Showing 1 - 10 of 11
This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now-casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone, Reichlin, and Small (2005). The method consists in...
Persistent link: https://www.econbiz.de/10005827105
<b> </b> This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now‐casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone et al. The method consists in bridging quarterly GDP...
Persistent link: https://www.econbiz.de/10011203097
Persistent link: https://www.econbiz.de/10008837744
Global financial integration unlocks a huge potential for international risk sharing. We examine the degree to which international equity holdings act as a risk sharing device in industrial and emerging economies. We split equity returns into investment income (dividend distribution) and capital...
Persistent link: https://www.econbiz.de/10011604995
Global financial integration unlocks a huge potential for international risk sharing. We examine the degree to which international equity holdings act as a risk sharing device in industrial and emerging economies. We split equity returns into investment income (dividend distribution) and capital...
Persistent link: https://www.econbiz.de/10005530980
This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now-casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone, Reichlin and Small, 2005. The method consists in bridging...
Persistent link: https://www.econbiz.de/10005124140
This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now-casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone, Reichlin, and Small (2005). The method consists in...
Persistent link: https://www.econbiz.de/10003794044
Persistent link: https://www.econbiz.de/10009007628
Persistent link: https://www.econbiz.de/10003705012
Persistent link: https://www.econbiz.de/10008845129