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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
percent correct forecasts. Top models contribute added value above 20 percentage points in most instances and deals with a …
Persistent link: https://www.econbiz.de/10013362692
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Robust Value at Risk Prediction : Appendix
Mancini, Loriano - 2010
This appendix extends simulation and empirical results reported in Mancini and Trojani (2010). It discusses the choice … forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …
Persistent link: https://www.econbiz.de/10013138328
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Chapter 21. Income Distribution in Computable General Equilibrium Modeling
Bourguignon, Franois; Bussolo, Maurizio - In: Handbook of computable general equilibrium modeling : …, (pp. 1383-1437). 2013
moves to more integrated variants, where results from both the CGE and micro models are looped back and forth, and also to …
Persistent link: https://www.econbiz.de/10014025270
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Das Gesetz der Ansteckung : was Pandemien, Börsencrashs und Fake News gemein haben
Kucharski, Adam - 2020 - 1. Auflage
Der Autor war mit seinem Team u.a. aktiv an der Bekämpfung der letzten Ebola-Epidemie in Afrika beteiligt. In seinem Buch geht es am Rand auch um Beispiele von Pandemien oder Krankheiten wie der Spanischen Grippe, Zika oder Cholera, doch hauptsächlich wird die These erläutert, welche...
Persistent link: https://www.econbiz.de/10012302039
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Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation
Aßmann, Christian - 2007
of models incorporating heterogeneity and serial correlation. The results suggest that consideration of serial …
Persistent link: https://www.econbiz.de/10010296281
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The effect of IMF lending on the probability of sovereign debt crises
Jorra, Markus - 2010
This paper explores empirically how the adoption of IMF programs affects sovereign risk over the medium term. We find that IMF programs significantly increase the probability of subsequent sovereign defaults by approximately 1.5 to 2 percentage points. These results cannot be attributed to...
Persistent link: https://www.econbiz.de/10010286366
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The effect of IMF lending on the probability of sovereign debt crises
Jorra, Markus - 2010
This paper explores empirically how the adoption of IMF programs affects sovereign risk over the medium term. We find that IMF programs significantly increase the probability of subsequent sovereign defaults by approximately 1.5 to 2 percentage points. These results cannot be attributed to...
Persistent link: https://www.econbiz.de/10008695546
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Do forecasters use monetary models? : an empirical analysis of exchange rate expectations
Schröder, Michael; Dornau, Robert - 2000
Do financial market analysts use structural economic models when forecasting exchange rates? This is the leading … analyse the implicit structural models forecasters have in mind when forming their exchange rate expectations. Using expected … short- and long-term interest rates and business expectations as explanatory variables we estimate latent structural models …
Persistent link: https://www.econbiz.de/10011543374
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Fundamentals or Fads? Pipes, Not Punting, Explain Commodity Prices and Volatility
Fenton, Colin P. - 2011
In assessing drivers of commodity prices and volatility at this stage of the current super-cycle in commodities (year 12 of a projected 25), it is vital to understand that production cost is a fundamental. Moreover, marginal production costs are among the most powerful drivers of commodity...
Persistent link: https://www.econbiz.de/10013120803
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Do Financial Crises Make War More Likely?
Cinquegrana, Piero - 2011
Financial crises precede deep and prolonged recessions. Political leaders face enormous challenges when confronting such dire economic situation, and they frequently have to face the possibility of losing power. In order to avoid this outcome, democratic and autocratic leaders may use war as a...
Persistent link: https://www.econbiz.de/10013125931