Search Results

Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model,
Atilla Aras, from arXiv.org (2022)

Buy It Now or Later, or Not: Loss Aversion in Advance Purchasing,
Senran Lin, from arXiv.org (2024)

Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach,
Guohua Feng, Jiti Gao and Bin Peng, from arXiv.org (2021)

FinEAS: Financial Embedding Analysis of Sentiment,
Asier Guti\'errez-Fandi\~no, Miquel Noguer i Alonso, Petter Kolm and Jordi Armengol-Estap\'e, from arXiv.org (2021)

Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States,
Graziano Moramarco, from arXiv.org (2024)

Optimal allocation to deferred income annuities,
F. Habib, H. Huang, A. Mauskopf, B. Nikolic and T. S. Salisbury, from arXiv.org (2021)

Central Limit Theory for Models of Strategic Network Formation,
Konrad Menzel, from arXiv.org (2021)

FinTech Lending,
Tobias Berg, Andreas Fuster and Manju Puri, from National Bureau of Economic Research, Inc (2021)

Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets,
Sebastian Edwards, from National Bureau of Economic Research, Inc (2021)

The Rise of Regional Financial Cycle and Domestic Credit Markets in Asia,
Chiara Banti and Udichibarna Bose, from University of Essex, Essex Business School (2021)
Keywords: Regional financial cycle; capital flows; domestic credit markets; international financial integration; Foreign banks; macroprudential policies; exchange rate regime; capital controls; emerging markets

DEEDP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19,
Ariana Paola Cortés à Ngel and Mustafa Eratalay, from Faculty of Economics and Business Administration, University of Tartu (Estonia) (2021)
Keywords: Financial Networks, Centralities, Homophily, Multivariate GARCH, Networks Connectivity, Gaussian graphical model, Covid-19

Female Entrepreneurship in the U.S. 1982 - 2012: Implications for Welfare and Aggregate Output,
Pedro Bento, from Texas A&M University, Department of Economics (2021)
Keywords: women, entrepreneurship, business dynamism, misallocation, aggregate productivity, economic growth.

Behavioral Bias in Occupational Fatality Risk: Theory, Evidence, and Implications,
Perry Singleton, from Center for Policy Research, Maxwell School, Syracuse University (2021)
Keywords: Compensating Wage Differentials, Value of Statistical Life, Workplace Safety, Occupational Safety

Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries,
Guglielmo Maria Caporale, Anamaria Sova and Robert Sova, from CESifo (2021)
Keywords: Covid-19 pandemic, stringency index, overall government response index, credit to the private non-financial sector, dynamic panel models, GMM

Corporate Income Tax, IP Boxes and the Location of R&D,
Pranvera Shehaj and Alfons Weichenrieder, from CESifo (2021)
Keywords: corporate income tax, R&D, intellectual property regimes, patent box, international profit shifting

Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression,
Vito Polito and Yunyi Zhang, from CESifo (2021)
Keywords: nonlinear time series, regime switching models, extreme events, Covid-19, macroeconomic forecasting

Exercising Economic Sovereignty in Today's Global Financial World: The Lessons from John Maynard Keynes,
Biagio Bossone, from Post Keynesian Economics Society (PKES) (2021)
Keywords: economic sovereignty; exchange rates; global financial markets; global investors; macroeconomic policies; money; policy credibility; policy space; public debt

Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a Stochastic Environmental Kuznets Frontier,
Oleg Badunenko, Marzio Galeotti and Lester Hunt, from Fondazione Eni Enrico Mattei (FEEM) (2021)
Keywords: Environmental Economics and Policy

How do Climate Shocks Affect the Impact of FDI, ODA and Remittances on Economic Growth?,
Alassane Drabo, from International Monetary Fund (2021)
Keywords: inflows-economic growth nexus; effect of ODA; income group; role of Climate; effect of foreign direct investment; Climate change; Absorptive capacity; Foreign direct investment; Human capital; Middle East; East Asia; Asia and Pacific; North Africa; South Asia; Global

Is Mobile Money Part of Money? Understanding the Trends and Measurement,
Kazuko Shirono, Esha Chhabra, Bidisha Das, Yingjie Fan and Hector Carcel, from International Monetary Fund (2021)
Keywords: usage pattern; money account; customer funds; value chain; agent outlet; money issuer; measurement issue; monetary value; Mobile banking; Monetary base; Monetary statistics; Financial statistics; West Africa

Market Power and Monetary Policy Transmission,
Romain Duval, Davide Furceri, Raphael Lee and Marina Tavares, from International Monetary Fund (2021)
Keywords: Monetary policy; interest rates; imperfect competition; market power; markups; monetary policy transmission; monetary policy shock; responses to change; firms' market power; firms' response; Central bank policy rate; Competition; Global

What Can We Learn from Financial Stability Reports?,
Fabio Comelli and Sumiko Ogawa, from International Monetary Fund (2021)
Keywords: IMF article IV staff report; IMF country team; central bank FSR; IMF article IV surveillance; IMF article IV consultation; Systemic risk; Financial sector stability; Macroprudential policy; Stress testing; Systemic risk assessment; Global; Caribbean

Trade, Jobs, and Inequality,
Kimberly Beaton, Valerie Cerra and Metodij Hadzi-Vaskov, from International Monetary Fund (2021)
Keywords: import competition; employment growth; import shock; firm investment; firm profitability; Imports; Employment; Competition; Wages; Income inequality; Global

Reforming the Greek Pension System,
Alvar Kangur, Niki Kalavrezou and Daehaeng Kim, from International Monetary Fund (2021)
Keywords: pension reform; labor market incentives; fiscal consolidation.; policy priority; pension system affordability; reform objective; Policy recommendation; pension system; Pension spending; Pensions; Aging; Retirement; Wages; Europe

How Green are Green Debt Issuers?,
Jochen M. Schmittmann and Han Teng Chua, from International Monetary Fund (2021)
Keywords: debt issuer; bond issuer; loan borrower; debt data; emission intensity; Climate finance; Greenhouse gas emissions; Climate change; Bonds; Global

Can Financial Soundness Indicators Help Predict Financial Sector Distress?,
Marcin Pietrzak, from International Monetary Fund (2021)
Keywords: LV crises dataset; ROC curve; LD crises dataset; tight financial conditions; LV crisis; Financial soundness indicators; Capital adequacy requirements; Banking crises; Early warning systems; Global

Resolving Bank Failures and Institutions: Is there a Link? Some Empirical Evidence,
Marlon Rawlins and Luisa Zanforlin, from International Monetary Fund (2021)
Keywords: feedback effect; times authorities; government efficiency; supervisory authority; review authorities; bank insolvency proceeding; CB independence; Banking crises; Distressed institutions; Central bank autonomy; Financial sector stability; South America; Global

An Evaluation of World Economic Outlook Growth Forecasts, 2004–17,
Oya Celasun, Jungjin Lee, Mico Mrkaic and Allan Timmermann, from International Monetary Fund (2021)
Keywords: Forecasting; forecasting bias and efficiency; WEO growth forecast; forecasting bias; Consensus Economics forecast; World Economic Outlook growth; forecast error; Emerging and frontier financial markets; Terms of trade; GDP forecasting; Output gap; Global financial crisis of 2008-2009; Caribbean; Middle East; North Africa; Global; Europe

Major Streams in the Economics of Inequality: A Qualitative and Quantitative Analysis of the Literature since 1950s,
Pedro Lima, Pedro N. Teixeira and Sandra T. Silva, from Institute of Labor Economics (IZA) (2021)
Keywords: inequality, distribution of income, wealth, bibliometrics, Kuznets, Atkinson, Piketty, Kalecki

The Geography of Job Creation and Job Destruction,
Moritz Kuhn, Iourii Manovskii and Xincheng Qiu, from Institute of Labor Economics (IZA) (2021)
Keywords: local labor markets, unemployment, vacancies, search and matching

The Persistence of Wages,
Anabela Carneiro, Pedro Portugal, Pedro Raposo and Paulo Rodrigues, from Institute of Labor Economics (IZA) (2021)
Keywords: wage persistence, high-dimensional fixed effects, match effects, incidental parameter problem

The Market for CEOs: Building Legacy and Feeling Empowered Matter,
Arnaud Dupuy, John Kennes and Ran Sun Lyng, from Institute of Labor Economics (IZA) (2021)
Keywords: multidimensional matching, observed transfers, structural estimation, value of job amenities, taxation, CEO compensation, CEO performance

On the Persistence of the China Shock,
David Autor, David Dorn and Gordon Hanson, from Institute of Labor Economics (IZA) (2021)
Keywords: local labor markets, China trade, import competition, manufacturing decline, job loss

Rawls and the economists: the (im)possible dialogue,
Herrade Igersheim, from Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021)
Keywords: Rawls, Sen, social justice, rational choice.

Fertilizer use and risk: New evidence from Sub-Saharan Africa,
Celine Nauges, Douadia Bougherara and Estelle Koussoubé, from Toulouse School of Economics (TSE) (2021)

Trade Intermediation by Producers,
Aksel Erbahar and Vincent Rebeyrol, from Toulouse School of Economics (TSE) (2022)
Keywords: international trade; intermediaries; carry-along trade; multi-product firms

The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility,
Paraskevi Tzika and Theologos Pantelidis, from Department of Economics, University of Macedonia (2021)
Keywords: Economic Policy Uncertainty, Stock Market Volatility, Persistence, Half-Life

Past Exposure to Macroeconomic Shocks and Populist Attitudes in Europe,
Despina Gavresi and Anastasia Litina, from Department of Economics, University of Macedonia (2021)
Keywords: Macroeconomic Shocks, Trust, Attitudes, Populism

High Import Prices along the Global Supply Chain Feed Through to U.S. Domestic Prices,
Mary Amiti, Sebastian Heise and Aidan Wang, from Federal Reserve Bank of New York (2021)
Keywords: inflation; import prices; inputs; supply chains

Relative prices and pure inflation since the mid-1990s,
Hie Joo Ahn and Matteo Luciani, from Board of Governors of the Federal Reserve System (U.S.) (2021)
Keywords: Pure inflation; Relative price inflation; Phillips correlations; Dynamic factor model; Disaggregated consumer prices; Monetary policy

Better the Devil You Know: Improved Forecasts from Imperfect Models,
Dong Hwan Oh and Andrew Patton, from Board of Governors of the Federal Reserve System (U.S.) (2021)
Keywords: Model misspecification; Local maximum likelihood; Volatility forecasting; Value-at-risk and expected shortfall forecasting; Yield curve forecasting

Two characterizations of Cost Share Equilibria,
Maria Graziano, Marialaura Pesce and Maria Romaniello, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2023)
Keywords: Non-Samuelsonian public goods, Cost share equilibrium, Aubin core, Nash equilibrium.

The Geography of Investor Attention,
Stefano Mengoli, Marco Pagano and Pierpaolo Pattitoni, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2021)
Keywords: attention, retail investors, local investors, distance, news, liquidity, volatility.

Auditors conflict of interest: does random selection work?,
Guglielmo Barone, Laura Conti, Gaia Narciso and Marco Tonello, from Trinity College Dublin, Economics Department (2020)
Keywords: third-party auditors, random selection mechanism, public finance truthfulness

Concentration in Asia s Cross-border Banking: Determinants and Impacts,
Ana Kristel Lapid, Rogelio Mercado and Peter Rosenkranz, from Trinity College Dublin, Economics Department (2021)
Keywords: cross-border bank exposures, cross-border bank concentration, credit growth, non-performing loans, bank profitability, Asia and the Pacific

Capital Misallocation, Agricultural Subsidies and Productivity: A European Perspective,
Bruno Morando and Carol Newman, from Trinity College Dublin, Economics Department (2021)
Keywords: Resource misallocation, productivity, subsidies, agriculture

Wage Effects of Educational Mismatch According to Workers’ Origin: The Role of Demographics and Firm Characteristics,
Valentine Jacobs, Francois Rycx and Mélanie Volral, from ULB -- Universite Libre de Bruxelles (2021)
Keywords: Immigrants; educational mismatch; wage gap; linked employer-employee data

Tax Incidence and Fiscal Sustainability in DSGE Model,
Junko Doi, Kota Yamada and Masaya Yasuoka, from School of Economics, Kwansei Gakuin University (2021)
Keywords: DSGE Model, Fiscal Sustainability, Taxation.

Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment,
Rüdiger Weber, Annika Weber, Christine Laudenbach and Johannes Wohlfart, from University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI) (2021)
Keywords: Expectation Formation, Retail Investors, Trading, Field Experiment

Girls Will Be Girls? The Gendered Effect of Economic Policy Uncertainty on Corporate Investment,
Caroline Perrin and Laurent Weill, from Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg (2021)
Keywords: Economic policy uncertainty, firm investment, CEO gender.

Fintech and Financial Inclusion: The Fifth Annual Fintech Conference,
Patrick T. Harker, from Federal Reserve Bank of Philadelphia (2021)

Should Central Banks Issue Digital Currency?,
Todd Keister and Daniel Sanches, from Federal Reserve Bank of Philadelphia (2021)
Keywords: Monetary policy; public vs. private money; electronic payments; liquidity premium; disintermediation

Impact of the central bank’s financial result on the transfers of benefits across sectors of the economy,
Krzysztof Kruszewski and Mikołaj Szadkowski, from Narodowy Bank Polski (2021)
Keywords: central bank, financial result, balance sheet, transfers between sectors of the economy

Brexit: Cyclical dependence in market neutral hedge funds,
Julio A. Crego and Julio Gálvez, from Banco de España (2021)
Keywords: hedge funds, market neutrality, market timing, tail dependence, risk management

Corporate bond financing of Italian non-financial firms,
Giorgio Meucci and Fabio Parlapiano, from Bank of Italy, Economic Research and International Relations Area (2021)
Keywords: non-performing loans, firm distress, firm recovery

The impact of restrictions on FDI,
Marco Albori, Flavia Corneli, Valerio Nispi Landi and Alessandro Schiavone, from Bank of Italy, Economic Research and International Relations Area (2021)
Keywords: foreign direct investment, capital controls, national security

CROSS-BORDER COOPERATION BETWEEN RUSSIA AND CHINA: OVERCOMING DEEP OBSTACLES,
Vasily Kashin and Alexandra Yankova, from National Research University Higher School of Economics (2021)
Keywords: cross-border cooperation, regional economy, regulatory framework, local elite, Far East, Russia, China.

Behavioral Targeting, Machine Learning and Regression Discontinuity Designs,
Sridhar Narayanan and Kirthi Kalyanam, from Stanford University, Graduate School of Business (2020)

Estimating Tax Progressivity in Developing Countries: The Plato Index,
Alex Cobham, Edmund FitzGerald and Petr Janský, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021)
Keywords: direct taxation, tax progressivity, developing countries, fiscal incidence, social protection

Monetary Policy Uncertainty and Economic Fluctuations at the Zero Lower Bound,
Rachel Doehr and Enrique Martínez García, from Federal Reserve Bank of Dallas (2021)
Keywords: Monetary Policy Transmission Mechanism; Monetary Policy Uncertainty; Forward Guidance; Business Cycle Propagation; survey-based forecasts