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Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks
The goal of this paper is to measure the impacts of monetary policy shocks in Turkey using monthly data spanning the period 2011:M01–2021:M12. To...
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Is pass-through of the exchange rate to restaurant and hotel prices asymmetric in the US? Role of monetary policy uncertainty
This study examines the exchange rate pass-through to the United States (US) restaurant and hotel prices by incorporating the effect of monetary...
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Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China
The study explores the nexus between crude oil prices (COP), financial risk index (FRI), political risk index (PRI), green innovation (GIN) and...
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The Forecasting Power of the ifo Business Survey
The ifo Institute is Germany’s largest business survey provider, with the ifo Business Climate Germany as one of the most important leading...
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A monthly leading indicator of Swiss GDP growth based on Okun’s law
We propose a unique method of nowcasting and forecasting GDP growth based on a forward-looking measure of unemployment (FLUR) and Okun’s law that...
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Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches
We compare the effectiveness of Classical, Bayesian, and Machine Learning (ML) methods for predicting the presence of a unit root in univariate...
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Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data
This paper compares algorithms to deal with the problem of missing values in higher frequency data. We refer to Swiss business tendency survey data...
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Assessing the Effectiveness of Monetary Policy in Bangladesh
This chapter attempts to analyze the effectiveness of monetary policy in Bangladesh by identifying various transmission channels. Structural Vector...
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Hedge Ratio Variation Under Different Energy Market Conditions: New Evidence by Using Quantile–Quantile Approach
In this research, we investigated the long-run and causal relationships between spot and futures prices of crude oil, natural gas, and gasoline using...
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Riding the Green Wave: How Clean Energy Is Resha** China’s Stock Market
The clean energy industry has recently garnered marked attention, as it does not only mitigate greenhouse gas (GHG) emissions, but it also serves as...
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Credit market conditions and impact of monetary policy in a develo** economy context
This research examines the impact of monetary policy tools on macroeconomic variables through a nonlinear specification of threshold structural...
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Can news-based economic sentiment predict bubbles in precious metal markets?
This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and...
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From Intentions to Actions: An Integrative Model of Internet Entrepreneurial Behavior
This paper is aimed at exploring the real reasons of “strong intention—weak action” in Internet entrepreneurship, excavating the key factors that...
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Assessment on the Synergistic Effect of China’s Urban Air Pollution Control Policies and Greenhouse Gas Emissions Reduction
Nowadays, major cities in China generally face the increasingly severe pressures of reducing the emissions of local air pollutants and greenhouse...
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The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic
We investigate the effect of Eurosystem asset purchase programmes (APP) on the monthly yields of 10-year sovereign bonds for 11 euro area sovereigns...
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The Economic and Social Impact of Increasing Electricity Prices: Estimates, Analysis and Predictions
The current global energy crisis highlights the need to continue investigating the impact of energy prices on the budget of different types of...
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Nonparametric measurement of potential gains from mergers: an additive decomposition and application to Indian bank mergers
In this paper, we derive conditions under which merger between a number of firms within the same industry would induce a more cost efficient...
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Correction to references of ‘Countries’
An amendment to this paper has been published and can be accessed via the original article.
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On the continuity of the feasible set map** in optimal transport
Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a...
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Mortality models ensemble via Shapley value
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various...
