Showing 11 - 20 of 629,329
Persistent link: https://www.econbiz.de/10011508569
Persistent link: https://www.econbiz.de/10009674033
Persistent link: https://www.econbiz.de/10003366769
In this paper, we investigate the dynamic link between recessions and stock market liquidity by examining the predictive content of illiquidity for US recessions. After controlling for other commonly featured recession predictors such as term spreads and credit spreads, we find that the...
Persistent link: https://www.econbiz.de/10013030216
variance of its components, which is then applied to measure the relative contributions of productivity, hours per worker, and … employment to cyclical output growth across a panel of countries. Measured productivity contributes more to the cycle in Europe … and Japan than in the United States. Employment contributes the largest proportion of the cycle in Europe and the United …
Persistent link: https://www.econbiz.de/10009127619
Persistent link: https://www.econbiz.de/10001655283
Persistent link: https://www.econbiz.de/10001590063
Persistent link: https://www.econbiz.de/10002463634
Persistent link: https://www.econbiz.de/10001630674
shocks about future productivity in Vector Error Correction Models (VECM). This comment shows that their methodology does not …
Persistent link: https://www.econbiz.de/10013083901