Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach
Sign Up to like & getrecommendations! Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-018-1596-3
Abstract: We use factor-augmented predictive regressions to analyze the relation between nominal exchange rates and macroeconomic variables. Using a panel of 121 US macroeconomic time series, we estimate eight factors through principal component analysis. Those estimated… read more here.
Keywords: predictive power; exchange rates; exchange; factor ... See more keywords
Forecasting gold futures market volatility using macroeconomic variables in the United States
Sign Up to like & getrecommendations! Published in 2018 at "Economic Modelling"
DOI: 10.1016/j.econmod.2018.02.003
Abstract: The U.S. gold futures market has recently attracted significant attention and the gold volatility is closely linked to macroeconomics. As such, the question is how to analyze the impact of various macroeconomic variables on gold.… read more here.
Keywords: volatility; gold futures; gold; macroeconomic variables ... See more keywords
Do oil prices predict Indonesian macroeconomy?
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.08.008
Abstract: Abstract We examine, for the first time, whether oil price is a significant predictor of Indonesia’s 31 macroeconomic variables. Our analysis employs monthly time-series data over the period 1986 to 2018, and a recently advanced… read more here.
Keywords: oil price; macroeconomic variables; predict indonesian; oil ... See more keywords
Evaluating survey-based forecasts of interest rates and macroeconomic variables
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Economic Studies"
DOI: 10.1108/jes-05-2020-0237
Abstract: PurposeThis study examines the forecasting performance of the professional analysts participating in the Blue Chip Economic Indicators Survey using an alternative methodological research design.Design/methodology/approachThis work employs two methodologies, namely a panel specification, with the cross-section… read more here.
Keywords: macroeconomic variables; survey based; interest rates; survey ... See more keywords
The Determinants of Non-Performing Loans in the Indonesian Banking Industry: An Asymmetric Approach Before and During the Pandemic Crisis
Sign Up to like & getrecommendations! Published in 2022 at "SAGE Open"
DOI: 10.1177/21582440221102421
Abstract: The outbreak has created an unprecedented crisis that influences macroeconomic variables. These circumstances are predicted to be contagious for banking performance. To understand the related influences, this study attempts to examine the asymmetric relationship between… read more here.
Keywords: indonesian banking; performing loans; macroeconomic variables; non performing ... See more keywords
Effect of Macroeconomic Variables on Stock Market Performance of SAARC Countries
Sign Up to like & getrecommendations! Published in 2017 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2017.78.770.779
Abstract: Stock market is one of the most widely followed markets in the world with a horde of transactions facilitated every day. Thus, not surprisingly a plethora of research has been dedicated to understanding the nature… read more here.
Keywords: stock market; macroeconomic variables; stock; market performance ... See more keywords
Co-Movement between Macroeconomic Variables and Capital Flight
Sign Up to like & getrecommendations! Published in 2018 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2018.89.1185.1195
Abstract: This study investigates co-movement among macroeconomic variables and capital flight in Pakistan. The empirical estimation is based on time series data for a period of 30 years from 1983 to 2013. We collect data from… read more here.
Keywords: capital; movement; capital flight; variables capital ... See more keywords
Modeling the Impact of Political Risk Components on Major Macroeconomic Variables
Sign Up to like & getrecommendations! Published in 2019 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2019.99.1032.1042
Abstract: The risks of the political conditions prevailing in an economy are found to have a significant impact on its stock market. Such political risks can distort the entire economy. This study investigated the impact of… read more here.
Keywords: risk; major macroeconomic; risk components; political risk ... See more keywords
Governance and Accountability of Macroeconomic Variables in Indonesia, Malaysia, Thailand and India Using Three Models
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Communications and Networks"
DOI: 10.52391/jcn.v5i1.576
Abstract: Abstract Fluctuation in macroeconomics variables has given a difficulty to interested parties to implement good governance and appropriate accountability to accelerate sustainable development. This is a research to understand how to maintain stability of macroeconomic… read more here.
Keywords: macroeconomic variables; malaysia thailand; indonesia malaysia; india ... See more keywords