| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
36 |
| Are BRICS Exchange Rates Chaotic? |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
140 |
| Asymmetric Fiscal Policy Shocks |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
76 |
| Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia |
0 |
0 |
6 |
11 |
2 |
4 |
22 |
43 |
| Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate |
0 |
0 |
0 |
398 |
0 |
0 |
2 |
905 |
| Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
87 |
| Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach |
0 |
0 |
0 |
9 |
1 |
1 |
7 |
160 |
| Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
100 |
| Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies |
0 |
0 |
0 |
22 |
0 |
2 |
7 |
93 |
| Fiscal shocks and asymmetric effects: a comparative analysis |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
71 |
| Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? |
0 |
0 |
0 |
61 |
1 |
1 |
4 |
140 |
| Forecasting daily and monthly exchange rates with machine learning techniques |
0 |
0 |
0 |
308 |
1 |
2 |
6 |
799 |
| Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
6 |
| Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
166 |
| Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
211 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
151 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
121 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
76 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
250 |
| Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
180 |
| Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data |
0 |
0 |
0 |
37 |
0 |
0 |
7 |
115 |
| Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 |
0 |
0 |
0 |
17 |
0 |
3 |
8 |
29 |
| Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
70 |
| Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks |
0 |
0 |
5 |
5 |
0 |
4 |
16 |
16 |
| Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
67 |
| Market Sentiment and Exchange Rate Directional Forecasting |
0 |
1 |
1 |
80 |
0 |
3 |
4 |
218 |
| Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks |
0 |
0 |
0 |
7 |
2 |
3 |
11 |
19 |
| Persistence of Economic Uncertainty: A Comprehensive Analysis |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
100 |
| Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
57 |
| Public Debt and Private Consumption in OECD countries |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
164 |
| Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
61 |
| The Depreciation of the Pound Post-Brexit: Could it have been Predicted? |
0 |
0 |
0 |
87 |
0 |
2 |
8 |
294 |
| The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
56 |
| The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
119 |
| The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
104 |
| The Term Premium as a Leading Macroeconomic Indicator |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
137 |
| Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data |
0 |
0 |
0 |
82 |
0 |
1 |
2 |
153 |
| US Inflation Dynamics on Long Range Data |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
58 |
| US inflation dynamics on long range data |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
76 |
| Total Working Papers |
0 |
1 |
14 |
2,097 |
10 |
32 |
137 |
5,724 |
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