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Financial frictions and regime switching : the role of collateral asset in emerging stock market

Awijen, Haithem; Hammami, Sami - 2017

This paper examines empirically the nonlinear business cycle dynamics due to the presence of financial frictions. Using a threshold vector auto regression, the authors estimate the behavior of interest rate shocks in which a regime change occurs if the two respective threshold variables namely...

Persistent link: https://www.econbiz.de/10011609272

Climate change and international migration: evidence from Tajikistan

Murakami, Enerelt - 2020

This paper investigates the impact of environmental factors that indicate climate change on household decisions to migrate abroad in the case of Tajikistan, an environmentally vulnerable and a labor-migrant source country in Central Asia. Both long-term climate variation (measured by weather...

Persistent link: https://www.econbiz.de/10012403888

The long-run effects of childhood exposure to market access shocks : evidence from the US railroad network expansion

Chan, Jeff - In: Explorations in economic history : EEH 91 (2024), pp. 1-41

Persistent link: https://www.econbiz.de/10015064658

Non-random exposure to exogenous shocks : theory and applications

Borusyak, Kirill; Hull, Peter - 2020

Persistent link: https://www.econbiz.de/10012306198

Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"

Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41

Persistent link: https://www.econbiz.de/10011326721

Innocent bystanders : how foreign uncertainty shocks harm exporters

Taglioni, Daria; Zavacka, Veronika - 2012

Persistent link: https://www.econbiz.de/10009722188

Identification of financial factors in economic fluctuations

Furlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad - 2014 - First Draft: February 2013

originating in credit markets and uncertainty shocks. In the extended set-up financial shocks are even more important and a …

Persistent link: https://www.econbiz.de/10010387279

Explosive oil prices

Gronwald, Marc - 2013

This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...

Persistent link: https://www.econbiz.de/10009786017

Uncertainty about Federal Reserve policy and Its transmission to emerging economies : evidence from Twitter

Tillmann, Peter - 2016

emerging economies. This paper argues that uncertainty about future monetary policy is a separate transmission channel. We … focus on the taper tantrum episode in 2013, a period with an elevated uncertainty about monetary policy, and use a data set … index about monetary policy uncertainty using a list of uncertainty keywords. An advantage of this index is that it reflects …

Persistent link: https://www.econbiz.de/10011546623

The impact of macroeconomic uncertainty on activity in the euro area

Gieseck, Arne; Largent, Yannis - In: Review of economics 67 (2016) 1, pp. 25-52

Persistent link: https://www.econbiz.de/10011551211

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