Economic policy uncertainty and firm performance
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
activity in the United States, using quarterly data over the period 1951–2012. We address …
Money neutrality, monetary aggregates and machine learning
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 …
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 …
elasticities of substitution between monetary assets over the period 1991 to 2012 using a …