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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to assess the effects of an uncertainty shock in the Euro area. This allows us to treat macroeconomic uncertainty as a latent quantity during estimation. Only a limited number of...
Persistent link: https://www.econbiz.de/10011978764
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Why do Europeans save? : micro-evidence from the household finance and consumption survey
Horioka, Charles; Ventura, Luigi - 2024
Persistent link: https://www.econbiz.de/10015051268
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Common correlated effects and international risk sharing
Fuleky, Peter; Ventura, Luigi; Zhao, Qianxue - 2013
Persistent link: https://www.econbiz.de/10009734222
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Common correlated effects and international risk sharing
Fuleky, Peter; Ventura, Luigi; Zhao, Qianxue - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010233923
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Common correlated effects and international risk sharing
Fuleky, Peter; Ventura, Luigi; Zhao, Qianxue - 2016 - Revised version
Persistent link: https://www.econbiz.de/10011541473
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How much do households really know about their future income?
Singh, Swapnil; Stoltenberg, Christian - 2018 - First version: October 2014. This version: July 2018
Persistent link: https://www.econbiz.de/10011981902
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Loss aversion, economic sentiments and international consumption smoothing
Clancy, Daragh; Ricci, Lorenzo - 2019
Persistent link: https://www.econbiz.de/10012169622
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Advance information and consumption insurance: evidence and structural estimation
Pedroni, Marcelo; Singh, Swapnil; Stoltenberg, Christian - 2022
Persistent link: https://www.econbiz.de/10013502489
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Who did it?: a European detective story : was it real, financial, monetary and/or institutional : tracking growth in the euro area with an atheoretical tool
Comunale, Mariarosaria; Mongelli, Francesco Paolo - 2019
Persistent link: https://www.econbiz.de/10012155380
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Ireland's European crisis : staying solvent in the Eurozone
McCarthy, Colm - 2012
A popular narrative amongst European policymakers is that Eurozone members facing problems in the bond market are … macroprudential measure in place at Eurozone level, and Irish adherence reflected public finances flattered by a credit …. Closer fiscal union may prove necessary if the Eurozone is to survive. To avoid future sovereign debt crises, there is also a …
Persistent link: https://www.econbiz.de/10009733137