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Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach
Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015
There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...
Persistent link: https://www.econbiz.de/10011480254
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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The Long Range Dependence Paradigm for Macroeconomics and Finance
Henry, Marc - 2011
The long range dependence paradigm appears to be a suitable description of the data generating process for many observed economic time series. This is mainly due to the fact that it naturally characterizes time series displaying a high degree of persistence, in the form of a long lasting effect...
Persistent link: https://www.econbiz.de/10012714307
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Generalized financial cycle theory from the Minsky's perspective : UK 1270-2016
Porada-Rochoń, Małgorzata; Škare, Marinko - In: Journal of business economics and management 21 (2020) 5, pp. 1375-1389
hypothesis in the form of a Minsky cycle (Minsky, 1963). Paper contribution range from explored causality links (financial cycles … cause business cycles) to the empirical estimation of the Minsky moment. We use Braitung and Candelon (2006) Granger … versions. Financial cycles lead business cycles. Business cycles are an economy reaction to them and change in the Minsky …
Persistent link: https://www.econbiz.de/10012271844
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Complexity in economic and social systems
Drożdż, Stanisław (ed.); Kwapień, Jaroslaw (ed.);  … - 2021
There is no term that better describes the essential features of human society than complexity. On various levels, from …, one of the contributions proposes a new, improved complexity measure. …
Persistent link: https://www.econbiz.de/10012586642
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Time-series econometrics in macroeconomics and finance
Hansen, Lars Peter - In: Journal of political economy 125 (2017) 6, pp. 1774-1782
Persistent link: https://www.econbiz.de/10011833290
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The long range dependence paradigm for macroeconomics and finance
Henry, Marc (contributor); Zaffaroni, Paolo (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655532
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Financial markets and the real economy
Cochrane, John H. - In: Handbook of the equity risk premium, (pp. 237-325). 2008
Persistent link: https://www.econbiz.de/10003598621
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Financial markets and the real economy : discussion
Hansen, Lars Peter - In: Handbook of the equity risk premium, (pp. 326-329). 2008
Persistent link: https://www.econbiz.de/10003598625
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Recent econometric techniques for macroeconomic and financial data
Dufrénot, Gilles (ed.); Matsuki, Takashi (ed.) - 2021
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and...
Persistent link: https://www.econbiz.de/10012265811