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Housing bubbles
Glaeser, Edward L.; Nathanson, Charles G. - 2014
Persistent link: https://www.econbiz.de/10010413248
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Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020
This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...
Persistent link: https://www.econbiz.de/10012199998
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Untangling real gravity
Klaassen, Franc; Teulings, Rutger - 2017
all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …
Persistent link: https://www.econbiz.de/10011791519
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
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Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168325
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate …
Persistent link: https://www.econbiz.de/10003765975
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787656
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008
Persistent link: https://www.econbiz.de/10003774002
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Do institutions cause growth?
Glaeser, Edward L.; La Porta, Rafael; … - 2004
Persistent link: https://www.econbiz.de/10002119461