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The macroeconomic cost of climate volatility

Alessandri, Piergiorgio; Mumtaz, Haroon - 2021

We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2005. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate conditions less predictable across countries, with...

Persistent link: https://www.econbiz.de/10012608712

Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement

Jackson, Laura E.; Kose, M. Ayhan; Otrok, Christopher M.; … - 2015

Persistent link: https://www.econbiz.de/10011392890

Volatility co-movement and the great moderation : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2016

We propose an extended time-varying parameter Vector Autoregression that allows for an evolving relationship between the variances of the shocks. Using this model, we show that the relationship between the conditional variance of GDP growth and the long-term interest rate has become weaker over...

Persistent link: https://www.econbiz.de/10011554403

Technology differences, institutions and economic growth : a conditional conditional convergence

Boulhol, Hervé (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002420480

Climate change and income inequality : an empirical analysis

Mumtaz, Haroon; Theophilopoulou, Angeliki - 2023

The role of climate change on economic performance and output has been studied extensively in the empirical literature, however, its distributional effects have received little attention. This paper attempts to fill this gap by investigating whether climate shocks affect income inequality in a...

Persistent link: https://www.econbiz.de/10014455410

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808264

Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach

Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022

The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...

Persistent link: https://www.econbiz.de/10013488603

Can countries rely on foreign saving for investment and economic development?

Cavallo, Eduardo A.; Eichengreen, Barry; Panizza, Ugo - 2016

A surprisingly large number of countries have been able to finance a significant fraction of domestic investment using … investment was financed via private capital inflows. That said, foreign savings are not a good substitute for domestic savings … abruptly with compression of the current account, real exchange rate depreciation, and a sharp slowdown in investment. Summing …

Persistent link: https://www.econbiz.de/10011519098

Vector autoregression models with skewness and heavy tails

Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang - 2021

Persistent link: https://www.econbiz.de/10012604814

The Baltic States and Europe: common factors of economic acticity

Fadejeva, Ludmila (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003732644

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