Zobrazeno 1 - 10 of 26 pro vyhledávání: '"Tino Berger"'
1
GLOBAL VS. GROUP-SPECIFIC BUSINESS CYCLES: THE IMPORTANCE OF DEFINING THE GROUPS
Autor: Marcus Wortmann, Tino Berger
Publikováno v: Macroeconomic Dynamics. 26:49-71
The literature on international business cycles has employed dynamic factor models (DFMs) to disentangle global from group-specific and national factors in countries’ macroeconomic aggregates. Therefore, the countries have simply been classified ex
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81464e27de6306ddfee911f9546563cf
https://doi.org/10.1017/s1365100520000048
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2
Cyclical signals from the labor market
Autor: Paul David Boll, James Morley, Benjamin Wong, Tino Berger
Publikováno v: Oxford Open Economics
We consider which labor market variables are the most informative for estimating and nowcasting the US output gap using a multivariate trend-cycle decomposition. Although the unemployment rate clearly contains important cyclical information, it also
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7254e6b8680af9864a52d686bb1715d8
https://hdl.handle.net/2123/29547
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5
A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors
Autor: Benjamin Wong, Julia Richter, Tino Berger
We jointly estimate the U.S. business and financial cycle through a unified empirical approach while simultaneously accounting for the role of financial factors. Our approach uses the Beveridge-Nelson decomposition within a medium-scale Bayesian Vect
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b181c7edee181bcc04e0e3c1a4b409e7
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7
Testing for international business cycles: A multilevel factor model with stochastic factor selection
Autor: Gerdie Everaert, Lorenzo Pozzi, Tino Berger
Publikováno v: Journal of Economic Dynamics and Control, 128:104134. Elsevier
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
The empirical literature on common international business cycles has largely ignored model misspecification in estimated factor models as the various cycles are typically imposed but not tested for. This paper proposes a Bayesian stochastic factor se
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c501b80507cdea11e2cfd21167e7d358
https://pure.eur.nl/en/publications/523aa5aa-12e1-4647-9b6a-664f2ed3d2fd
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8
Testing for time variation in the natural rate of interest
Autor: Bernd Kempa, Tino Berger
Publikováno v: Journal of Applied Econometrics. 34:836-842
This paper replicates in a wider sense the unobserved components model of Laubach and Williams (Review of Economics and Statistics, 2003, 85, 1063–1070) to estimate the natural rate of interest (NRI) and investigates the role of model uncertainty.
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e25ef6aa971e00af245b43a476d7f6bd
https://doi.org/10.1002/jae.2698
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9
Financial Factors and the Business Cycle
Autor: Julia Richter, Tino Berger, Benjamin Wong
Publikováno v: SSRN Electronic Journal.
We study how financial factors shape and interact with the U.S. business cycle through a unified empirical approach where we jointly estimate financial and business cycles as well as identify their underlying drivers using a medium-scale Bayesian Vec
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::348dcb6c128b311efbcb0e509572b2e2
https://doi.org/10.2139/ssrn.3593121
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10
INTERNATIONAL OUTPUT AND INFLATION UNCERTAINTY AND THEIR IMPACT ON COUNTRIES' MACROECONOMIC PERFORMANCE. EVIDENCE FROM A DYNAMIC FACTOR GARCH-IN-MEAN MODEL
Autor: Tino Berger, Sibylle Grabert
Publikováno v: Macroeconomic Dynamics. 22:1113-1133
We identify international output and inflation uncertainty and analyze their impact on individual countries' macroeconomic performance. Output and inflation uncertainty on an international level is measured through the conditional variances of common
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::184eafcf9b3cdba26e4d87dea6e7c239
https://doi.org/10.1017/s1365100516000596
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