Zobrazeno 1 - 10
of 52
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
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
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
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
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
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...
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
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
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