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Reciprocity in labor market relationships : evidence from an experiment across high-income OECD countries
Waichman, Israel; Ch'ng, Kean Siang; Requate, Tilman; … - In: Games 6 (2015) 4, pp. 473-494
-exchange experiment comparing the behavior of subjects from five high-income OECD countries: Germany, Spain, Israel, Japan and the USA. We …
Persistent link: https://www.econbiz.de/10011383829
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Does Inflation Targeting Matter? An Experimental Investigation
Cornand, Camille - 2013
We use laboratory experiments with human subjects to test the relevance of different inflation targeting regimes. In …
Persistent link: https://www.econbiz.de/10013073788
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Measuring global macroeconomic uncertainty and cross-country uncertainty spillovers
Moramarco, Graziano - In: Econometrics : open access journal 11 (2023) 1, pp. 1-29
We propose an approach for jointly measuring global macroeconomic uncertainty and bilateral spillovers of uncertainty between countries using a global vector autoregressive (GVAR) model. Over the period 2000Q1-2020Q4, our global index is able to summarize a variety of uncertainty measures, such...
Persistent link: https://www.econbiz.de/10014281497
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Measuring Global Macroeconomic Uncertainty
Moramarco, Graziano - 2021
This paper provides a new index of global macroeconomic uncertainty and investigates the cross-country transmission of uncertainty using a global vector autoregressive (GVAR) model. The index measures the dispersion of forecasts resulting from parameter uncertainty in the GVAR. Over the period...
Persistent link: https://www.econbiz.de/10013226308
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Measuring Global Macroeconomic Uncertainty
Moramarco, Graziano - 2020
This paper provides new indices of global macroeconomic uncertainty and investigates the cross-country transmission of uncertainty using a global vector autoregressive (GVAR) model. The indices measure the dispersion of forecasts that results from parameter uncertainty in the GVAR. Relying on...
Persistent link: https://www.econbiz.de/10012831182
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World equity premium based risk aversion estimates
Pozzi, Lorenzo; Vries, Casper G. de; Zenhorst, J. - 2010
Persistent link: https://www.econbiz.de/10003934133
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World equity premium based risk aversion estimates
Pozzi, Lorenzo C. G.; Vries, Casper G. de; Zenhorst, Jorn - 2010
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based … gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The … confidence band for the world risk aversion estimate from the pooled country data is much tighter and the pooled point estimate …
Persistent link: https://www.econbiz.de/10003998052
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World equity premium based risk aversion estimates
Pozzi, Lorenzo; Vries, Casper G. de; Zenhorst, J. - 2010
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based … gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The … confidence band for the world risk aversion estimate from the pooled country data is much tighter and the pooled point estimate …
Persistent link: https://www.econbiz.de/10011379612
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World Equity Premium Based Risk Aversion Estimates
Pozzi, Lorenzo; de Vries, Casper G.; Zenhorst, Jorn - 2010
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based … gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The … confidence band for the world risk aversion estimate from the pooled country data is much tighter and the pooled point estimate …
Persistent link: https://www.econbiz.de/10014199298
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World Equity Premium Based Risk Aversion Estimates
Pozzi, Lorenzo - 2013
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based … gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The … confidence band for the world risk aversion estimate from the pooled country data is much tighter and the pooled point estimate …
Persistent link: https://www.econbiz.de/10013094420