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What's so great about the Great Moderation? : a multi-country investigation of time-varying volatilities of output growth and inflation

Keating, John William; Valcarcel, Victor J. - 2012

Persistent link: https://www.econbiz.de/10009502889

The time-varying effects of permanent and transistory shocks to real output

Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507

Persistent link: https://www.econbiz.de/10011308634

Fluctuations, uncertainty and income inequality in developing countries

Fawaz, Fadi; Rahnamamoghadam, Masha; Valcarcel, Victor J. - In: Eastern economic journal 38 (2012) 4, pp. 495-511

Persistent link: https://www.econbiz.de/10009661502

Inflation volatility and inflation in the wake of the great recession

Çekin, Semih Emre; Valcarcel, Victor J. - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 1997-2015

Persistent link: https://www.econbiz.de/10012304370

What's so great about the Great Moderation?

Keating, John William; Valcarcel, Victor J. - In: Journal of macroeconomics 51 (2017), pp. 115-142

Persistent link: https://www.econbiz.de/10011752360

The composition of industry and the duration of state recessions

Kuhlmann, Angela; Decker, Christopher S.; Wohar, Mark E. - In: The journal of regional analysis & policy : JRAP 38 (2008) 3, pp. 206-221

Persistent link: https://www.econbiz.de/10003847554

The output gap and stock returns : do cyclical fluctuations predict portfolio returns?

Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50

Persistent link: https://www.econbiz.de/10009717221

An unobserved components model that yields business and medium-run cycles

Ma, Jun; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1351-1373

Persistent link: https://www.econbiz.de/10010197461

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Plakandaras, Vasilios - 2019

This paper analyses to what extent a selection of leading indicators is able to forecast U.S. recessions, by means of both dynamic probit models and Support Vector Machine (SVM) models, using monthly data from January 1871 to June 2016. The results suggest that the probit models predict U.S....

Persistent link: https://www.econbiz.de/10012901502

An Assessment of UK Macroeconomic Volatility : Historical Evidence Using Over Seven Centuries of Data

Plakandaras, Vasilios - 2018

Breaking ground from all previous studies, we estimate a time-varying Vector Autoregression model that examines the time-period 1270-2016 - the entire economic history of the U.K. Focusing on permanent and transitory shocks in the economy, we study the fluctuation in conditional volatilities and...

Persistent link: https://www.econbiz.de/10012908624