Zobrazeno 1 - 10
of 72
pro vyhledávání: '"Joaquin L. Vespignani"'
Publikováno v:
Applied Economics. 53:6626-6640
This study explores the impact of commodity price volatility on external debt accumulation under fixed, managed, and floating exchange rate regimes. We estimate dynamic panel data models for 97 countries from 1993 to 2016. Our empirical findings show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a53941e37624d6edd9ad63156b5cb43d
https://doi.org/10.1080/00036846.2021.1947960
https://doi.org/10.1080/00036846.2021.1947960
Autor:
Joaquin L. Vespignani, Hamish Burrell
Publikováno v:
Economic Papers: A journal of applied economics and policy. 40:248-271
This study establishes the first empirical evidence of the impact of economic uncertainty shocks on industry-level investment, output and employment in Australia. We find the Construction and Financial and Insurance Services industries are the most i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae25b9b00b815ac8e6c516be950f8531
https://doi.org/10.1111/1759-3441.12324
https://doi.org/10.1111/1759-3441.12324
Publikováno v:
Economic Papers: A journal of applied economics and policy
Using daily data, we estimate a vector autoregression model to characterise the dynamic relationship between COVID‐19 infections in Australia and the performance of the Australian stock market, specifically the ASX‐200. Impulse response functions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4a3ebc27c3551902b7b106bc8dc9ab8
https://doi.org/10.1111/1759-3441.12318
https://doi.org/10.1111/1759-3441.12318
Publikováno v:
Economic Modelling. 96:128-134
We decompose global stock market volatility shocks into financial originated shocks and nonfinancial originated shocks. Global stock market volatility shocks that arise from financial sources reduce global outputs and inflation substantially more tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5ab6e90977598dc99543434fc609ebb
https://doi.org/10.1016/j.econmod.2020.12.031
https://doi.org/10.1016/j.econmod.2020.12.031
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 53:743-766
This paper proposes world steel production as an indicator of global real economic activity. World steel production data is published with only a one-month delay, thereby providing timely information for world real GDP forecasters. We find that world
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f62d6f29dc99965639d6060932ef62e8
https://doi.org/10.1111/caje.12442
https://doi.org/10.1111/caje.12442
Publikováno v:
Applied Economics. 52:2392-2407
Global uncertainty shocks are associated with a sharp decline in global inflation, growth and interest rate. Global uncertainty shocks have more protracted, statistically significant and substantia...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::554e168cf402683030a127bf3c695e11
https://doi.org/10.1080/00036846.2019.1690629
https://doi.org/10.1080/00036846.2019.1690629
Autor:
Ronald A. Ratti, Joaquin L. Vespignani
Publikováno v:
Applied Economics. 51:5185-5190
We construct a GFAVAR model with newly released global data from the Federal Reserve Bank of Dallas to investigate the drivers of global official/policy interest rate. We find that 66% of movement in global official/policy interest rates is attribute
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::392c250a6a45e65cb300967d6ab19631
https://doi.org/10.1080/00036846.2019.1610716
https://doi.org/10.1080/00036846.2019.1610716
Publikováno v:
SSRN Electronic Journal.
This paper studies the impact of oil price shocks on fiscal policy and real GDP in Oman using new unexplored data. We find that an oil price shock explains around 22% and 46% of the variation in the government revenue and GDP, respectively. Decomposi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3893c4c4062d8e8782b47dc45e0e3e0b
https://doi.org/10.2139/ssrn.3950209
https://doi.org/10.2139/ssrn.3950209
This study explores the impact of commodity price volatility on external debt accumulation under fixed, managed and floating exchange rate regimes. We estimate dynamic panel data models for 97 countries from 1993 to 2016. Our empirical findings show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6db6b1812e5568a0040502dc2a091e11
https://hal.archives-ouvertes.fr/hal-03078951
https://hal.archives-ouvertes.fr/hal-03078951
Publikováno v:
Federal Reserve Bank of Dallas, Globalization Institute Working Papers. 2020
Background. The recent environmental challenges in Africa emanated from global warming, human activity, limited access to electricity, and over-exploitation of natural resources, have contributed to the growth of carbon dioxide (CO2) emissions in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88a7cf8de806714ef0f3935b93f0b85d
https://doi.org/10.24149/gwp385
https://doi.org/10.24149/gwp385