Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Uribe Gil, Jorge Mario"'
US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries
The extant literature has examined the impact of United States’ uncertainty shocks on developed and large emerging market economies. However, this research has not accounted for global cycles in production, credit, and prices, which can influence t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______963::def5b1a83ea044e76e87ba6d6fdae59d
http://hdl.handle.net/2445/196190
http://hdl.handle.net/2445/196190
Autor:
Uribe Gil, Jorge Mario
Climate change adaptation depends crucially on the fiscal space of countries. The historical accumulation of high debt levels among emerging and low-income developing countries, which are disproportionately affected by climate change, poses a signifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______963::185ececf2a90fcf16bdb4edffb09b4be
http://hdl.handle.net/2445/196167
http://hdl.handle.net/2445/196167
Higher economic complexity of a country reduces the probability of suffering a fiscal crisis between 46% and 57%. Along with institutional factors, complexity is shown to be sufficient to describe the risk of facing episodes of fiscal distress. On th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______963::e3e2cbd771a6a48f74a416afb080463e
http://hdl.handle.net/2445/191699
http://hdl.handle.net/2445/191699
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We estimate Growth-at-Risk (GaR) statistics for the US economy using daily regressors. We show that the relative importance, in terms of forecasting power, of financial and real variables is time varying. Indeed, the optimal forecasting weights of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::73168c2c70966e12af66b0977810869f
http://hdl.handle.net/2445/187036
http://hdl.handle.net/2445/187036
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
Using a high-frequency framework, we show that the Auroba-Diebold-Scotti (ADS) daily business conditions index significantly increases the accuracy of U.S. unemployment nowcasts in real-time. This is of particular relevance in times of recession, suc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5c66aa23c8df67504ab07621281ccb3f
http://hdl.handle.net/2445/187583
http://hdl.handle.net/2445/187583
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
Previous studies in energy stock markets have analyzed market connectedness using aggregate indexes and focusing on developed markets. We depart from the extant literature and we focus our attention on companies listed on emerging stock markets and e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c9b12c7f855adb23462fadb5aa702f95
http://hdl.handle.net/2445/190500
http://hdl.handle.net/2445/190500
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We study banks’ profitability in the US economy by means of dynamic factor models. Our results emphasize the importance of a few common cyclical market factors that greatly determine banking profitability. We conduct exhaustive regressions in a big
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::aa51df116c21b20760953373a6ba765b
http://hdl.handle.net/2445/178899
http://hdl.handle.net/2445/178899
Autor:
Gómez-González, José E., Hirs-Garzon, Jorge, Sanin-Restrepo, Sebastian, Uribe Gil, Jorge Mario
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We study the effect of macroeconomic and financial U.S. uncertainty shocks on international housing markets using a multi-country FAVAR model. This approach allows the identification of the effects of different sources of uncertainty on the global ec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0ddf9a0c4589f612b16530efc04ecb82
http://hdl.handle.net/2445/175728
http://hdl.handle.net/2445/175728
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We study the international propagation of financial conditions from the United States to global financial markets. The impact is highly heterogeneous alongside the quantiles of the distribution of the two major funding sources, credit and equity. Ind
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::411121f421d05b7cfdbba9e801119f38
http://hdl.handle.net/2445/176874
http://hdl.handle.net/2445/176874
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
This study shows that capital structure choices of US corporations are interdependent across time. We follow a two-step estimation approach. First, using a large cross-section of firms we estimate year-by-year average capital structure choices, i.e.,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0cb0c84d829fe2975e55f725f13e4d88
http://hdl.handle.net/2445/176875
http://hdl.handle.net/2445/176875