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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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What are the macroeconomic effects of high-frequency uncertainty shocks?
Ferrara, Laurent; Guérin, Pierre - 2015
Persistent link: https://www.econbiz.de/10011300896
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Common and country specific economic uncertainty
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
We use a factor model with stochastic volatility to decompose the time-varying variance of Macro economic and Financial variables into contributions from country-specific uncertainty and uncertainty common to all countries. We find that the common component plays an important role in driving the...
Persistent link: https://www.econbiz.de/10011306276
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Essays on asset pricing with contagion, endogenous growth, and long-run risk
Grüning, Patrick - 2015
Persistent link: https://www.econbiz.de/10010530710
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Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B. - 2015 - February 2015
I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I … extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they … unemployment rate. In addition, factors provide information about bond risk premia variation that is largely unrelated to that …
Persistent link: https://www.econbiz.de/10010478516
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An empirical study on causes and consequences of inflation and inflation uncertainty
Hartmann, Matthias - 2012
Empirical study of causality between inflation, inflation uncertainty and other macroeconomicy quantities. Additionally, the issue of how to measure the unobservable inflation uncertainty is addressed.
Persistent link: https://www.econbiz.de/10009671994
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Policy evaluation in uncertain economic environments
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Brookings papers on economic activity : BPEA (2003) 1, pp. 235-322
Persistent link: https://www.econbiz.de/10001794963
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Policy evaluation in uncertain economic environments
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - 2003
Persistent link: https://www.econbiz.de/10001808688