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Uncertainty plays an important role in the global economy. In this paper, the economic policy uncertainty (EPU) indices of the United States and China are selected as the proxy variable corresponding to the uncertainty of national economic…

Statistical Finance · Quantitative Finance 2020-07-28 Peng-Fei Dai , Xiong Xiong , Wei-Xing Zhou

GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990-2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of…

Physics and Society · Physics 2010-03-16 Mircea Gligor , Marcel Ausloos

Based on the quarterly data from 26 advanced economies (AEs) and 18 emerging market economies (EMs) over the past two decades, this paper estimates the short- and medium-term impacts of financial cycles on the duration and amplitude of…

General Economics · Economics 2024-04-29 Tianbao Zhou , Zhixin Liu , Yingying Xu

We introduce EA-MD-QD, a new publicly available dataset comprising 1136 macroeconomic time series for the euro area (EA) and its ten largest member countries observed at monthly or quarterly frequency. Since January 2024, EA-MD-QD has been…

Econometrics · Economics 2025-11-21 Matteo Barigozzi , Claudio Lissona , Lorenzo Tonni

This paper examines the impact of financial risks on economic growth in the first 15 Member States of the European Union, considering 1995-2014 period and aims to lay down a new explanatory model of economic growth, based mainly on the…

General Finance · Quantitative Finance 2020-08-06 Ionut Jianu , Laura-Madalina Pirscoveanu , Maria-Daniela Tudorache

We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2019. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate…

General Finance · Quantitative Finance 2022-02-23 Piergiorgio Alessandri , Haroon Mumtaz

In this research paper, I have applied various econometric time series and two machine learning models to forecast the daily data on the yield spread. First, I decomposed the yield curve into its principal components, then simulated various…

Statistical Finance · Quantitative Finance 2020-09-14 Sudiksha Joshi

Do labor market policies initiated in periods of loose monetary policy yield different outcomes from those introduced when monetary tightening prevails? Using data from 11 euro-area members up to 2010 -- and extending to 17 countries up to…

General Economics · Economics 2024-10-17 Povilas Lastauskas , Julius Stakėnas

In many European countries the growth of the real GDP per capita has been linear since 1950. An explanation for this linearity is still missing. We propose that in artificial intelligence we may find models for a linear growth of…

General Finance · Quantitative Finance 2015-08-19 Jörg D. Becker

An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships…

General Finance · Quantitative Finance 2011-03-01 Oleg Kitov , Ivan Kitov

Most representative decision tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession detection. A…

Machine Learning · Statistics 2022-03-15 Pedro Cadahia Delgado , Emilio Congregado , Antonio A. Golpe , José Carlos Vides

This paper investigates the time-varying impacts of international macroeconomic uncertainty shocks. We use a global vector autoregressive specification with drifting coefficients and factor stochastic volatility in the errors to model six…

Econometrics · Economics 2019-12-18 Michael Pfarrhofer

For environmental problems such as global warming future costs must be balanced against present costs. This is traditionally done using an exponential function with a constant discount rate, which reduces the present value of future costs.…

Statistical Finance · Quantitative Finance 2013-11-19 Jaume Masoliver , Miquel Montero , Josep Perelló , John Geanakoplos , J. Doyne Farmer

Taking the European Central Bank unconventional policies as a reference, we suggest a class of Multiplicative Error Models (MEM) taylored to analyze the impact such policies have on stock market volatility. The new set of models, called MEM…

Statistical Finance · Quantitative Finance 2021-03-26 Demetrio Lacava , Giampiero M. Gallo , Edoardo Otranto

The Nelson-Siegel model is widely used in fixed income markets to produce yield curve dynamics. The multiple time-dependent parameter model conveniently addresses the level, slope, and curvature dynamics of the yield curves. In this study,…

Statistical Finance · Quantitative Finance 2026-04-15 Peilun He , Gareth W. Peters , Nino Kordzakhia , Pavel V. Shevchenko

This study investigates the long-term effects of temperature variations on economic growth using a data-driven approach. Leveraging machine learning techniques, we analyze global land surface temperature data from Berkeley Earth and…

General Economics · Economics 2023-08-15 Eugene Kharitonov , Oksana Zakharchuk , Lin Mei

In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and large fluctuations of inflation and unemployment, we…

Statistical Finance · Quantitative Finance 2021-02-03 Z. Koohi Lai , A. Namaki , A. Hosseiny , G. R. Jafari , M. Ausloos

A linear and lagged relationship between inflation, unemployment and labor force change rate, p(t)=A0UE(t-t0)+A1dLF(t-t1)/LF(t-t1)+ A2, where A0, A1, and A2 are empirical country-specific coefficients, was found for developed economies. The…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. Kitov , Svetlana A. Dolinskaya

We present a quantitative characterisation of the fluctuations of the annualized growth rate of the real US GDP per capita growth at many scales, using a wavelet transform analysis of two data sets, quarterly data from 1947 to 2015 and…

General Finance · Quantitative Finance 2016-07-15 Sandro Lera , Didier Sornette

The aim here is to address the origins of sustainability for the real growth rate in the United States. For over a century of observations on the real GDP per capita of the United States a sustainable two percent growth rate has been…

General Finance · Quantitative Finance 2016-08-08 Ali Hosseiny
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