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Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity
Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 29-50). 2022
Persistent link: https://www.econbiz.de/10013201758
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Credit rating downgrade risk on equity returns
Brakatsoulas, Periklis; Kukacka, Jiri - 2020
for a panel of predominantly mid- and large-cap entities. Using credit transition matrices and rating histories from 48 US … across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger …
Persistent link: https://www.econbiz.de/10012242861
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Risk configuration of S&P 500 industries : sigma-risk and alpha-risk approximation
Günay, Samet - In: Margin: the journal of applied economic research 11 (2017) 2, pp. 196-221
Persistent link: https://www.econbiz.de/10011690981
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Does uncertainty matter for the fiscal consolidation and investment nexus?
Bournakis, Ioannis; Ramírez-Rondán, Nelson R. - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 529-559
Persistent link: https://www.econbiz.de/10014580572
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Advance information and consumption insurance: evidence and structural estimation
Pedroni, Marcelo; Singh, Swapnil; Stoltenberg, Christian - 2022
Persistent link: https://www.econbiz.de/10013502489
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Advance information and consumption insurance : evidence from panel data
Pedroni, Marcelo; Singh, Swapnil; Stoltenberg, Christian - 2022 - Preliminary, April 15, 2022
requires only panel data on consumption and income. Using the Panel Study of Income Dynamics, we find-in contrast to the …
Persistent link: https://www.econbiz.de/10013186823
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Can migration fear and policy uncertainty be the source of macroeconomic fluctuations?
Ceylan, Fatih; Ünlü, Mustafa - In: Croatian economic survey 26 (2024) 1, pp. 5-36
Persistent link: https://www.econbiz.de/10015066191
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Aggregating disparate estimates of chance
Osherson, Daniel; Vardi, Moshe Y. - In: Games and economic behavior 56 (2006) 1, pp. 148-173
Persistent link: https://www.econbiz.de/10003340014
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Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun - In: Applied financial economics 23 (2013) 10/12, pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083