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The State of the Indian Economy 2009-10

Joseph, Mathew - 2009

Despite signs of recovery from the global financial crisis, the GDP growth rate for the Indian economy is likely to be between 5.8 to 6.1 per cent in 2009-10, below the 6.7 per cent recorded in fiscal 2008-09. While there has been an improvement in Indian industry, particularly the manufacturing...

Persistent link: https://www.econbiz.de/10011807647

Fiscal fragility: what the past may say about the future

Aizenman, Joshua; Pasricha, Gurnain Kaur - 2010

The end of the great moderation has profound implications on the assessment of fiscal sustainability. The pertinent issue goes beyond the increase in stock of public debt/GDP induced by the global recession, to include the perspective that the sustainability of a given public debt/GDP depends on...

Persistent link: https://www.econbiz.de/10010287758

Fiscal fragility: What the past says about the future

Aizenman, Joshua; Pasricha, Gurnain Kaur - 2010

The end of the great moderation has profound implications on the assessment of fiscal sustainability. The pertinent issue goes beyond the obvious increase in the stock of public debt/GDP induced by the global recession, to include the neglected perspective that the vulnerabilities associated...

Persistent link: https://www.econbiz.de/10010288164

Forecasting Swiss exports using Bayesian forecast reconciliation

Eckert, Florian; Hyndman, Rob J.; Panagiotelis, Anastasios - 2019

This paper conducts an extensive forecasting study on 13,118 time series measuring Swiss goods exports, grouped …

Persistent link: https://www.econbiz.de/10012058388

Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability : evidence from big macroeconomic US data

Siliverstovs, Boriss; Wochner, Daniel - 2019

forecasting experiment is based on a novel big macroeconomic dataset (FRED-QD) comprising over 200 quarterly indicators for almost …

Persistent link: https://www.econbiz.de/10012117679

A cross-country database of fiscal space

Kose, M. Ayhan; Kurlat, Sergio; Ohnsorge, Franziska; … - 2017

This paper presents a comprehensive cross-country database of fiscal space, broadly defined as the availability of budgetary resources for a government to service its financial obligations. The database covers up to 200 countries over the period 1990-2016, and includes 28 indicators of fiscal...

Persistent link: https://www.econbiz.de/10012060231

Fiscal and monetary policies and the cost of sudden stops

Hutchison, Michael M.; Noy, Ilan; Wang, Lidan - 2007

This article investigates the effects of macroeconomic policy (monetary and fiscal) on output growth during financial crises characterized by a sudden stop" in net capital inflows in developing and emerging market economies. We investigate 83 sudden stop crises in 77 countries over 1982-2003...

Persistent link: https://www.econbiz.de/10010285311

Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies : A SVAR approach

Rant, Vasja; Puc, Anja; Čok, Mitja; Verbič, Miroslav - In: Finance research letters 64 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014531681

Simulation-based valuation of project finance: does model complexity really matter?

Weber, Florian; Schmid, Thomas; Pietz, Matthäus; … - 2010

forecasting techniques, e.g. correlation forecasts based on historical values and on a dynamic conditional correlation (DCC) model … varied. We find that the applied volatility forecasting models have a strong influence on the expected net present value … distribution and on the probability of default. In contrast, correlation forecasting models play a minor role. Time resolution and …

Persistent link: https://www.econbiz.de/10010305715

Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives

Corradi, Valentina; Swanson, Norman R. - 2003

forecasting model for another variable, and hence our use of terminology such as ?out-of-sample Granger causality? (see e …

Persistent link: https://www.econbiz.de/10010263216