A5039042419- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Energy, Environment, Economic Growth
- Housing Market and Economics
- Global Financial Crisis and Policies
- Complex Systems and Time Series Analysis
- Economic theories and models
- Economic Theory and Policy
- Fiscal Policy and Economic Growth
- Fiscal Policies and Political Economy
- Energy, Environment, and Transportation Policies
- Corporate Finance and Governance
- Stock Market Forecasting Methods
- Economic Growth and Productivity
- Global trade and economics
- Natural Resources and Economic Development
- Financial Literacy, Pension, Retirement Analysis
- Global Energy and Sustainability Research
- Stochastic processes and financial applications
- Economic Policies and Impacts
- Global Energy Security and Policy
- Economic, financial, and policy analysis
- Financial Reporting and Valuation Research
University of Nebraska at Omaha
2015-2024
éklore-ed School of Management
2021
University of Pretoria
2017-2021
University of Ibadan
2021
Loughborough University
2014-2020
College of Business Administration
2019
Wellington Institute of Technology
2017-2018
Victoria University of Wellington
2017-2018
University of Thessaly
2017-2018
UCLouvain Saint-Louis Brussels
2005
We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The comprises 25 commodities provides historical perspective, spanning seventeenth twenty-first centuries. New tests for trend function, robust order integration series, are applied data. Results show that eleven price series present significant downward over all or some fraction sample period. In very long run, secular, deteriorating is relevant phenomenon...
This article surveys recent research on the usefulness of term spread (i.e., difference between yields long-term and short-term Treasury securities) for predicting changes in economic activity.
Abstract. An estimator of the difference parameter in a class long‐memory time series models is examined. It shown that, particular circumstances, can be badly biased, and tests based on it consequently seriously misleading. The source this bias identified, that its magnitude readily predicted through straightforward analytical arguments.
In this article we examine the structural stability of predictive regression models U.S. quarterly aggregate real stock returns over postwar era. We consider regressions S&P 500 and CRSP equal-weighted based on eight financial variables that display ability in extant literature. test for using popular Andrews SupF statistic Bai subsample procedure conjunction with Hansen heteroskedastic fixed-regressor bootstrap. also recently developed methodologies Elliott Müller, Perron. find strong...
In this paper, we use the Bai and Perron (1998, 2001, 2003) methodology to test for multiple structural breaks in mean real interest rate 13 industrialized countries. We find extensive evidence of all an attempt explain international rates, also inflation Once again, Interestingly, rates often coincide, with increases (decreases) as move from one regime next typically associated decreases (increases) rate.