Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Chew Lian Chua"'
Publikováno v:
Applied Economics Letters. :1-14
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::798fe3739c6dca7a2114762efc025a2f
https://doi.org/10.1080/13504851.2023.2167914
https://doi.org/10.1080/13504851.2023.2167914
Publikováno v:
Applied Economics. 53:2384-2397
This paper employs the regime-switching model-based fiscal sustainability test which relaxes the linear fiscal reaction function approach. There is evidence of a regime-switching fiscal rule in Sri...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bf9429dbeeb34341e321323f7db9579
https://doi.org/10.1080/00036846.2020.1859456
https://doi.org/10.1080/00036846.2020.1859456
Publikováno v:
Empirical Economics. 59:2689-2715
The last five decades have witnessed dramatic changes in crude oil price dynamics. We identify the influence of extreme oil shocks and changing oil price uncertainty dynamics associated with economic and political events. Neglecting these features of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7adc03920907924c0b126e4bf63dd047
https://doi.org/10.1007/s00181-019-01801-6
https://doi.org/10.1007/s00181-019-01801-6
Publikováno v:
SSRN Electronic Journal.
From a demand-side perspective, this paper empirically investigates whether there is a shift in preference to clean energy consumption from dirty energy consumption for a panel of OECD countries. We focus on the possibility of non-symmetric preferenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::460bbc8d2030df4187ca8b9555cd4317
https://doi.org/10.2139/ssrn.3800704
https://doi.org/10.2139/ssrn.3800704
Publikováno v:
Bulletin of Economic Research
Bulletin of Economic Research, Wiley, 2021, 73 (3), pp.364-392. ⟨10.1111/boer.12252⟩
Bulletin of Economic Research, Wiley, 2021, 73 (3), pp.364-392. ⟨10.1111/boer.12252⟩
International audience; This paper develops a structural factor vector autoregressive (SFVAR) model to study the effect of oil price shock on economic activity. The model allows both types of uncertainty (real economic activity and oil price) to dire
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12883921119cc7e825dae42a1bfa42c5
https://hal-audencia.archives-ouvertes.fr/hal-03284089
https://hal-audencia.archives-ouvertes.fr/hal-03284089
Autor:
Sarantis Tsiaplias, Chew Lian Chua
Publikováno v:
Journal of Applied Econometrics. 34:129-148
This study examines how news is distributed across stocks. A model is developed that categorizes a stock's latent news into normal and nonnormal news, and allows both types of news to be filtered through to other stocks. This is achieved by formulati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e364effd9897df2ae838bf1e3a112eab
https://doi.org/10.1002/jae.2649
https://doi.org/10.1002/jae.2649
Autor:
Chew Lian Chua, Tim Robinson
Publikováno v:
Economic Record. 94:11-32
Wages growth in Australia has recently been the lowest in two decades. One possible explanation is a decline in the non‐accelerating inflation rate of unemployment (NAIRU). We examine this hypothesis by estimating a wage Phillips curve including a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62c54c2044666886cb4040fcf97eb6c8
https://doi.org/10.1111/1475-4932.12401
https://doi.org/10.1111/1475-4932.12401
Publikováno v:
Quantitative Finance. 17:1367-1386
Using a time-varying cointegration framework, this paper examines the alleged manipulation of the London interbank offered rate (Libor) during the 2007–2009 financial crisis. Bank quotes are found to be poor indicators of their financing costs in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d03a1e320fb84940880f5901192eede3
https://doi.org/10.1080/14697688.2016.1267390
https://doi.org/10.1080/14697688.2016.1267390
Publikováno v:
Energy Economics. 61:135-146
This paper tests the idea that petrol prices respond more quickly to price increases than to decreases. We show that the results previously documented in the literature for Australia are spurious due to failure to establish the stationarity property
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd50c208164d4775e5135b62817df122
https://doi.org/10.1016/j.eneco.2016.10.024
https://doi.org/10.1016/j.eneco.2016.10.024
Publikováno v:
Contemporary Economic Policy. 35:201-215
In this paper we test the sustainability of U.S. public debt for the period 1916–2012 by analyzing how the primary surplus to gross domestic product (GDP) responds to changes in the debt to GDP ratio in a time‐varying parameter model. Further, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54bf4aec8773202581f86fdfa5b668e2
https://doi.org/10.1111/coep.12166
https://doi.org/10.1111/coep.12166