We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2005. We … show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate … temperatures, a +1oC increase in temperature volatility causes on average a 0.9 per cent decline in GDP growth and a 1.3 per cent …

panel of 34 advanced economies from 1996 to 2020, we first employ a panel VAR estimated via System GMM, which allows us to …In diesem Aufsatz analysieren wir die Beziehung zwischen politischer Instabilität und Wirtschaftswachstum für … fortgeschrittene Volkswirtschaften sowie die potenziellen Wirkungskanäle zwischen beiden Größen. Dafür schätzen wir ein Panel-VAR mit …

We estimate panel vector autoregressions to analyze the highly disputed relationship between sovereign debt and …

inflation and inflation volatility. Using annual data from 1970 to 2011 for a large panel of 180 developed and developing … economies, the results show that, as expected, both measures are positively correlated with output volatility. When the two … empirical findings show that the effect of inflation volatility is positive, while the effect of trend inflation is negative …

volatility is then ambiguous. The paper reveals the underlying endogeneity of government size in a balanced panel of 95 countries … paper offers a solution to this disagreement, suggesting that volatility carries a positive direct effect, but also a … increase of volatility lowers growth by up to 0.57 percentage points in a democracy, but raises growth by 1.74 percentage …

hypotheses. In this paper, I build a panel structural vector autoregression (SVAR) model for a short panel of 119 countries over …

the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

We study state dependence in the impact of monetary policy shocks over the leverage cycle for a panel of 10 euro area … countries. We use a Bayesian Threshold Panel SVAR with regime classifications based on credit and house prices cycles. We find …

We apply System GMM and Panel Vector Autoregression (PVAR) to investigate the long run relationships between output …