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Growth, Saving, Financial Markets, and Markov Switching Regimes
Jacobson, Tor; Lindh, Thomas; Warne, Anders - In: Studies in Nonlinear Dynamics & Econometrics 5 (2002) 4, pp. 1081-1081
We report evidence that the relation between the financial-sector share, private saving, and growth in the United … between financial development and growth evolves in a stepwise fashion. Theoretical models in which structural financial …
Persistent link: https://www.econbiz.de/10005751419
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Growth, Saving, Financial Markets, and Markov Switching Regimes
Jacobson, Tor; Lindh, Thomas; Warne, Anders - In: Studies in Nonlinear Dynamics & Econometrics 5 (2002) 4
We report evidence that the relation between the financial-sector share, private saving, and growth in the United … between financial development and growth evolves in a stepwise fashion. Theoretical models in which structural financial …
Persistent link: https://www.econbiz.de/10014620852
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Growth, savings, financial markets and Markov switching regimes
Jacobson, Tor; Lindh, Thomas; Warne, Anders - 1998
We report evidence that the relation between the financial sector share, private savings and growth in the United … between financial development and growth evolves in a stepwise fashion. Theoretical models where financial market extensions …
Persistent link: https://www.econbiz.de/10011583563
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Growth, Savings, Financial Markets and Markov Switching Regimes
Jacobson, Tor; Lindh, Thomas; Warne, Anders - 1998
We report evidence that the relation between the financial sector share, private savings and growth in the United … between financial development and growth evolves in a stepwise fashion. Theoretical models where financial market extensions …
Persistent link: https://www.econbiz.de/10010321257
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Growth, Savings, Financial Markets and Markov Switching Regimes
Jacobson, Tor; Lindh, Thomas; Warne, Anders - Sveriges Riksbank - 1998
Not available.
Persistent link: https://www.econbiz.de/10005190806
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The saving-growth-inequality triangle in China
Gu, Xinhua; Tam, Pui Sun - In: Economic modelling 33 (2013), pp. 850-857
Persistent link: https://www.econbiz.de/10010195642
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On the causality between saving and growth : long- and short-run dynamics and country heterogeneity
Andersson, Björn - 1999
The temporal interdependence between saving and output has been in focus in a number of recent empirical studies …. Results from these studies have compelled some authors to question the traditional notion of a causal chain where saving leads … growth through capital accumulation. This paper contributes to this literature. As opposed to the previous studies, which …
Persistent link: https://www.econbiz.de/10011587110
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The nonlinear dynamics of corporate bond spreads : regime-dependent effects of their determinants
Fischer, Henning; Stolper, Oscar - 2019
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR) model, we document that the dynamic impact of spread determinants varies substantially with market conditions. In periods of...
Persistent link: https://www.econbiz.de/10011979160
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The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants
Fischer, Henning; Stolper, Oscar - 2019
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR) model, we document that the dynamic impact of spread determinants varies substantially with market conditions. In periods of...
Persistent link: https://www.econbiz.de/10011984924
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The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes
Aksoy, Yunus; Morita, Rubens; Psaradakis, Zacharias - 2019
We investigate regime-dependent Granger causality between real output, inflation and monetary indicators and map with U.S. Fed Chairperson's tenure since 1965. While all monetary indicators have causal predictive content in certain time periods, we report that the Federal Funds rate (FFR) and...
Persistent link: https://www.econbiz.de/10012179834