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729 Results

Anticipated Technology Shocks: A Re‐Evaluation Using Cointegrated Technologies

Staff Working Paper 2017-11 Joel Wagner
Two approaches have been taken in the literature to evaluate the relative importance of news shocks as a source of business cycle volatility. The first is an empirical approach that performs a structural vector autoregression to assess the relative importance of news shocks, while the second is a structural-model-based approach.
Content Type(s): Staff research, Staff working papers Research Topic(s): Business fluctuations and cycles, Productivity JEL Code(s): E, E3, E32

Trading on Long-term Information

Staff Working Paper 2020-20 Corey Garriott, Ryan Riordan
Investors who trade based on good research are said to be the backbone of stock markets: They conduct research to discover the value of stocks and, through their trading, guide financial prices to reflect true value. What can make their job difficult is that high-speed, short-term traders could use machine learning and other technologies to infer when informed investors are trading.

Identifying Asymmetric Comovements of International Stock Market Returns

Staff Working Paper 2010-21 Fuchun Li
Based on a new approach for measuring the comovements between stock market returns, we provide a nonparametric test for asymmetric comovements in the sense that stock market downturns will lead to stronger comovements than market upturns.

Macroeconomic Predictions Using Payments Data and Machine Learning

Staff Working Paper 2022-10 James Chapman, Ajit Desai
We demonstrate the usefulness of payment systems data and machine learning models for macroeconomic predictions and provide a set of econometric tools to overcome associated challenges.

The Term Structures of Loss and Gain Uncertainty

We investigate the uncertainty around stock returns at different investment horizons. Since a return is either a loss or a gain, we categorize return uncertainty into two components—loss uncertainty and gain uncertainty. We then use these components to evaluate investment.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Econometric and statistical methods JEL Code(s): G, G1, G12

Inventories, Markups, and Real Rigidities in Menu Cost Models

Staff Working Paper 2009-6 Oleksiy Kryvtsov, Virgiliu Midrigan
Real rigidities that limit the responsiveness of real marginal cost to output are a key ingredient of sticky price models necessary to account for the dynamics of output and inflation. We argue here, in the spirit of Bils and Kahn (2000), that the behavior of marginal cost over the cycle is directly related to that of inventories, data on which is readily available.

Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?

Staff Working Paper 2017-9 M. Akhtaruzzaman, Nathan Berg, Christopher Hajzler
Previously reported effects of institutional quality and political risks on foreign direct investment (FDI) are mixed and, therefore, difficult to interpret. We present empirical evidence suggesting a relatively clear, statistically robust, and intuitive characterization.
Content Type(s): Staff research, Staff working papers Research Topic(s): Development economics, International financial markets JEL Code(s): D, D2, D23, F, F2, F21, F23
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