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1
Modelling Okun's law - does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
-
2022
In this paper, we analyse Okun's law - a relation between the change in the unemployment rate and GDP
growth
- using … fruitful. In terms of dynamic effects, a shock to GDP
growth
has robustly negative effects on the change in the unemployment …
Persistent link: https://www.econbiz.de/10012799537
Saved in:
2
Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
3
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
-
2022
We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...
Persistent link: https://www.econbiz.de/10013254444
Saved in:
4
Does
FDI
lead
growth
? : Time series evidence from China
Shan, Jordan Z.
;
Tan, Garry Gang
;
Fiona Fanghong Sun
-
1997
Persistent link: https://www.econbiz.de/10000973808
Saved in:
5
Good or bad?: The influence of
FDI
on output
growth
: an industry-level analysis
Fillat Castejón, Carmen
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003348858
Saved in:
6
Fat-tails in VAR models
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2014
We confirm that standard time-series models for US output
growth
, inflation, interest rates and stock market returns …
Persistent link: https://www.econbiz.de/10010339759
Saved in:
7
The spillover effects of outward foreign direct investment on home countries : evidence from the United States
Tang, Jitao
;
Altshuler, Rosanne
-
2015
Persistent link: https://www.econbiz.de/10010516533
Saved in:
8
Technology capital and the U.S. current accounts
McGrattan, Ellen R.
(
contributor
); …
-
2007
-
rev.
Persistent link: https://www.econbiz.de/10003485968
Saved in:
9
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 … precipitation shocks on economic
growth
across different countries by means of a new methodology, namely a Bayesian Structural … have severe effects for the economic
growth
of rich and cold countries as well. Furthermore, accounting for trade …
Persistent link: https://www.econbiz.de/10013488603
Saved in:
10
Russia's macroeconomy : a closer look at
growth
, investment, and uncertainty
Becker, Torbjörn
-
2019
and one important determinant of
growth
is investments in physical capital. This in turn is correlated with
FDI
, which is …This paper looks at economic
growth
and its fundamental determinants in Russia over the last decades. It starts by … showing that, contrary to the views of some political commentators,
growth
is highly important for the popularity of president …
Persistent link: https://www.econbiz.de/10012132420
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