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(University College Dublin. School of Business. Centre for Financial Markets, 2004-02)We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
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Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries (University College Dublin. School of Business. Centre for Financial Markets, 2007-03)We use a very general bivariate GARCH-M model and quarterly data for five Asian countries to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth. Our evidence supports a number ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005)We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to test for the impact of real (output growth) and nominal (inflation) macroeconomic uncertainty on inflation and output growth. ...
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(Queen’s University. Department of Economics, 1991)In this paper we consider Anonymous Sequential Games with Aggregate Uncertainty. We prove existence of equilibrium when there is a general state space representing aggregate uncertainty. when the economy is stationary and ...
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(Université Catholique de Louvain. Center for Operations Research and Economics, 1990)
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(University College Dublin. School of Economics, 1989-04)
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(Queen’s University. Department of Economics, 1989)This paper extends the results of Jovanovic and Rosenthal (1988) on the existence of equilibrium in anonymous sequential games. They prove existence in the case where the aggregate distribution of agents' characteristics ...
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(University College Dublin. School of Economics, 1986)
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(University College Dublin. School of Economics, 2002-02)This paper examines how time to build alters strategic investment behaviour under oligopoly. Facing demand uncertainty, firms decide whether to invest early or wait until uncertainty has been resolved. A game that captures ...
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(Economic and Social Research Institute, 2005-10)Three distinct strands can be identified in the literature on seasonality. Economists have long been interested in removing high-frequency "noise" from individual economic time series, or "deseasonalizing the data" in ...