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The degree of international trade and exchange rate exposure : firm-level evidence from two small open economies

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3832-3850

Persistent link: https://www.econbiz.de/10013461276

Sample selection models with monotone control functions

Liu, Ruixuan; Yu, Zhengfei - In: Journal of econometrics 226 (2022) 2, pp. 321-342

Persistent link: https://www.econbiz.de/10013461529

Copula-based synthetic data generation in firm-size variables

Fujimoto, Shouji; Ishikawa, Atushi; Mizuno, Takayuki - In: The review of socionetwork strategies 16 (2022) 2, pp. 479-492

Persistent link: https://www.econbiz.de/10013461765

Dependence structure between money and economic activity : a Markov-switching copula VEC approach

Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 26 (2022) 8, pp. 2141-2160

Persistent link: https://www.econbiz.de/10013469790

Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations

Kobayashi, Masahito; Chen, Jinghui - In: Applied economics 54 (2022) 56, pp. 6497-6509

Persistent link: https://www.econbiz.de/10013411390

Dependence and contagion between Vietnamese and major East Asian stock markets

Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10013415125

The impact of different data sources on the level and structure of income inequality

Ayala Cañón, Luis; Pérez, Ana; Prieto Alaiz, Mercedes - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 3, pp. 583-611

This paper aims to analyze the effect on measured inequality and its structure of using administrative data instead of survey data. Different analyses are carried out based on the Spanish Survey on Income and Living Conditions (ECV) that continued to ask households for their income despite...

Persistent link: https://www.econbiz.de/10013459933

Aggregate density forecast of models using disaggregate data - a copula approach

Paulsen, Kenneth Sæterhagen; Fastbø, Tuva Marie; … - 2022

We propose a novel copula approach to producing density forecasts of economic aggregates combining models using … disaggregate data. Our copula approach is more flexible compared to existing techniques, because it is applicable to any … consumer price index for underlying inflation (CPI-ATE). We find that the copula approach compares well to alternative methods …

Persistent link: https://www.econbiz.de/10013207340

Systemic risk : conditional distortion risk measures

Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying - In: Insurance / Mathematics & economics 102 (2022), pp. 126-145

Persistent link: https://www.econbiz.de/10013271967

World commodity prices and economic activity in advanced and emerging economies

Liu, Jinan; Serletis, Apostolos - In: Open economies review 33 (2022) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10013273194