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Browsing School of Business by Subject "Macroeconomics"
Now showing items 1-4 of 4
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-03)We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition regression (STR) ...
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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, 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. ...
Now showing items 1-4 of 4