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~person:"Castelnuovo, Efrem"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Castelnuovo, Efrem
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Caporale, Guglielmo Maria
66
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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
Saved in:
2
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
the
world
output loss that materialized during the great recession would have been 13% lower in absence of GFU shocks. We … after GFU shocks, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012431805
Saved in:
3
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
achieves set-identiÖcation via a combination of narrative, sign, ratio, and correlation restrictions. We Önd that the
world
…, the larger the
world
output contraction is. …
Persistent link: https://www.econbiz.de/10012432185
Saved in:
4
Global Uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012652747
Saved in:
5
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
6
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10013255934
Saved in:
7
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
8
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2004
This paper argues that skill formation is a life-cycle process and develops the implications of this insight for Scottish social policy. Families are major producers of skills, and a successful policy needs to promote effective families and to supplement failing ones. We present evidence that...
Persistent link: https://www.econbiz.de/10002540578
Saved in:
9
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2005
This paper argues that skill formation is a life-cycle process and develops the implications of this insight for Scottish social policy. Families are major producers of skills, and a successful policy needs to promote effective families and to supplement failing ones. Targeted early...
Persistent link: https://www.econbiz.de/10002576887
Saved in:
10
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002520119
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