Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Artur Tarassow"'
Autor:
Artur Tarassow
Publikováno v:
Australian Economic Review. 52:255-271
This article provides an introduction to the free open‐source statistics and econometrics software gretl. The software is an attempt to bridge the different demands for teaching at different levels. Furthermore, it also provides functionalities req
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03e8b259d126119ad2f67a9651bc0a9f
https://doi.org/10.1111/1467-8462.12324
https://doi.org/10.1111/1467-8462.12324
Autor:
Artur Tarassow
Publikováno v:
International Journal of Forecasting. 35:443-457
This paper examines the out-of-sample forecasting properties of six different economic uncertainty variables for the growth of the real M2 and real M4 Divisia money series for the U.S. using monthly data. The core contention is that information on ec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::551d8f423b4654d2be4c3491a0999870
https://doi.org/10.1016/j.ijforecast.2018.09.012
https://doi.org/10.1016/j.ijforecast.2018.09.012
Publikováno v:
Journal of Financial Markets. 59:100661
We apply techniques from the event probability forecasting literature to the analysis of spillover scenarios in economic and financial networks. A simple spillover scenario is expressed as an inequality constraint with respect to a single spillover m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44e31c85bfebad9c864cc8cce45a4af7
https://doi.org/10.1016/j.finmar.2021.100661
https://doi.org/10.1016/j.finmar.2021.100661
Autor:
Christian R. Proaño, Artur Tarassow
Publikováno v:
Journal of the Japanese and International Economies. 50:60-71
We investigate the probability forecasting performance of a three-regime dynamic ordered probit econometric framework suitable to forecast recessions, low growth periods and accelerations for the U.S. and Japan. In a first step, we apply a non-parame
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b67a6cbc16b56ae064ec795a2217b300
https://doi.org/10.1016/j.jjie.2018.08.002
https://doi.org/10.1016/j.jjie.2018.08.002
Autor:
Artur Tarassow
Publikováno v:
Oxford Bulletin of Economics and Statistics. 80:972-991
This article studies the existence and magnitude of financial investment constraints in Germany between 2006 and 2012 with a special emphasis on small and medium‐sized firms. The core contention is that the sensitivity of the investment rate to the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cde434ffa37cf5a743bb8c7f99f0f14
https://doi.org/10.1111/obes.12206
https://doi.org/10.1111/obes.12206
Publikováno v:
Economic Modelling. 56:11-24
This paper examines the implications of monetary shocks and macroprudential shocks for aggregate financial fragility using a sign restricted VAR model estimated with US data spanning the period 1960Q1–2007Q4. Contractionary monetary shocks are foun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6202e80c3cd5a64869cd37fe058c16c
https://doi.org/10.1016/j.econmod.2016.03.003
https://doi.org/10.1016/j.econmod.2016.03.003
Autor:
Artur Tarassow
This article tests the hypothesis that financial supply-side shifts help to explain the low-investment climate of private firms in Germany. The core contention is that a firm's financial position contributes to its access to external finance on credi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::cf8074f0f05324dab4f1c7076e05642b
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_5_2014R.pdf
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_5_2014R.pdf
Autor:
Ingrid Größl, Artur Tarassow
In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into acco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f0a56c9328df8c0750a3891b634181ec
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_4_2015.pdf
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_4_2015.pdf
Autor:
Artur Tarassow, Ulrich Fritsche
Recent price developments in the euro area demonstrate that deflation is a serious issue of concern. Some euro area countries are already facing a deflation in the usual macroeconomic sense of a “general price decline”. This article discusses the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9834fc877a663b7edbb78be87d617766
https://hdl.handle.net/10419/172659
https://hdl.handle.net/10419/172659
The Financial Instability Hypothesis associated with Hyman Minsky has profound implications for the conduct of monetary policy in modern capitalist economies. At its core is the proposition that the central bank may contribute to the financial fragil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::1a2e9c7463a93295fb24917888758c0a
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_6_2013.pdf
https://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_6_2013.pdf