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Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach
Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015
There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...
Persistent link: https://www.econbiz.de/10011480254
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Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
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The impact of COVID-19 infections on money demand : a cointegration analysis in the euro area
Zangelidis, Leonidas - In: International journal of sustainable economy : IJSE 15 (2023) 4, pp. 478-501
Persistent link: https://www.econbiz.de/10014428239
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Semiparametric estimates of monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10012249147
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Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin - In: Journal of economic dynamics & control 159 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016
Persistent link: https://www.econbiz.de/10011698807
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ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - In: Journal of econometrics 207 (2018) 2, pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
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Canadian stock market volatility under COVID-19
Xu, Dinghai - 2020
Persistent link: https://www.econbiz.de/10012211693
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Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan; Prasanna, Krishna - In: Energy economics 53 (2016), pp. 40-57
Persistent link: https://www.econbiz.de/10011660433