Economic policy uncertainty and firm performance

U Iqbal, C Gan, M Nadeem - Applied Economics Letters, 2020 - Taylor & Francis
This study examines the relationship between economic policy uncertainty (EPU) and firm
performance of the US-listed non-financial firms. Using four proxies of firm performance such …

Risk, uncertainty, and leverage

K Istiak, A Serletis - Economic modelling, 2020 - Elsevier
Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic,
precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty …

Divisia monetary aggregates, the great ratios, and classical money demand functions

A Serletis, P Gogas - Journal of Money, Credit and Banking, 2014 - Wiley Online Library
King et al.() evaluate the empirical relevance of a class of real business cycle models with
permanent productivity shocks by analyzing the stochastic trend properties of postwar US …

International monetary policy spillovers

D Nsafoah, A Serletis - Open Economies Review, 2019 - Springer
This paper explores for spillovers from monetary policy in the United States to a number of
advanced countries, namely Canada, Denmark, the Eurozone, Japan, Sweden, Switzerland …

What does money and credit tell us about real activity in the United States?

B Albuquerque, U Baumann, F Seitz - The North American Journal of …, 2016 - Elsevier
We analyse the forecasting power of different monetary aggregates and credit variables for
US GDP. Special attention is paid to the influence of the recent financial market crisis. For …

The nature of shadow bank leverage shocks on the macroeconomy

K Istiak - The North American Journal of Economics and Finance, 2019 - Elsevier
Recently a group of non-bank financial institutions, known as the shadow banks, has
developed beside the traditional commercial banking sector in the US. Based on the …

[PDF][PDF] Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach

P Gogas, T Papadimitriou, E Takli - Economics …, 2013 - centerforfinancialstability.org
In this study we compare the forecasting ability of the simple sum and Divisia monetary
aggregates with respect to US gross domestic product. We use two alternative Divisia …

A note on leverage and the macroeconomy

K Istiak, A Serletis - Macroeconomic Dynamics, 2016 - cambridge.org
In this paper we investigate the relationship between leverage and the level of economic
activity in the United States, using quarterly data over the period 1951–2012. We address …

Money neutrality, monetary aggregates and machine learning

P Gogas, T Papadimitriou, E Sofianos - Algorithms, 2019 - mdpi.com
The issue of whether or not money affects real economic activity (money neutrality) has
attracted significant empirical attention over the last five decades. If money is neutral even in …

The impact of commercial sweeping on the demand for monetary assets during the great recession

AR Fleissig, BE Jones - Journal of Macroeconomics, 2015 - Elsevier
This study investigates how accounting for commercial sweeping affects estimates of
elasticities of substitution between monetary assets over the period 1991 to 2012 using a …