Dispersion in macroeconomic volatility between the core and periphery of the international trade network
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2018.01.019
Abstract: At the country level, macroeconomic volatility tends to correlate with trade openness although the direction of correlation is not stable across samples. Here I consider trade networks as sum of all pairwise trade linkages to… read more here.
Keywords: trade network; volatility; macroeconomic volatility; trade ... See more keywords
UK macroeconomic volatility: Historical evidence over seven centuries
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Policy Modeling"
DOI: 10.1016/j.jpolmod.2018.04.002
Abstract: Breaking ground from all previous studies, we estimate a time-varying Vector Autoregression model that examines the time-period 1270–2016 — the entire economic history of the U.K. Focusing on permanent and transitory shocks in the economy,… read more here.
Keywords: volatility; macroeconomic volatility; time; historical evidence ... See more keywords
Asymmetric macroeconomic volatility in European regions
Sign Up to like & getrecommendations! Published in 2017 at "Spatial Economic Analysis"
DOI: 10.1080/17421772.2017.1276300
Abstract: ABSTRACT Asymmetric macroeconomic volatility in European regions. Spatial Economic Analysis. This paper investigates, on the basis of a theoretical spatial model, the determinants of macroeconomic volatility of per capita gross domestic product (GDP) in a… read more here.
Keywords: volatility; macroeconomic volatility; european regions; asymmetric macroeconomic ... See more keywords