Narrow search
Showing 1 - 10 of 12,378
Cover Image
ExtremeBounds : Extreme Bounds Analysis in R
Hlavac, Marek - 2017
This article introduces the R package ExtremeBounds to perform extreme bounds analysis (EBA), a sensitivity test that examines how robustly the dependent variable of a regression model is related to a variety of possible determinants. ExtremeBounds supports Leamer's EBA that focuses on the upper...
Persistent link: https://www.econbiz.de/10012973518
Cover Image
Frequency-domain evidence for climate change
Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...
Persistent link: https://www.econbiz.de/10012265709
Cover Image
Revisiting Energy Consumption and GDP Causality : Importance of a Priori Hypothesis Testing, Disaggregated Data, and Heterogeneous Panels
Liddle, Brant - 2015
This paper disaggregates energy consumption and GDP data according to end-use to analyze a broad number of developed and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a relatively under-utilized approach recommend by Canning and...
Persistent link: https://www.econbiz.de/10013030525
Cover Image
A Decision-Making Framework for Supporting an Equitable Global Vaccine Distribution Under Humanitarian Perspectives
Cai, Junyang; Zhou, Jian; Pantelous, Athanasios A.; Li, … - 2023
During the recent COVID-19 pandemic crisis, several high-income countries pursued vaccine nationalism (i.e., my country first approaches for vaccine distribution), leading to an even wider income inequality between rich and poor countries. This significantly challenged the poorer countries'...
Persistent link: https://www.econbiz.de/10014256393
Cover Image
Nonlinear cointegration analysis and the environmental Kuznets curve
Hong, Seung Hyun; Wagner, Martin - 2008
. Here we provide the necessary tools for EKC analysis by deriving estimation and testing theory for cointegrating equations … consider fully modified OLS estimation, specification tests based on augmented and auxiliary regressions, as well as a sub … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …
Persistent link: https://www.econbiz.de/10009735348
Cover Image
Global Financial Risks and Changes in Conditional Value-at-Risk
Lim, Kian-Guan - 2013
The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street, and many articles had been written on the changes in the global risk landscape that followed. However, there is scarcity of rigorous studies using empirical data and advanced econometric methods to verify such a change...
Persistent link: https://www.econbiz.de/10013092502
Cover Image
Fertility Response to Climate Shocks
Dessy, Sylvain - 2019
In communities highly dependent on rain fed agriculture for their livelihoods, the common occurrence of climatic shocks such as droughts can lower the opportunity cost of having children, and raise fertility. Using longitudinal household data from Madagascar, we estimate the causal effect of...
Persistent link: https://www.econbiz.de/10012891509
Cover Image
Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant...
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant...
Persistent link: https://www.econbiz.de/10013403261
Cover Image
Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset ClassesPresentations atJP Morgan World HQ, 270 Park Ave, Manhattan, NY, USAToJP Morgan Global Head of Quant Research & Analytics, JP...
Persistent link: https://www.econbiz.de/10013405318
Cover Image
Using Sentiment Surveys to Predict GDP Growth and Stock Returns
Guzman, Giselle - 2012
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...
Persistent link: https://www.econbiz.de/10013110732