Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions of the Smets-Wouters New Keynesian model of the US postwar period. We compare these with tests based on direct inference (using the Likelihood Ratio), and on the Del...

This paper aims to evaluate empirically the economic effects of loans from Constitutional Financial Funds to the National Program for Strengthening Family Agriculture (Pronaf) in the municipalities of their respective regions. In addition to the data of those loans for the period 2012-2016, we...

This paper investigates the resilience of non-financial firms in Mongolia against financial distress. Utilizing firm-level financial data from 2013 to 2022, we employed a LASSO variable selection technique and logistic regression analysis to develop a distress prediction model for these firms....

This paper aims to evaluate empirically the economic effects of loans from Constitutional Financial Funds to the National Program for Strengthening Family Agriculture (Pronaf) in the municipalities of their respective regions. In addition to the data of those loans for the period 2012-2016, we...

This paper investigates nowcasting Growth-at-Risk (GaR) using consensus forecasts from the Survey of Professional Forecasters (SPF) in the US. Incorporating SPF consensus forecasts into the conditional mean of an AR-GARCH type model significantly enhances nowcasting accuracy for GaR and the...

This paper investigates nowcasting Growth-at-Risk (GaR) using consensus forecasts from the Survey of Professional Forecasters (SPF) in the US. Incorporating SPF consensus forecasts into the conditional mean of an AR-GARCH type model significantly enhances nowcasting accuracy for GaR and the...

This paper investigates the resilience of non-financial firms in Mongolia against financial distress. Utilizing firm-level financial data from 2013 to 2022, we employed a LASSO variable selection technique and logistic regression analysis to develop a distress prediction model for these firms....

This study examines the evolution of research on systemic risk during the 2007-2021 period, encompassing the Global Financial Crisis, European financial crisis, the outbreak of the COVID-19 and a number of other notable episodes undermining global financial stability. Our research goal is...

The concept of Penta Helix or Quintuple Helix have been widely discussed and used as frameworks in many researches in relation of innovation or organizational innovation field. It is believed that if the Penta Helix stakeholders work together in synergy it will foster innovation and an...

Organizations which provide electronic services do not have a logically structured strategy for implementing Customer Knowledge Management through Social media (SCKM). By assessing the position of SCKM, organizations can have a clear understanding of their maturity level and find their future...