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Macroeconomics: Consumption, Saving, Production, Employment, and Investment x Econometric Modelling x clear all

Classical Theory of Investment: Panel Cointegration Evidence From 13 EU Countries

Constantinos Alexiou, Persefoni Tsaliki and Lefteris Tsoulfidis.

in Contributions to Political Economy

June 2016; p ublished online July 2016 .

Journal Article. Subjects: Economic Methodology; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Econometric Modelling. 7076 words.

In the realm of macroeconomic theory, it is well established that investment decisions play an instrumental role in the determination of the level of output and employment; nevertheless,...

Discrete-Time Affine Term Structure Models with Generalized Market Prices of Risk

Anh Le, Kenneth J. Singleton and Qiang Dai.

in The Review of Financial Studies

May 2010; p ublished online March 2010 .

Journal Article. Subjects: Economics; Econometric Modelling; General Aggregative Models; Macroeconomics: Consumption, Saving, Production, Employment, and Investment. 18223 words.

This article develops a rich class of discrete-time, nonlinear dynamic term structure models (DTSMs). Under the risk-neutral measure, the distribution of the state vector X null...

Estimation and Forecasting in Models with Multiple Breaks

Gary Koop and Simon M. Potter.

in The Review of Economic Studies

July 2007; p ublished online July 2007 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Prices, Business Fluctuations, and Cycles; Econometric Modelling. 12102 words.

This paper develops a new approach to change-point modelling that allows the number of change-points in the observed sample to be unknown. The model we develop assumes that regime durations...

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Financial Inclusion, Productivity Shocks, and Consumption Volatility in Emerging Economies

Rudrani Bhattacharya and Ila Patnaik.

in The World Bank Economic Review

January 2016; p ublished online June 2015 .

Journal Article. Subjects: Econometric Modelling; General Aggregative Models; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Prices, Business Fluctuations, and Cycles. 10655 words.

How does access to finance impact consumption volatility? Theory and evidence from advanced economies suggests that greater household access to finance smooths consumption. Evidence from...

Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson

Katarina Juselius.

in Cambridge Journal of Economics

March 2011; p ublished online August 2010 .

Journal Article. Subjects: General Aggregative Models; General Economics; Economic Methodology; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Macroeconomics and Monetary Economics; Multiple or Simultaneous Equation Models; Multiple Variables; Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook; Econometric Modelling. 6903 words.

The present financial and economic crisis has revealed a systemic failure of academic economics and emphasised the need to re-think how to model economic phenomena. Tony Lawson seems...

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Unemployment Revisited: Empirical Evidence from 20 OECD Countries

Constantinos Alexiou and Persefoni Tsaliki.

in Contributions to Political Economy

June 2009; p ublished online March 2009 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; General Aggregative Models; Econometric Modelling. 4499 words.

The undertaken paper attempts to gain further insight into a string of factors thought to condition unemployment. By exposing the theoretical arguments of the Keynesian Neoclassical and...