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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020

Persistent link: https://www.econbiz.de/10012314239

Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.

Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248590

Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: October 9, 2020

Persistent link: https://www.econbiz.de/10013206020

Simulating the market and environmental impacts of French pesticide policies : a macroeconomic assessment

Bareille, Francois; Gohin, Alexandre - In: Annals of economics and statistics 139 (2020), pp. 1-28

Persistent link: https://www.econbiz.de/10012602567

Spatio-temporal influence of non-pharmaceutical interventions policies on pandemic dynamics and the economy : the case of COVID-19

Lazebnik, Teddy; Shami, Labib; Bunimovich-Mendrazitsky, … - In: Economic research 35 (2022) 1,2, pp. 1833-1861

Persistent link: https://www.econbiz.de/10014380986

Does heterogeneity in COVID-19 news affect asset market? : Monte-Carlo simulation based wavelet transform

Siddique, Asima; Kayani, Ghulam Mujtaba; Ashfaq, Saira - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-16

The current study investigates the connectedness between US COVID-19 news, Dowes Jones Index (DJI), green bonds, gold, and bitcoin prices for the period 22 January 2020-3 August 2021. The study has employed wavelet coherency, the continuous wavelet transform, and the wavelet-based Granger...

Persistent link: https://www.econbiz.de/10012628812

A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction

Lee, Sunho; Kang, Kyu Ho - 2025

Persistent link: https://www.econbiz.de/10015401970

Contrasting cryptocurrencies with other assets : full distributions and the COVID impact

Maasoumi, Esfandiar; Wu, Xi - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

We investigate any similarity and dependence based on the full distributions of cryptocurrency assets, stock indices and industry groups. We characterize full distributions with entropies to account for higher moments and non-Gaussianity of returns. Divergence and distance between distributions...

Persistent link: https://www.econbiz.de/10012628498

ME estimation of input and output biases of technical and policy change in UK agriculture, 1953 to 2000

Bailey, Alastair; Balcombe, Kelvin G.; Thirtle, Colin G.; … - In: Journal of agricultural economics 55 (2004) 2, pp. 385-400

Persistent link: https://www.econbiz.de/10002156456

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic

Owusu Junior, Peterson; Ngo Thai Hung - In: The journal of risk finance : JRF 24 (2023) 4, pp. 393-423

Persistent link: https://www.econbiz.de/10014338625