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Digitalization and informal economy: a global evidence of internet usage
This article investigates the links between the technological evolution and the importance of informal economic activities. We examine the influences...
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Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
This study uses complex network analysis to investigate global stock market co-movement during the black swan event of the Coronavirus Disease 2019...
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Extreme Poverty, Economic Growth, and Income Inequality Trilogy in Sub-Saharan Africa and South Asia: A GMM Panel VAR Approach
This study allows the assessment the triangular relationship between extreme poverty, economic growth, and income inequality in South Asia and...
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Composite global indicators from survey data: the Global Economic Barometers
This paper presents a coincident and a leading composite monthly indicator for the world business cycle—the Global Economic Barometers. Both target...
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Global risks, the macroeconomy, and asset prices
We propose a novel index of global risks awareness (GRAI) based on the most concerning risks—classified in five categories (economic, environmental,...
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Sustainability spillover effects of social, environment and economy: map** global sustainable development in a systematic analysis
Initially introduced in 2015, the United Nations (UN) has launched 17 Sustainable Development Goals (SDGs) as a unique platform to facilitate global...
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Participation in global value chains (GVCs) and markups: firm evidence from six European countries
We examine the relationship between firms’ participation in global value chains (GVCs) and price markups. Utilizing data from 14,316 firms across six...
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Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework
This research aims to detect cross-border volatility linkages among various currencies within the foreign exchange market with respect to different...
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Monetary shocks on the Korean stock index: structural VAR analysis
This paper investigates the impact of the monetary policies in 3 countries (the Republic of Korea, China and the United States) on the Korean stock...
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Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR
Presidential approval in Peru depends on economic outcomes. However, voters are unable to distinguish between outcomes resulting from economic...
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Revisiting the Environmental Kuznets Curve Hypothesis: A Dynamic Panel VAR Analysis
This study is based on a balanced panel of pollutants (CO2, SO2 and NOx emissions per capita) drawn from the electricity sector of 51 US regions...
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The impact of global economies on US inflation: A test of the Phillips curve
Understanding the relationship between employment and inflation is of great interest to policymakers and market participants. This paper introduces a...
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Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy
This research paper delves into the complex interplay between the European Central Bank’s (ECB) interest rate policies and their spillover effects on...
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How does unconventional monetary policy affect the global financial markets?
This paper examines the spillover effects of unconventional monetary policies (UMPs) by the Bank of Japan (BOJ) and the Federal Reserve (Fed) on the...
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Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model
Although China has a large territory, few studies consider the factor of geographical distance when studying spatial interactions among city-level...
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A Macro-Econometric VAR Model of India Incorporating Black Income
Are there any interrelationships between black income and macroeconomic variables? This question is the main motivation behind this study. The study...
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On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets
We examine the Economic Policy Uncertainty (EPU) transmission over the Exchange Rate Volatility (ERV) for 8 Emerging Market Economies (EME) using the...
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Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real
This paper examines the effects of the interaction between the oil market and measures of global liquidity on the Brazilian real against the US...
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Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate
This paper studies the effects of global shocks, relative to domestic shocks (productivity, mark-up, and demand shocks), in accounting for US...
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(A)Synchronous Housing Markets of Global Cities
In this paper we examine house price synchronization in 15 global cities using real house price data from 1995:Q1-2020:Q2. We find that although...
