- UPSpace Home
- →
- Economic and Management Sciences
- →
- Economics
- →
- Recent submissions
JavaScript is disabled for your browser. Some features of this site may not work without it.
Economics: Recent submissions
Now showing items 1-20 of 1621
-
(Elsevier, 2024-11)Using monthly data from 1871 to 2024 and logistic models with shrinkage estimators, we compare the contribution of stock and oil-market moments (returns, volatility, skewness, and kurtosis) to the accuracy of out-of-sample ...
-
(World Scientific Publishing, 2024-06)Using data for the United States (US) stock market covering the sample period from 2008:06 to 2020:12, we study the incremental predictive value of employee sentiment for the realized volatility of stock returns. In doing ...
-
(Elsevier, 2024-12)This paper provides a novel perspective on the innovation-stock market nexus by examining the predictive relationship between technological shocks and stock market volatility using data over a period of more than 140 years. ...
-
(Springer, 2024-07)OBJECTIVES : Non-communicable diseases (NCDs) account for over 30% of disability-adjusted life years in South Africa. In this research, we offer an estimate of the potential reduction in NCD incidence that would arise ...
-
(Elsevier, 2025-01)We study whether booms and busts in the stock market of the United States (US) drives its volatility. Given this, first, we employ the Multi-Scale Log-Periodic Power Law Singularity Confidence Indicator (MS-LPPLS-CI) ...
-
(EconJournals, 2024-07)The investigation is a pioneer in examining the joint impact of CO2 emissions, economic development, access to clean fuel and technology, and threshold effect on health expenditure in Central Asia. For this purpose, the ...
-
(EconJournals, 2024-05)The study is novel to contribute to the literature investigating the relationship among CO2 emissions, women governance, economic development, fossil fuel energy consumption and renewable energy consumption, using a balanced ...
-
(MDPI, 2024-05)Because climate change broadcasts a large aggregate risk to the overall macroeconomy and the global financial system, we investigate how a temperature anomaly and/or its volatility affect the accuracy of forecasts of stock ...
-
(De Gruyter, 2024-05)We build the time-varying parameter feature into the (Sims, E., J. C. Wu, and J. Zhang. 2023. “The Four-Equation New Keynesian Model.” The Review of Economics and Statistics 105 (4): 931–47) four-equation Dynamic Stochastic ...
-
(Economics Bulletin, 2023-09-30)This paper analyses the effects of change by the South African Reserve Bank (SARB) in its preferred definition of inflation target in July 2017 from a range to a point target. We estimate the implications of this shift ...
-
(Elsevier, 2024-12)In the wake of a massive thrust on designing policies to tackle climate change, we study the role of climate policy uncertainty in impacting the presidential approval ratings of the United States (US). We control for other ...
-
(Elsevier, 2024-06)In this policy research, we examine the effects of the new fiscal regime [the signing of the new Finance Act 2023, the setup of a tax reform committee, and the removal of fuel subsidy] on the Nigerian economy and its ...
-
(MIT Press, 2024-03)This paper develops a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover ...
-
(Elsevier, 2024-08)Given recent debates about the financialization of commodity markets, we analyze the predictive power of financial stress for the realized volatility of agricultural commodity price returns. We estimate realized volatility ...
-
(Wiley, 2024-07)In this article, we aim to provide a detailed econometric analysis of the realized volatility in international stock markets of Brazil, China, Europe, India, the United Kingdom, and the United States, which represent a mix ...
-
(Wiley, 2024-07)We provide an overview of the formulation of the forecasts of the European Central Bank, the Federal Reserve, and the Bank of England. We also provide statistical assessments of the performance of the forecasting process ...
-
(Public Library of Science, 2024-01)Climate change is the number one threat to child health according to the World Health Organisation. It increases existing inequalities, and lower-income countries are disproportionately affected. This is unjust. Higher-income ...
-
(Wiley, 2024-07)Since the beginning of this century, the global economy has been hit by a series of unforeseen shocks, including the Global Financial Crisis, the euro area's sovereign debt crisis, and most recently, the global inflation ...
-
(Wiley, 2024)This study reports the impact of governments having additional revenue equivalent to tax expenditures on achieving the Sustainable Development Goals in 97 countries. The study draws data on revenue foregone from the Global ...
-
(Wiley, 2024-07)We examine the performance of rolling windows procedures in forecasting inflation. We implement rolling windows augmented Dickey–Fuller (ADF) tests and then conduct a set of Monte Carlo experiments under stylized forms of ...
Now showing items 1-20 of 1621