Showing 1 - 10 of 376
This article contributes to understanding the performance of various unobserved components (UC) models in fitting Barbados’ real GDP. Relying on recent UC models techniques, it finds support for the UC model that captures correlated disturbances, but not for the model that does not. The best...
Persistent link: https://www.econbiz.de/10012545648
This article investigates fve safe-haven asset responses from 2014 to 2022, includ‑ ing the unprecedented COVID-19 crisis, Russian invasion of Ukraine, and sharp US inter‑ est rate increases of 2015 and 2022. We apply the unique approach of the multivariate factor stochastic volatility (MSV)...
Persistent link: https://www.econbiz.de/10014541628
The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading stocks within the index, which are highly popular and...
Persistent link: https://www.econbiz.de/10014636604
Electricity price forecasting has been a topic of significant interest since the deregulation of electricity markets worldwide. The New Zealand electricity market is run primarily on renewable fuels, and so weather metrics have a significant impact on electricity price and volatility. In this...
Persistent link: https://www.econbiz.de/10015408219
This study examines the convergence in military expenditure and economic growth for a panel of 35 African countries between 1990 and 2015. We employ the Phillips and Sul methodology to achieve our objective. Overall, the results at Africa level reveal no evidence of convergence in military...
Persistent link: https://www.econbiz.de/10013179649
Persistent link: https://www.econbiz.de/10015197402
We document a reduction in police reporting of domestic violence during shelter-in-place (SIP) orders issued by city governments in March and April of 2020. Using data from 18 large U.S. city police departments, we exploit the unique timing of city-specific SIP orders to identify a decrease as...
Persistent link: https://www.econbiz.de/10014414098
This article investigates the socioeconomic impacts of unemployment on different groups of individuals, and specially addresses the family circulation of goods and services during the job search. For this, it examines the vocabularies of 245 workers in semi-structured interviews carried out by...
Persistent link: https://www.econbiz.de/10014342451
The lives of families in Germany have changed fundamentally in recent decades. In particular, young women are increasingly share an equal division of tasks between men and women. This makes it necessary to have fitting institutional childcare facilities. However, at present there is still a lack...
Persistent link: https://www.econbiz.de/10014369356
Gender gaps in employment have narrowed but remain substantial, particularly among couples. To estimate how improved female wage opportunities influence partners' employment choices, I exploit demand-driven wage changes in job tasks and German administrative data. Results indicate women respond...
Persistent link: https://www.econbiz.de/10015189411