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Macroeconomic shocks and stock market returns : the case of Korea

Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773

Persistent link: https://www.econbiz.de/10011847162

Financial market illiquidity shocks and macroeconomic dynamics : evidence from the UK

Ellington, Michael - In: Journal of banking & finance 89 (2018), pp. 225-236

Persistent link: https://www.econbiz.de/10011963120

Demand shocks vs. supply shocks : which shocks matter more in income and price inequality?

Hwang, Seolwoong; Lee, Kwangwon; Yim, Geunhyung - 2022

demand shocks significantly worsen the income distribution. It is estimated that the effect of the demand shock is long …This study analyzes the impact of supply and demand shocks on income and price inequality in the economy using data … from Korea. First, supply and demand shocks are identified from output and price data in Korea using the methods found in …

Persistent link: https://www.econbiz.de/10013198179

Stock market response to monetary and fiscal policy shocks : multi-country evidence

Chatziantoniou, Ioannis; Duffy, David; Filis, George - In: Economic modelling 30 (2013), pp. 754-769

Persistent link: https://www.econbiz.de/10009708802

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266

Persistent link: https://www.econbiz.de/10012591011

The econometrics of oil market VAR models

Kilian, Lutz; Zhou, Xiaoqing - 2020

unconventional, puzzling or erroneous conclusions. Finally, we discuss the construction of extraneous measures of oil demand and oil …

Persistent link: https://www.econbiz.de/10012230527

The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US : evidence from Bayesian TVP-SVAR-SV approach

Boufateh, Talel; Saadaoui, Zied - In: Energy economics 102 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013162258

Oil inflows and housing market fluctuations in an oil-exporting country : evidence from Iran

Khiabani, Nasser - In: Journal of housing economics 30 (2015), pp. 59-76

Persistent link: https://www.econbiz.de/10011565825

News, noise and oil price swings

Gambetti, Luca; Moretti, Laura - 2017

Persistent link: https://www.econbiz.de/10012182213

Narrative sign restrictions for SVARs

Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2016

We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes. Using...

Persistent link: https://www.econbiz.de/10011570683

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