Search Results - subject:"Permanent and Transitory Shocks"

Driving Economic Fluctuations in Peru: The Role of the Terms of Trade

Rodriguez, Gabriel; Villanueva, Pierina - Departamento de Economía, Pontificia Universidad … - 2014

áuctuations. Finally, to identify the role and the impact of permanent and transitory shocks in the economic áuctuations of an …

Persistent link: https://www.econbiz.de/10011242145

What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?

Keating, John W. - Department of Economics, University of Kansas - 2013

into permanent and transitory shocks. This is done using assumptions about the qualitative responses of variables to …

Persistent link: https://www.econbiz.de/10010603935

Driving economic fluctuations in Peru : the role of the terms of trade

Rodriguez, Gabriel; Villanueva Vega, Pierina; Castillo … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 1089-1119

Persistent link: https://www.econbiz.de/10011950096

Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data

Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86

Persistent link: https://www.econbiz.de/10011737672

Corporate policies with permanent and transitory shocks

Décamps, Jean-Paul; Gryglewicz, Sebastian; Morellec, Erwan - 2016

permanent and transitory cash flow shocks. We show that permanent and transitory shocks generate distinct, sometimes opposite … permanent and transitory shocks imply less risk, lower cash savings, and a drop in the value of credit lines. The composition of … and transitory shocks may involve opposite positions …

Persistent link: https://www.econbiz.de/10011519080

Permanent and transitory shocks in the presence of asymmetric error correction

Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648

Persistent link: https://www.econbiz.de/10010519640

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

In this note, we revisit the univariate unobserved-component (UC) model of US GDP by relaxing the traditional random-walk assumption of the permanent component. Since our general UC model is unidentified, we investigate the upper bound of the contribution of the transitory component, and find it...

Persistent link: https://www.econbiz.de/10011108937

Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10011114005

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10005835469

A nonparametric anallysis of welfare and the economic shocks

Rosati, Nicoletta - 2006

The behaviour of the permanent and transitory economic shocks for different levels of households' welfare is studied using both consumption and income measures. After testing for heteroskedasticity of the economic shocks, we use local polynomial regression models to estimate the variance of the...

Persistent link: https://www.econbiz.de/10010318507