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A toolkit to assess fiscal vulnerabilities and risks in advanced economies

Schaechter, Andrea; Alper, C. Emre; Arbatli, Elif; … - In: Applied Economics 46 (2014) 6, pp. 650-660

This article presents a range of tools and indicators for analysing fiscal vulnerabilities and risks for advanced economies. The analysis covers key short-, medium- and long-term dimensions. Short-term pressures are captured by assessing (i) gross funding needs, (ii) market perceptions of...

Persistent link: https://www.econbiz.de/10010740731

Monetary policy implementation and volatility transmission along the yield curve : the case of Kenya

Alper, C. Emre; Morales, R. Armando; Yang, Fan - In: The South African journal of economics 85 (2017) 3, pp. 455-478

Persistent link: https://www.econbiz.de/10011744016

Asymmetric effects of oil prices on the manufacturing sector in Turkey

Torul, Orhan; Alper, C. Emre - In: Review of Middle East economics and finance 6 (2010) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009629351

Spillover of the ECB's monetary policy outside the euro area : how different is conventional from unconventional policy?

Babeckaja-Kucharcǔk, Oksana A.; Claeys, Peter; … - In: Journal of policy modeling : JPMOD ; a social science … 38 (2016) 2, pp. 199-225

Persistent link: https://www.econbiz.de/10011660942

How do experts forecast sovereign spreads?

Cimadomo, Jacopo; Claeys, Peter; Poplawski-Ribeiro, Marcos - In: European economic review : EER 87 (2016), pp. 216-235

Persistent link: https://www.econbiz.de/10011770833

Interaction of government tiers and central banks in a federation : an empirical test

Claeys, Peter; Ramos, Raúl; Suriñach Caralt, Jordi - In: Fiscal studies : the journal of the Institute for … 38 (2017) 2, pp. 301-330

Persistent link: https://www.econbiz.de/10011734433

Transmission of uncertainty shocks : learning from heterogeneous responses on a panel of EU countries

Claeys, Peter; Vašíček, Bořek - In: International review of economics & finance : IREF 64 (2019), pp. 62-83

Persistent link: https://www.econbiz.de/10012322285

Imperfect mobility of labor across sectors and fiscal transmission

Cardi, Olivier; Restout, Romain; Claeys, Peter - In: Journal of economic dynamics & control 111 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012501423

Combine to compete : improving fiscal forecast accuracy over time

Carabotta, Laura; Claeys, Peter - In: Journal of forecasting 43 (2024) 4, pp. 948-982

Persistent link: https://www.econbiz.de/10014554054

MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets

Emre Alper, C.; Fendoglu, Salih; Saltoglu, Burak - In: Economics Letters 117 (2012) 2, pp. 528-532

This paper evaluates weekly out-of-sample volatility forecast performance of univariate Mixed Data Sampling (MIDAS) model compared to the benchmark model of GARCH(1,1) for ten emerging stock markets. The results show that the MIDAS model offers a statistically better forecasting precision during...

Persistent link: https://www.econbiz.de/10010580509