The decoupling hypothesis has attracted growing research interest since the Global Financial Crisis (GFC). However, there is a lack of evidence on patterns of business cycle co-movement for Africa specifically. This paper ...

In this paper, we develop a proxy for global uncertainty based on the volatility of gold market over the annual periods from 1311 to 2019, and then use this proxy metric to forecast historical growth-rates for eight advanced ...

We use a nonparametric quantiles-based model to analyse the predictability of long-spans (nearly or over one century) of annual volatility of Canada, France, Germany, Italy, Japan, Switzerland, the United Kingdom (UK) and ...

In this work we offer new insight into the relationship between interest rates and uncertainty for several advanced economies (Canada, Euro Area, Japan, UK, US) for the period 2003−2018. For this purpose, we utilize wavelets, ...