scholarly journals Liquidity Traps, Prudential Policies, and International Spillovers

2021 ◽  
Author(s):  
Javier Bianchi ◽  
Louphou Coulibaly
Keyword(s):  
International Spillovers

scholarly journals Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers

Energies ◽  
2021 ◽  
Vol 14 (14) ◽  
pp. 4173
Author(s):  
Rangan Gupta ◽  
Christian Pierdzioch
Keyword(s):  
Crude Oil ◽  
Predictive Value ◽  
Realized Variance ◽  
International Spillovers ◽  
Forecasting Models ◽  
West Texas ◽  
Out Of Sample ◽  
One Year ◽  
Lasso Estimator

We use a dataset for the group of G7 countries and China to study the out-of-sample predictive value of uncertainty and its international spillovers for the realized variance of crude oil (West Texas Intermediate and Brent) over the sample period from 1996Q1 to 2020Q4. Using the Lasso estimator, we found evidence that uncertainty and international spillovers had predictive value for the realized variance at intermediate (two quarters) and long (one year) forecasting horizons in several of the forecasting models that we studied. This result holds also for upside (good) and downside (bad) variance, and irrespective of whether we used a recursive or a rolling estimation window. Our results have important implications for investors and policymakers.

scholarly journals China's Economic Growth: International Spillovers

2011 ◽  
Vol 19 (5) ◽  
pp. 31-46 ◽  
Author(s):  
Vivek Arora ◽  
Athanasios Vamvakidis
Keyword(s):  
Economic Growth ◽  
International Spillovers

Globalization, International Spillovers and Sectoral Changes

2018 ◽  
Author(s):  
Charlie Karlsson ◽  
Andreas Cornett ◽  
Tina Wallin
Keyword(s):  
International Spillovers
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