Macro perspectives and debates

Tag: Time-varying

Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions

NEW WORKING PAPER: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end,…

Post date December 17, 2022
Post categories In Working Paper
Tags Hidden Asymmetries, MATLAB Code, Nonlinear Dynamics, Oil market, QARDL, Quantile Regressions, Time-varying, US-China Political Relation
1 Comment on Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions

How to test fiscal sustainability in OECD countries?

NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to 2017, we…

Post date November 4, 2022
Post categories In Codes and Datasets, Research Article
Tags Applied Economics Letters, Fiscal Sustainability, Fourier Dickey-Fuller unit root test, Nonlinear Dynamics, OECD, STATA Code, Threshold, Time-varying

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Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions

How to test fiscal sustainability in OECD countries?

The Effect of Corruption on Foreign Direct Investment at the Regional Level: A Positive or Negative Relationship?

Starting with GDELT data

The Performance of Emerging Markets During The Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis

Montesquieu may be wrong… [UPDATED VERSION, April 2024]

Timelines, they are so important