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Default correlations, macroeconomic risk and credit portfolio management

Gersbach, Hans; Lipponer, Alexander - 1999

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Bridging DSGE models and the raw data

Canova, Fabio - 2012

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Macro factors and the affine term structure of interest rates

Wu, Tao - 2001

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Bridging DSGE models and the raw data

Canova, Fabio - 2013

Persistent link: https://www.econbiz.de/10009734278

Macroeconomic context, relationships with stockholders and strategic factors in the determination of Brazilian corporations performance

Dias, Alexandre Teixeira; Gonçalves, Carlos Alberto - In: Latin American business review : journal of the … 8 (2007) 3, pp. 1-23

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The Global Economic Barometers : composite indicators for the world economy

Abberger, Klaus; Graff, Michael; Campelo, Aloisio; … - 2020

stages. The first consists of a variable selection procedure, in which a pre-set correlation threshold and the targeted leads …

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Does Hamilton’s OLS Regression Provide a “Better Alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

Hall, Viv B. - 2020

Within a New Zealand business cycle context, we assess whether Hamilton's (H84) OLS regression methodology produces stylised business cycle facts which are materially different from HP1600 measures, and whether using the H84 predictor and other forecast extensions improves the HP filter's...

Persistent link: https://www.econbiz.de/10012828197

A fresh look at the risk-return tradeoff

Wang, Cindy S. H.; Chen, Yi-Chi; Lo, Hsin-Yu - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

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Essays in learning in macroeconomics

Kuang, Pei - 2012

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Do survey indicators let us see the business cycle? : a frequency decomposition

Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

Persistent link: https://www.econbiz.de/10011610229