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The dynamics of the housing market prices and the business cycle: a VAR analysis for the european monetary union.
Cinquegrana, Giuseppe - Volkswirtschaftliche Fakultät, … - 2011
reflect the different information which have been imbedded in the housing market in the long-time. The high volatility of the …
Persistent link: https://www.econbiz.de/10011259684
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Endogenous Growth, Monetary Shocks and Nominal Rigidities
Annicchiarico, Barbara; Pelloni, Alessandra; Lorenza, Rossi - Volkswirtschaftliche Fakultät, … - 2010
: (i) monetary volatility negatively affects long-run growth; (ii)the relation between nominal volatility and growth … increases the negative effect of nominal volatility on mean growth. …
Persistent link: https://www.econbiz.de/10008685157
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Predictable markets? A news-driven model of the stock market
Gusev, Maxim; Kroujiline, Dimitri; Govorkov, Boris; … - Volkswirtschaftliche Fakultät, … - 2014
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and...
Persistent link: https://www.econbiz.de/10011108097
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The Employment Cycles of Neighboring Cities
Wall, Howard J. - 2011
This paper examines the spatial interaction of neighboring cities over their employment cycles. The cycles of neighboring cities tend to be more similar to one another than are those of non-neighboring cities, although this is due primarily to neighbors' tendency to be in the same state. In...
Persistent link: https://www.econbiz.de/10013126966
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Business Cycle Synchronisation in EU : A Time-Varying Approach
Degiannakis, Stavros Antonios - 2018
This paper investigates the time-varying correlation between the EU12-wide business cycle and the initial EU12 member-countries based on Scalar-BEKK and multivariate Riskmetrics model frameworks for the period 1980-2012. The paper provides evidence that changes in the business cycle...
Persistent link: https://www.econbiz.de/10012910120
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Do Exchange Rate Regimes Matter? Evidence for Developing Countries
Larrain, Felipe; Parro, Francisco - Volkswirtschaftliche Fakultät, … - 2006
volatility. Our results show that floating rates tend to present higher levels of growth and lower levels of volatility in … bottom of the growth rankings, while hard pegs appear to induce the largest growth volatility. In light of these results, it …
Persistent link: https://www.econbiz.de/10009495125
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Does Black’s Hypothesis for Output Variability Hold for Mexico?
Macri, Joseph; Sinha, Dipendra - Volkswirtschaftliche Fakultät, … - 2007
Using two data series, namely GDP and the index of industrial production, we study the relationship between output variability and the growth rate of output. Ng-Perron unit root test shows that the growth rate of GDP is non-stationary but the growth rate of industrial output is stationary. Thus,...
Persistent link: https://www.econbiz.de/10005835862
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Effects of Terms of Trade and its Volatility on Economic Growth: A Cross Country Empirical Investigation
Syed tehseen, jawaid; Abdul, waheed - Volkswirtschaftliche Fakultät, … - 2011
This study examines the effects of terms of trade and its volatility on economic growth for a sample of 94 developed … estimation results indicate significant positive effect of terms of trade on economic growth. Furthermore, volatility of terms of … has been performed using different additional variables, sample size and various proxies of volatility variable. The …
Persistent link: https://www.econbiz.de/10009203631
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Intergenerational complementarities in education, endogenous public policy, and the relation between growth and volatility
Palivos, Theodore; Varvarigos, Dimitrios - Volkswirtschaftliche Fakultät, … - 2011
, growth volatility emerge. This indeterminacy can be eliminated by an institutional mechanism that commits to a minimum level … growth path, we argue that such structural differences can account for the negative correlation between volatility and growth. …
Persistent link: https://www.econbiz.de/10009132733
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Terms of Trade Volatility and Economic Growth in Sub-Saharan Africa
Awel, Ahmed Mohammed - Volkswirtschaftliche Fakultät, … - 2012
This paper investigated the effect of terms of trade growth and its volatility on economic growth in Sub-Saharan Africa … effect on economic growth. Furthermore, the result proved that volatility of net barter terms of trade and income terms of … volatility measures. …
Persistent link: https://www.econbiz.de/10011107298