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Browsing Postprints (Articles) by Subject "Uncertainty"
Now showing items 1-13 of 13
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(World Scientific Publishing, 2022-06)This paper studies the relationship between monthly economic uncertainty of 20 advanced and emerging markets, and two daily covariates, i.e., exchange rate and stock index, with particular emphasis on the relationship ...
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The effects of climate risks on economic activity in a panel of US states : the role of uncertainty (Elsevier, 2022-04)We analyse the impact of climate risks (temperature growth and its volatility) on the coincident indicator of the 50 US states in a panel data set-up, over the monthly period of March, 1984 to December, 2019. Using impulse ...
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(Springer, 2022-07)We contribute to the empirical literature on the predictability of oil-market volatility by comparing the predictive role of aggregate versus several disaggregated metrics of policy-related and equity-market uncertainties ...
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(World Scientific Publishing, 2022-04)Utilizing a mixed data sampling (MIDAS) approach, we show that a daily newspaper-based index of uncertainty associated with infectious diseases can be used to predict, both in- and out-of-samples, low-frequency movements ...
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(Wiley, 2022-05)Using high-frequency (daily) data on macroeconomic uncertainties and the partial cross-quantilogram approach, we examine the directional predictability of disentangled oil-price shocks for the entire conditional distribution ...
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(Elsevier, 2022-06)Recent theoretical developments tend to suggest that rare disaster risks enhance the persistence of uncertainty. Given this, we analyse the impact of climate risks (temperature growth or its volatility), as proxies for ...
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(Routledge, 2022)Sentiment indicators have long been closely monitored by economic forecasters, notably to predict short-term moves in consumption and investment. Recently, housing sentiment indices have been developed to forecast housing ...
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(Istituto di Economia Internazionale, 2021-02)This paper extends the ongoing literature on the macroeconomic effects of monetary and fiscal policy uncertainty. It examined the asymmetric effects of monetary and fiscal policy uncertainty on economic activity in the ...
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(World Scientific Publishing, 2021-04)Limited research within entrepreneurship is available on how time affects entrepreneurs’ decision-making. We try to bridge this gap by understanding how temporal factors affect opportunity evaluation and how they affect ...
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(Elsevier, 2021-01)The clinical interest is often to measure the volume of a structure, which is typically derived from a segmentation. In order to evaluate and compare segmentation methods, the similarity between a segmentation and a ...
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(Elsevier, 2021-07)This paper analyses the dynamic impact of uncertainty due to global pandemics (SARS, H5N1, H1N1, MERS, Ebola, and COVID-19) on global output growth, using a TVP-SVAR model. We find that the negative effect of the coronavirus ...
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Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning (Wiley, 2022-09)Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty helps to improve the accuracy of forecasts of regional output growth for 12 regions of the UK using monthly ...
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(Wiley, 2022-09)We examine the forecasting power of a daily newspaper-based index of uncertainty associated with infectious diseases (EMVID) for real estate investment trusts (REITs) realized market variance of the United States (US) via ...
Now showing items 1-13 of 13