The degree of persistence of the real gross domestic product per capita, total factor productivity and labour productivity has been examined in a group of 23 developed and developing nations, as well as the overall Euro ...
Despite the econometric advances of the last 30 years, the effects of monetary policy stance during the boom and busts of the stock market are not clearly defined. In this paper, we use a structural heterogeneous vector ...
This study examines the monetary policy effectiveness of five major Asian countries (China, Hong Kong, India, Japan, and South Korea) using a quantile vector autoregression (QVAR) model-based spillover estimation approach ...
External financial frictions might increase the severity of economic uncertainty shocks. We analyze the impact of aggregate uncertainty and financial condition shocks using a threshold vector autoregressive (TVAR) model ...
Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty helps to improve the accuracy of forecasts of regional output growth for 12 regions of the UK using monthly ...
We investigate whether oil-price uncertainty helps forecast the international stock returns of ten advanced and emerging countries. We consider an out-of-sample period of August 1925 to September 2021, with an in-sample ...
Sustained investment is required for economic growth. Investment however often experiences severe volatility in poor countries, making spending plans difficult to formulate, and diminishing growth potentials. Foreign aid ...
Global warming and other significant climatic changes arising from the accumulation of carbon dioxide and other greenhouse gases have placed great policy puzzles on whether to slow or not to slow gross domestic product ...
The low correlation between commodities and traditional assets, particularly after the crash of the equity market in the year 2000, is seemingly a major factor influencing global investors' appetite to embrace commodities ...
Using annual data on real gold returns and measures of rare disaster risks over the period of 1280-2016, we show the existence of nonlinearity and regime changes in the relationship between the two variables of concern, ...
Using monthly data from September 2004 to February 2020, this paper investigates the connectedness of the renewable energy, common stock, oil, and technology markets. The time-domain Diebold and Yilmaz spillover index ...
This study examines the effect of the COVID-19 pandemic on major agricultural commodity prices (cattle, cocoa, coffee, corn, cotton, hog, rice, soya oil, soybeans, soybean meal, sugar and wheat) using daily data from 1 ...
The high energy consumption of cryptocurrency transactions has raised concerns about the environment and sustainability among green investors and regulatory authorities. The current study examines the connectedness among ...
We use time and frequency connectedness approaches based on network analysis to investigate the volatility connectedness among 27 emerging equity markets and seven high-capitalized cryptocurrencies. We estimate the network ...
War-related migration may deprive people of access to a regular healthcare system and cause new diseases to be battled. Since refugee women are more vulnerable to diseases during this period, protective healthcare services ...
The study aims to examine the effects of spillovers from stock prices on consumption and interest rates in Turkey. From the circular economy viewpoint, there should be sustainable consumption to achieve sustainable development ...
This study examines the dynamic interaction between oil, natural gas, and prices with Indian economic policy uncertainty (EPU). The study finds that gold prices and industrial production are fundamental drivers of Indian ...
The purpose of this study is to investigate the importance of economic, social, political, and environmental factors in determining green technology diffusion. We use a unique annual panel dataset covering 58 nations from ...
Provides a multidisciplinary perspective on the socio-economic effects of COVID-19
Offers economic policy recommendations for the post-pandemic process
Discusses new business models and approaches to innovation under ...