Point and density forecasting of macroeconomic and financial uncertainties of the USA
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DOI: 10.1002/for.2740
Abstract: We forecast macroeconomic and financial uncertainties of the US over the period of 1960:Q3 to 2018:Q4, based on a large data set of 303 predictors using a wide array of constant parameter and time varying… read more here.
Keywords: point density; density forecasting; macroeconomic financial; financial uncertainties ... See more keywords
The commodity cycle: Macroeconomic and financial stability implications – An introduction
Sign Up to like & getrecommendations! Published in 2019 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2017.07.003
Abstract: The sharp drop in oil and other commodity prices from mid-2014 proved particularly challenging for several commodity-exporting countries, as it was accompanied by large currency depreciations, higher inflation and sharp slowdowns or even recessions. Latin… read more here.
Keywords: commodity cycle; macroeconomic financial; stability implications; financial stability ... See more keywords