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Carry trade activities : a multivariate threshold model analysis
Gubler, Matthias - 2014
Persistent link: https://www.econbiz.de/10010433995
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Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging
Dybka, Piotr; Olesiński, Bartosz; Rozkrut, Marek; … - 2020
Persistent link: https://www.econbiz.de/10012250316
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Measuring the model uncertainty of shadow economy estimates
Dybka, Piotr; Olesiński, Bartosz; Rozkrut, Marek; … - In: International tax and public finance 30 (2023) 4, pp. 1069-1106
Persistent link: https://www.econbiz.de/10014335038
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COVID-19 pandemic and Romanian stock market volatility : a GARCH approach
Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29
This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...
Persistent link: https://www.econbiz.de/10012626337
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Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 295-318). 2023
Persistent link: https://www.econbiz.de/10014313744
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On the estimation of Okun's coefficient in some countries in Latin America : a comparison between OLS and GME estimators
Zanin, Luca - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1575-1592
Persistent link: https://www.econbiz.de/10012490612
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Schattenwirtschaft und Messung des Wirtschaftswachstums
Braakmann, Albert - 2004
Persistent link: https://www.econbiz.de/10002113575
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Using dynamic panel methods to estimate shadow economies around the world : 1984 - 2006
Alm, James; Embaye, Abel - In: Public finance review : PFR 41 (2013) 5, pp. 510-543
Persistent link: https://www.econbiz.de/10010235566
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Do different estimation methods lead to implausible differences in the size of the non-observed or shadow economies? : a preliminary answer
Schneider, Friedrich - 2021
In this paper, first, six micro (4) and macro (2) estimation approaches are briefly described; they are the National Accounts Statistics discrepancy method and two new micro survey methods, a third one using a combination of company manager surveys and their knowledge to calibrate the size of the...
Persistent link: https://www.econbiz.de/10012692218
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Shedding light on the shadow economy : a global database and the interaction with the official one
Medina, Leandro; Schneider, Friedrich - 2019 - 2nd version
Using the multiple indicator-multiple cause (MIMIC) approach, this paper generates a novel global database by estimating the size of the shadow economy for 157 countries over 1991 to 2017. The results suggest that the OECD countries are by far the lowest with values below 20% of off official GDP...
Persistent link: https://www.econbiz.de/10012138830