Agricultural commodity price volatility: an overview

M Huchet-Bourdon - 2011 - oecd-ilibrary.org
Recent years have witnessed a sharp increase in many commodity prices. This report
examines the question of whether commodity price volatility has materially changed with the …

Inflation and the fiscal limit

T Davig, EM Leeper, TB Walker - European Economic Review, 2011 - Elsevier
We use a rational expectations framework to assess the implications of rising debt in an
environment with a “fiscal limit”. The fiscal limit is defined as the point where the government …

The asset-pricing implications of government economic policy uncertainty

J Brogaard, A Detzel - Management science, 2015 - pubsonline.informs.org
Using the news-based measure of Baker et al.[Baker SR, Bloom N, Davis SJ (2013)
Measuring economic policy uncertainty. Working paper, Stanford University, Stanford, CA] to …

Economic policy uncertainty and corporate investment: Evidence from China

Y Wang, CR Chen, YS Huang - Pacific-Basin Finance Journal, 2014 - Elsevier
This paper studies how economic policy uncertainty influences corporate investment for
Chinese listed companies. We show that when the degree of economic policy uncertainty is …

Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

N Antonakakis, I Chatziantoniou, G Filis - Economics Letters, 2013 - Elsevier
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty -
ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Search …

Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis

B Pirgaip, B Dinçergök - Environmental Science and Pollution Research, 2020 - Springer
We investigate the causal relationship between economic policy uncertainty (EPU) and
energy consumption and carbon (CO 2) emissions in G7 countries. We employ a bootstrap …

Political instability and economic growth

A Alesina, S Özler, N Roubini, P Swagel - Journal of Economic growth, 1996 - Springer
This paper investigates the relationship between political instability and per capita GDP
growth in a sample of 113 countries for the period 1950 through 1982. We define political …

Trade and investment under policy uncertainty: theory and firm evidence

K Handley, N Limao - American Economic Journal: Economic Policy, 2015 - aeaweb.org
In a dynamic model with sunk export costs, a firm's export investment is lower under trade
policy uncertainty, and credible preferential trade agreements (PTAs) increase trade even if …

The impact of UN and US economic sanctions on GDP growth

M Neuenkirch, F Neumeier - European Journal of Political Economy, 2015 - Elsevier
In this paper, we empirically assess how economic sanctions imposed by the United Nations
and the United States affect the target states' GDP growth. Our sample includes 160 …

Cross-country evidence on the link between volatility and growth

G Ramey, VA Ramey - 1994 - nber.org
This paper presents empirical evidence against the standard dichotomy in macroeconomics
that separates growth from the volatility of economic fluctuations. In a sample of 92 countries …