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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of empirical finance 48 (2018), pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Harvey, David I.; Kellard, Neil M.; Madsen, Jakob Brøchner - In: World development : the multi-disciplinary … 89 (2017), pp. 57-70
Persistent link: https://www.econbiz.de/10011740933
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No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - 2009
Persistent link: https://www.econbiz.de/10003882004
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No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - In: Journal of banking & finance 37 (2013) 2, pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
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No-Arbitrage Near-Cointegrated Var(p) Term Structure Models, Term Premia and GDP Growth
Jardet, Caroline - 2011
The recent macro-finance yield curve literature does not agree neither about term premia empirical properties nor about the importance or even the direction of its relationship with future economic activity. This paper proposes a two-step approach to handle both problems. First, in a VAR...
Persistent link: https://www.econbiz.de/10013132933
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Stock market development and economic performance : the case of Mexico
Castillo Ponce, Ramón A.; Rodríguez-Espinosa, María … - In: Revista de análisis económico 30 (2015) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10011499811
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On the causal relationship between household consumption and economic growth in Saudi Arabia
Al Rasasi, Moayad; Alzahrani, Yasir; Alassaf, Mohammed - In: Business and Economic Research : BER 11 (2021) 2, pp. 165-177
Persistent link: https://www.econbiz.de/10012626182
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A test of Wagner’s hypothesis for the Ghanaian economy
Gatsi, John Gartchie; Owusu Appiah, Michael; Gyan, … - In: Cogent business & management 6 (2019), pp. 1-12
expenditure in Ghana between the period 1960 to 2017. The Johansen (1991, 1995) cointegration method, the Autoregressive …
Persistent link: https://www.econbiz.de/10012115795
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The econometrics of the environmental Kuznets curve : an illustration using Australian CO2 emissions
Moosa, Imad A. - In: Applied economics 49 (2017) 49, pp. 4927-4945
Persistent link: https://www.econbiz.de/10011844839
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Wagner versus Keynes: the causal nexus between government expenditures and economic growth : an empirical study of Burkina Faso
Ampah, Isaac Kwesi; Kotosz, Balázs - In: Journal of heterodox economics : JHE 3 (2016) 2, pp. 74-101
Persistent link: https://www.econbiz.de/10011917492