Search
Search Results
-
Nexus of governance, macroeconomic conditions, and financial stability of banks: a comparison of developed and emerging countries
The study aims to explore the impact of governance and macroeconomic conditions on financial stability in developed and emerging countries. The study...
-
Nelson and Plosser revisited: macroeconomic and financial stability of Turkey
Since the seminal paper of Nelson and Plosser (J Monet Econ 10(2):139–162, 1982), analyzing the nature of shocks to macroeconomic and financial data...
-
Macroeconomic Stability, Openness, and Economic Growth Nexus: an Insight from BRICS Countries
The association between economic growth, trade openness, and macroeconomic stability resides to be one of the notable issues in both hypothetical and...
-
From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads
This paper contributes to the understanding of sovereign credit default swap (CDS) markets by examining the response of CDS spreads to macroeconomic...
-
Macroeconomic attention and commodity market volatility
In this paper, we empirically examine the relationship between the novel macroeconomic attention indices (MAI) and commodity market volatility....
-
Macroeconomic Equilibrium
Understand the concept of macroeconomic equilibriumMacroeconomic equilibrium
-
Assessing the effectiveness of tax administration in macroeconomic stability: evidence from 26 European Countries
The purpose of this paper is the assessment and comparative analysis of the relative efficiency of the tax administrations of 26 European countries...
-
The macroeconomic effect of petroleum product price regulation in alleviating the crude oil price volatility
China adopted a market-based pricing mechanism for petroleum products to improve the economic efficiency of resource allocation, thereby exposing its...
-
Human-Centered Macroeconomic Policies
Under the planned economy system before and in the early phase of reform and opening up, China never went through the economic cycles that market...
-
Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model
Building on the GJR-GARCH model, this paper uses the mixed-data sampling (MIDAS) approach to link monthly realized volatility of EU carbon future...
-
Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model
This paper develops a hybrid model with an agent-based financial accelerator framework embedded in a standard new Keynesian economy. It explores the...
-
How financially fragile can households become? Household borrowing, the welfare state, and macroeconomic resilience
We extend the principles of the financial instability hypothesis (FIH) to the household sector by re-framing the three financial postures associated...
-
Macroeconomic, industry-specific and bank-specific determinants of the profitability of Brazilian banks: dynamic panel evidence
This paper seeks to identify the effect of macroeconomic, industry-specific and bank-specific determinants on the profitability of the Brazilian...
-
Shock Therapy in Transition Countries: A Behavioral Macroeconomic Approach
I use a behavioral model to analyze how reforms in transition countries (i.e., price liberalization and competition policy) may affect their business...
-
Explaining U.S. economic growth performance by macroeconomic governance, 1952–2018
This paper hypothesizes that the structure of macroeconomic governance with its financial and non-financial dynamics is, among other things, a key...
-
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach
This paper employs a quantile vector autoregressive approach to compare the extent of connectedness between macroeconomic uncertainty and U.S. real...
-
Role of green financing and financial inclusion to develop the cleaner environment for macroeconomic stability: Inter-temporal analysis of ASEAN economies
The research objective is to assess the role of green financing and financial inclusion in develo** a cleaner environment for macroeconomic...
-
Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
We put forward a macro-financial empirical modeling framework that can examine the tails of distributions of macroeconomic variables and the implied...
-
Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil
This paper aims to elaborate a treated data set and apply the boosting methodology to monthly Brazilian macroeconomic variables to check its...
-
Gradual financial integration and macroeconomic fluctuations in emerging market economies: evidence from China
This paper extends the conventional DSGE literature by develo** a New Keynesian DSGE model featuring imperfect financial markets with various...
