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 ...
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 ...
Barry, Frank(University College Dublin. School of Economics, 1992-05)
Internal and external balance are the twins goals of traditional Keynesian macroeconomic policy. New classical economists question whether either of these are related to welfare, since employment fluctuations may be ...
Bredin, Donal; Hyde, Stuart(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) ...
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 ...
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 ...
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. ...
Kelly, Morgan(Economic and Social Research Institute, 2007)
Looking at house price cycles across the OECD since 1970, we find a strong relationship between the size of the initial rise in price and its subsequent fall. Were this relationship to hold for Ireland, it would predict ...