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Recession forecasting with high-dimensional data
Nevasalmi, Lauri - In: Journal of forecasting 41 (2022) 4, pp. 752-764
Persistent link: https://www.econbiz.de/10013287849
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Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos; Monge González, Manuel - In: Applied economics letters 30 (2023) 4, pp. 472-477
Persistent link: https://www.econbiz.de/10013553654
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Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Fong, Tom; Wu, Gabriel - 2019
Persistent link: https://www.econbiz.de/10012202832
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Uncertainty about the war in Ukraine : measurement and effects on the German business cycle
Grebe, Moritz; Kandemir, Sinem; Tillmann, Peter - 2023
We assemble a data set of more than eight million German Twitter posts related to the war in Ukraine. Based on state-of-the-art methods of text analysis, we construct a daily index of uncertainty about the war as perceived by German Twitter. The approach also allows us to separate this index...
Persistent link: https://www.econbiz.de/10014285114
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Uncertainty about the war in Ukraine : measurement and effects on the German business cycle
Grebe, Moritz; Kandemir, Sinem; Tillmann, Peter - 2023
We assemble a data set of more that eight million German Twitter posts related to the war in Ukraine. Based on state-of-the-art methods of text analysis, we construct a daily index of uncertainty about the war as perceived by German Twitter. The approach also allows us to separate this index...
Persistent link: https://www.econbiz.de/10014286314
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Immigrant earnings: Language skills, linguistic concentrations and the business cycle
Miller, Paul W.; Chiswick, Barry R. - In: Journal of Population Economics 15 (2002) 1, pp. 31-57
the effects of the respondent's own English language skills, the effects of living in a linguistic concentration area, and … importance of English language fluency among the foreign born from non-English speaking countries. There is also strong evidence … for the complementarity between language skills and other forms of human capital. Furthermore, there is strong evidence …
Persistent link: https://www.econbiz.de/10005184717
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Aggregate shocks decomposition for eight East Asian countries
Lee, Grace H. Y. - In: Journal of the Asia Pacific economy 16 (2011) 2, pp. 215-232
Persistent link: https://www.econbiz.de/10009155344
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Dual equilibrium and growth cycle in Argentina
Nicolini, José L. - In: International review of applied economics 25 (2011) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10009156749
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Aggregate earnings and expected stock returns in emerging markets
Demirtas, K. Ozgur; Zirek, Duygu - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 4-22
Persistent link: https://www.econbiz.de/10009313732
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A small New Keynesian model to analyze business cycle dynamics in Poland and Romania
Nalban, Valeriu - In: Contemporary economics 9 (2015) 3, pp. 319-336
In this paper, we derive a small textbook New Keynesian DSGE model to evaluate Polish and Romanian business cycles during the 2003 - 2014 period. Given the similarities between the two economies, we use an identical calibration procedure for certain coefficients and marginal prior distributions...
Persistent link: https://www.econbiz.de/10011392289