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Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model
Apergēs, Nikolaos; Polemis, Michael - In: The journal of energy markets 13 (2020) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
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Size matters : measuring the effects of inequality and growth shocks
Bandyopadhyay, Sanghamitra; Sun, Rui - 2020
between inequality and growth via growth and inequality shocks for two large economies, China and the USA, for the years 1979 …- 2018. We find that a growth shock is inequality-increasing, and an inequality shock is growthreducing. We also find …
Persistent link: https://www.econbiz.de/10012404500
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Learning, capital-embodied technology and aggregate fluctuations
Görtz, Christoph; Tsoukalas, John D. - In: Review of economic dynamics 16 (2013) 4, pp. 708-723
Persistent link: https://www.econbiz.de/10010210822
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022
The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...
Persistent link: https://www.econbiz.de/10013488603
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Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022
The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...
Persistent link: https://www.econbiz.de/10014264956
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Great Moderation in the Japanese economy
Ko, Jun-hyung; Murase, Koichi - In: Japan and the world economy : international journal of … 27 (2013), pp. 10-24
Persistent link: https://www.econbiz.de/10010243010
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Insurance penetration and economic growth in Africa : dynamic effects analysis using Bayesian TVP-VAR approach
Olayungbo, D. O.; Akinlo, Anthony Enisan - In: Cogent economics & finance 4 (2016) 1, pp. 1-19
This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the period of 1970-2013. Insurance demand is measured by insurance penetration which accounts for income differences across the sample countries. A Bayesian Time Varying Parameter...
Persistent link: https://www.econbiz.de/10011531077
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Liquidity Shocks and Real GDP Growth : Evidence from a Bayesian Time-Varying Parameter VAR
Ellington, Michael - 2016
We examine the dynamic impact of liquidity shocks resonating in stock and housing markets on real GDP growth. We fit a Bayesian time-varying parameter VAR model with stochastic volatility to US data from 1970 to 2014. GDP becomes highly sensitive to house market liquidity shocks as disruptions...
Persistent link: https://www.econbiz.de/10012977876
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The effect of key macroeconomic shock variables on GDP in Iran : a sign-restricted Bayesian VAR approach
Maboudian, Eisa; Ehsani, Mohammad Ali - In: Iranian economic review : journal of University of Tehran 24 (2020) 4, pp. 1099-1118
Persistent link: https://www.econbiz.de/10012591317