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Trade in commodities and business cycle volatility

Kohn, David; Leibovici, Fernando; Tretvoll, Hakon - 2018

volatility of emerging and developed economies. We study a multi-sector small open economy in which firms produce and trade …

Persistent link: https://www.econbiz.de/10011911446

Financial development and economic volatility : a unified explanation

Wang, Pengfei; Wen, Yi - 2009

Persistent link: https://www.econbiz.de/10003831935

Uncertainty and economic activity : a global perspective

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2014

volatility and economic activity assuming that both variables are driven by the same set of unobserved common factors and that … these factors affect volatility and economic activity with a time lag of at least a quarter. Under these assumptions, the … paper analytically shows that volatility is forward looking and that the output equation of a typical VAR estimated in the …

Persistent link: https://www.econbiz.de/10011286232

Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator

Charles, Amélie; Darné, Olivier; Tripier, Fabien - 2017

Persistent link: https://www.econbiz.de/10012059527

COVID-induced economic uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020

Persistent link: https://www.econbiz.de/10012204869

Business cycle persistence in developing countries : how successful is a DSGE model with a vertical production chain and sticky prices?

Male, Rachel - 2010

It is well documented that business cycles of developed countries are characterised by persistent output fluctuations, and this has been the subject of much theoretical interest. However, the case for developing countries has been somewhat neglected in the literature. This paper addresses this...

Persistent link: https://www.econbiz.de/10008665125

Has the Euro changed the business cycle?

Enders, Zeno; Jung, Philip; Müller, Gernot J. - 2010

Persistent link: https://www.econbiz.de/10008650721

Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism

Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009701646

A trend deduction model of fluctuating oil prices

Xu, Haiyan; Zhang, ZhongXiang - 2011 - The previous version: August 19, 2010, This version: November 17, 2010

Crude oil prices have been fluctuating over time and by a large range. It is the disorganization of oil price series that makes it difficult to deduce the changing trends of oil prices in the middle- and long-terms and predict their price levels in the short-term. Following a price-state...

Persistent link: https://www.econbiz.de/10008903424

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

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

This paper investigates if the impact of uncertainty shocks on the US economy has changed over time. To this end, we develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find...

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