What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie; Scheicher, Martin - 2009
methodology to monthly data from both Germany and the US. We find that implied volatilities contain a substantial amount of …
Persistent link: https://www.econbiz.de/10003832589
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Global policy at the zero lower bound in a large-scale DSGE model
Gomes, Sandra; Jacquinot, Pascal; Mestre, Ricardo - 2010
The purpose of this paper is to analyse whether fiscal policies can alleviate the effects of the zero lower bound (ZLB) on interest rates and if they should be coordinated internationally. The analysis is carried out using EAGLE, a DSGE model of the global economy. We consider that the fiscal...
Persistent link: https://www.econbiz.de/10008688538
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Money growth and inflation: a regime switching approach
Amisano, Gianni; Fagan, Gabriel - 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/10003973538
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Reverse causality in global current accounts
Schnabl, Gunther; Freitag, Stephan - 2010
Germany as center countries with rising / high current account deficits (US) and surpluses (Germany). These are matched by … analysis extends from 1981-2008, the results for Germany mostly capture the situation before the euro was created. - Global …
Persistent link: https://www.econbiz.de/10003973544
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Employment and productivity growth in service and manufacturing sectors in France, Germany and the US
Wachter, Till von - 2001
Persistent link: https://www.econbiz.de/10001599423
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US, Japan and the euro area
McAdam, Peter - 2003
There has been much discussion of the differences in macroeconomic performance and prospects between the US, Japan and …, Japan and the euro area appear quite distinct. Documenting and comparing such international business-cycle features can aid …
Persistent link: https://www.econbiz.de/10009635889