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: its volatility and Dutch disease. We present evidence that aid volatility augments trade balance volatility and that …
Persistent link: https://www.econbiz.de/10014401877
Economic volatility remains a fact of life in Sub Saharan Africa (SSA). Household-level shocks create large consumption … that reducing consumption volatility would have on aggregate poverty. We then discuss coverage of consumption insurance …
Persistent link: https://www.econbiz.de/10014407884
Over the past decade, Lesotho and Swaziland have faced significant volatility in their fiscal revenues, owing to highly … implementing fiscal rules to deal with such volatility. It finds that the use of a structural balance target could smooth the …
Persistent link: https://www.econbiz.de/10014408165
The paper takes stock of the debate on the positive link between output volatility and the size of government … government size-volatility relationship largely reflects temporary developments (better monetary management and financial …
Persistent link: https://www.econbiz.de/10014409031
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Persistent link: https://www.econbiz.de/10001765634
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volatility. We extend a reduced form Structural Break Threshold Vector Autoregressive (SBT-VAR) model to a structural SBT … geopolitical risk shock, the other with a simultaneous shale production shock and a geopolitical risk shock. The volatility … volatility response of oil prices to a geopolitical risk shock is higher, but the response is less correlated with the …
Persistent link: https://www.econbiz.de/10012911915
also volatility spillovers, that is, the phenomenon of high uncertainty in one market spreading to other markets. Our key …) at the mean level. Stock market volatility has a positive spillover effect on both conventional and renewable energies in …
Persistent link: https://www.econbiz.de/10014243270
effects of policy shocks on the price volatility of various asset classes. The results indicate that pandemic-induced economic … volatility of stocks, commodities, oil, gold, and cryptocurrencies. Variance impulse response functions using GARCH structural … errors reveal a regime shift in volatility linkages with varying responses across assets. Bitcoin was the most reactive to …
Persistent link: https://www.econbiz.de/10014254282