This paper constructs 7-digit product Supply-Use Tables (SUTs) and symmetric Input-Output Tables (IOTs) for the Indian economy using microdata from the Annual Survey of Industries (ASI) for the period 2016-2021. We outline the methodology for generating input flows and reconciling registered and...

Am 19. November 2024 fand in der Oesterreichischen Nationalbank (OeNB) auf Einladung von Gouverneur Univ.-Prof. Dr. Robert Holzmann die Konferenz "80 Jahre 'The Road to Serfdom' / 50 Jahre Nobel-Gedächtnispreis F.A. Hayek: Relevanz für heute und morgen?!" statt. Anlass für die Konferenz war...

We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...

A class of generalized ARMA models with an identity link function and a conditional beta prime (BP-ARMA) distribution is proposed for modeling positive time series. Sufficient and necessary conditions for the existence of an ergodic stationary BP-ARMA process having finite moments are first...

This research explores the changes in the food market and the challenges faced by supply chain actors in the context of emerging transformations. The central issue lies in understanding the impact of technological change, the pressures for sustainability, and the evolution of customer...