. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different …In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

. With regard to the West German unemployment, the effects of volatility are empirically analyzed using three different …In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different …In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

We investigate if unemployment fluctuations generate predictability in the cross-section of currency excess returns. To … assess the predictability exerted by unemployment fluctuations, we sort currencies according to past growth in the … unemployment rate. We find that an investment strategy which shorts currencies that experienced high growth in the unemployment …

of fiscal shocks and unemployment-output trade-offs are studied in this paper using state-of-the-art TVP-VAR modelling …

: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and …

joint unemployment and vacancy dynamics. We show conditions for constrained efficiency and discuss important implications of …

joint unemployment and vacancy dynamics. We show conditions for constrained efficiency and discuss important implications of …

joint unemployment and vacancy dynamics. We show conditions for constrained efficiency and discuss important implications of …