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Transmission of business cycle shocks between the US and the euro area

Schneider, Martin; Fenz, Gerhard - 2008

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Foreign direct investment as a determinant of cross-country stock market comovement

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A global macro model for emerging Europe

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Evolving wage cyclicality in Latin America

Gambetti, Luca; Messina, Julián - 2016

This paper examines the evolution of the cyclicality of real wages and employment in four Latin American economies (Brazil, Chile, Colombia and Mexico) during the period 1980-2010. Wages are highly pro-cyclical during the 1980s and early 1990s, a period characterized by high inflation. As...

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Measuring the origins of macroeconomic uncertainty

Mumtaz, Haroon - 2018

This paper extends the procedure developed by Jurado et al. (2015) to allow the estimation of measures of uncertainty …

Persistent link: https://www.econbiz.de/10011895010

The nonlinear effects of uncertainty shocks

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The changing transmission of uncertainty shocks in the US : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its … shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …

Persistent link: https://www.econbiz.de/10010472799

Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

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The impacts of oil price shocks on stock market volatility : evidence form the G7 countries

Bastianin, Andrea; Conti, Francesca; Manera, Matteo - 2015

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