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Uncertainty shocks and the great recession : Nonlinearities matter

Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - In: Economics letters 198 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012605757

Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device

Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162

Persistent link: https://www.econbiz.de/10003854913

A Lagrange multiplier test for causality in variance

Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141

Persistent link: https://www.econbiz.de/10003380170

The global effects of Covid-19-induced uncertainty

Caggiano, Giovanni; Castelnuovo, Efrem; Kima, Richard - In: Economics letters 194 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012509346

Risk management-driven policy rate gap

Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Economics letters 171 (2018), pp. 235-238

Persistent link: https://www.econbiz.de/10012021877

A note on the empirics of the neoclassical growth model

Caggiano, Giovanni; Leonida, Leone - In: Economics letters 94 (2007) 2, pp. 170-176

Persistent link: https://www.econbiz.de/10003417204

Causal relations between inflation and inflation uncertainty : cross sectional evidence in favour of the Friedman-Ball hypothesis

Hartmann, Matthias; Herwartz, Helmut - In: Economics letters 115 (2012) 2, pp. 144-147

Persistent link: https://www.econbiz.de/10009615529

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver J.; Herwartz, Helmut - 2008

Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....

Persistent link: https://www.econbiz.de/10010271838

When, how fast and by how much do trade costs change in the Euro area?

Herwartz, Helmut; Weber, Henning - 2008

Microfoundations of the euro's effect on euro area trade hinge on the timing, the speed and the size of adjustment in … at the sector level. We find that, due to falling trade costs, trade within the euro area increases between the years … 2000 and 2003 by 10 to 20 percent compared with trade between European countries that are not members of the euro area …

Persistent link: https://www.econbiz.de/10010331062

Exchange rate uncertainty and trade growth: a comparison of linear and nonlinear (forecasting) models

Herwartz, Helmut; Weber, Henning - 2007

A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and international trade. Empirical findings about the impact of FX uncertainty on trade figures are at best weak and often ambiguous with respect to its direction. Almost...

Persistent link: https://www.econbiz.de/10010263693