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Commodity price co-movement and global economic activity

Alquist, Ron; Coibion, Olivier - 2014

Guided by a macroeconomic model in which non-energy commodity prices are endogenously determined, we apply a new factor-based identification strategy to decompose the historical sources of changes in commodity prices and global economic activity. The model yields a factor structure for commodity...

Persistent link: https://www.econbiz.de/10010385286

Testing economic models of volunteer labour supply : some empirical evidence for the German Red Cross

Emrich, Eike; Pierdzioch, Christian - In: Applied economics 47 (2015) 40/42, pp. 4247-4259

Persistent link: https://www.econbiz.de/10011294612

An alternative estimate of Canadian potential output : the multivariate state-space framework

Pichette, Lise; Bernier, Maria; Robitaille, Marie-Noëlle - 2018

In this paper, we extend the state-space methodology proposed by Blagrave et al. (2015) and decompose Canadian potential output into trend labour productivity and trend labour input. As in Blagrave et al. (2015), we include output growth and inflation expectations from consensus forecasts to...

Persistent link: https://www.econbiz.de/10011942328

Financial openness and growth in developing countries : why does the type of external financing matter?

Gaies, Brahim; Nabi, Mahmoud Sami - In: Journal of economic integration : jei 34 (2019) 3, pp. 426-464

Persistent link: https://www.econbiz.de/10012136114

The macroeconomic effects of quantitative easing in the Euro area : evidence from an estimated DSGE model

Hohberger, Stefan; Priftis, Romanos; Vogel, Lukas - 2018

This paper estimates an open-economy dynamic stochastic general equilibrium model with Bayesian techniques to analyse the macroeconomic effects of the European Central Bank's (ECB’s) quantitative easing (QE) programme. Using data on government debt stocks and yields across maturities, we...

Persistent link: https://www.econbiz.de/10011804879

Saving after retirement and preferences for residual wealth

Fella, Giulio; Holm, Martin Blomhoff; Pugh, Thomas - 2024 - Last updated: June 11, 2024

We use administrative data for Norway to estimate an incomplete-market life cycle model of retired singles and couples with a bequest motive, health-dependent utility, and uncertain longevity and health. We allow the parameters of the bequest utility to differ between households with and without...

Persistent link: https://www.econbiz.de/10014562957

A tailor-made test of intransitive choice

Baillon, Aurélien; Bleichrodt, Han; Cillo, Alessandra - In: Operations research 63 (2015) 1, pp. 198-211

Persistent link: https://www.econbiz.de/10010519495

Assessing whether there is a cancer premium for the value of a statistical life

Viskusi, W. Kip; Huber, Joel; Bell, Jason - In: Health economics 23 (2014) 4, pp. 384-396

Persistent link: https://www.econbiz.de/10011304927

Growth and risk : methodology and micro evidence

Elbers, Chris; Gunning, Jan Willem; Kinsey, Bill H. - 2006 - Rev.

There has been a revival of interest in the effect of risk on economic growth. We quantify both ex ante and ex post … effects of risk using a stochastic version of the Ramsey model. We develop a simulation-based econometric methodology which … remarkable long-running panel data set for rural households in Zimbabwe. We find that risk substantially reduces growth: in the …

Persistent link: https://www.econbiz.de/10011334326

Vulnerability in a stochastic dynamic model

Elbers, Chris; Gunning, Jan Willem - 2003 - Rev.

Most measures of vulnerability are a-theoretic and essentially static. In this paper we use a stochastic Ramsey model to find a household's optimal welfare and we measure vulnerability as the shortfall from the welfare attained if the household consumed permanently at the poverty line. The...

Persistent link: https://www.econbiz.de/10011334363

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