Summary This paper reinterprets Maganelli’s (2009) idea of “Forecasting with Judgment” to obtain a dynamic algorithm for combining survey expectations data and time series models for macroeconomic forecasting. Existing combination approaches typically obtain combined forecasts by linearly...

Purpose – In September‐October 2008 the Russian stock markets came under severe strain amidst the global financial crisis. During this time the Russian government intervened several times to halt the trade to impede the continuous slide. The government justified its actions owing to the...

Purpose – The purpose of this paper is to analyze the nature of returns and volatility spillovers between exchange rates and stock price in the IBSA nations (India, Brazil, South Africa). Design/methodology/approach – The study uses VAR framework and the recently proposed Spillover measure...

Through the fast development and intensification of the large volume of data via the internet, visual analytics (VA) comes out with the intention of visualizing multidimensional data in different ways, which reveals interesting information about the data, making them clearer and more...

We extend and test two models of asset pricing that feature status-seeking through accumulation of not only financial and real assets but also human capital. We use weak-identification robust tests to confront these models with U.S. aggregate data. Contrary to previous results, we find that the...

Abstract This study investigates the impact of the economic crisis in the late 2000s and early 2010s on European inflation dynamics using a hybrid New-Keynesian Phillips Curve (NKPC) during three distinct periods. The pre-crisis period from 1999 through mid-2007, the crisis period until August...

This paper provides empirical evidence for the widespread belief that a magazine's companion website induces channel competition on its print version. The analysis is based on aggregated quarterly magazine-specific data on circulation, a broad variety of magazine characteristics, consumer...

Purpose The purpose of this paper is to examine the determinants of foreign direct investment (FDI) by focusing on institutional and economic factors among South Asian Association for Regional Cooperation (SAARC), Association of South East Asian Nations (ASEAN) as well as Central Asian countries...