Macroeconomics studies an overall economy or market system, its behaviors, the factors that drive it, and how to improve its performance.

The hypothesis that consumers use a two-stage procedure to maximize a utility function in which food items are strongly separable from non-food items is combined with prior information about food ...

Following the emergence of money velocity accelerators (CDOs and CPDOs), we have been insisting ad nauseam about the importance of credit as a macroeconomic variable, as in the spirit of the Financial ...

Seeking Alpha article used statistical approach to estimate S&P 500 P/E market multiple based on macroeconomic variables. Treasury yield and federal spending to GDP ratio are significant variables ...

Our goal is to produce theoretical research related to econometric methods and models relevant to finance and macroeconomics, and to employ the results of this research in empirical applications in ...

In this paper the author attempts, as far as possible, to explain the subjective variable "life satisfaction" by the objective variable "income". The reason for this is that the effect of the ...

How well stress tests measure a bank’s ability to survive adverse conditions depends on the statistical modeling approach used. Banks can access data on loan characteristics to precisely estimate ...

This paper demonstrates state-of-the-art text sentiment analysis tools while developing a new time-series measure of economic sentiment derived from economic and financial newspaper articles from ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Based on VAR analyses across 26 countries, we show that, although foreign exchange intervention (FXI) is effective in ...