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A probit model for the state of the Greek GDP growth

Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392

The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the … probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of … explanatory (economic and financial) variables regarding the state of the GDP growth. A contemporaneous, as well as a lagged …

Persistent link: https://www.econbiz.de/10011312197

Explaining the Great Moderation : It is Not the Shocks

Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2021

This paper shows that the explanation of the decline in the volatility of GDP growth since the mid-eighties is not the …

Persistent link: https://www.econbiz.de/10013316599

Nowcasting World GDP Growth with High-Frequency Data

Jardet, Caroline; Meunier, Baptiste - 2020

investigates whether high-frequency data can also improve the nowcasting performances for world GDP growth on quarterly or annual … representing 68% of world GDP. Our approach builds on a Factor-Augmented MIxed DAta Sampling (FA-MIDAS) which allows us to take … outperform them during “crisis” episodes (2008-2009 and 2020). We finally construct a nowcasting model of annual world GDP growth …

Persistent link: https://www.econbiz.de/10014090107

Has the Fed improved U.S. economic performance?

Hogan, Thomas L. - In: Journal of macroeconomics 43 (2015), pp. 257-266

Persistent link: https://www.econbiz.de/10011507108

Gross domestic product growth, volatility and regime changes nexus : the case of Portugal

Andraz, Jorge M.; Norte, Nélia M. - In: Portuguese economic journal 16 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011900466

Volatility modeling of real Gdp growth rates in South Africa

Sigauke, Caston - In: Economics, management and financial markets 8 (2013) 2, pp. 81-84

Persistent link: https://www.econbiz.de/10011542998

Dynamic Linkages between Output Growth and Macroeconomic Volatility : Evidence using Greek Data

Chapsa, Xanthippi - 2013

This paper provides empirical evidence regarding the causal links between macroeconomic uncertainty and output growth using Greek data. Uncertainty is considered in distinct components, namely the inflation uncertainty and the output growth uncertainty. The results reveal significant negative...

Persistent link: https://www.econbiz.de/10013092195