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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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(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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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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(Queen’s University. Department of Economics, 2006-03)We study the dynamics of an industry subject to aggregate demand shocks where the productivity of a firm’s technology evolves stochastically over time. Each period, each firm, given the aggregate demand shock, the productivity ...
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(Université Catholique de Louvain. Center for Operations Research and Economics, 1990)
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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, 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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(2010-04)The COST-731 action is focused on uncertainty propagation in hydro-meteorological forecasting chains. Goals and activities of the action Working Group 2 are presented. Five foci for discussion and research have been ...
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(IEEE, 2010-07)Long-term power system planning is beset by a trade-off between detail and scope: The chosen approach usually lies somewhere between modeling a great many generation portfolios coarsely and very few in a more detailed ...
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(Elsevier, 2010-05)Quantifying uncertainty in flood forecasting is a difficult task, given the multiple and strongly nonlinear model components involved in such a system. Much effort has been and is being invested in the quest of dealing ...