In this paper, we study the impact of the COVID-19 pandemic in estimated panel VAR models for 92 countries. The large cross section of countries allows us to shed light on the heterogeneity of the responses of stock markets and NO2 emissions as high-frequency measures of economic activity. We...

We provide a critical review of the literature on early warning indicators of economics crises and propose methods to overcome several pitfalls of the previous contributions. We use a quarterly panel of 40 EU and OECD countries for the period 1970-2010. As the response variable, we construct a...

We adopt a time series approach to investigate the historical relation between unemployment, life expectancy, and mortality rates. We fit Vector-autoregressions for the overall US population and for groups identified based on gender and race. We use our results to assess the long-run effects of...

We adopt a time series approach to investigate the historical relation between unemployment, life expectancy, and mortality rates. We fit a Vector-autoregression (VAR) for the overall US population and for groups identified based on gender and race. We find that shocks to unemployment are...