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Using firm and industry data, we establish two facts: (i) Uncertainty about demand conditions not only reduces export … of export shares from the most to the least productive incumbents. Greater skewness of the demand distribution and …
Persistent link: https://www.econbiz.de/10011547934
In this paper we explore the role that demand uncertainty plays for the offshoring decision, and the role that … demand. The presence of a cost of firing or hiring as in Bagliano & Bertola (2004) generates an intertemporal element to a …
Persistent link: https://www.econbiz.de/10012986173
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economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …
Persistent link: https://www.econbiz.de/10013369139
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
euro. At the end of our estimation period, the previous exchange rate movements had shifted the upper bound of the play … ; modelling techniques ; switching regression ; export demand …
Persistent link: https://www.econbiz.de/10003891080
euro. At the end of our estimation period, the previous exchange rate movements had shifted the upper bound of the play … ; modelling techniques ; switching regression, export demand …
Persistent link: https://www.econbiz.de/10003901021
euro. At the end of our estimation period, the previous exchange rate movements had shifted the upper bound of the play … ; modelling techniques ; switching regression ; export demand …
Persistent link: https://www.econbiz.de/10003904641
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