Bibliografie tematiche / Growth Rates Volatility

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Letteratura scientifica selezionata sul tema "Growth Rates Volatility"

Autore: Grafiati

Pubblicato: 28 ottobre 2022

Ultima modifica: 31 luglio 2025

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Articoli di riviste sul tema "Growth Rates Volatility"

Arvian Rifki Santosa. "ANALISIS HUBUNGAN VOLATILITAS SAHAM BUKA, BRIS, KAEF, HMSP LQ45 DAN INDIKATOR PERTUMBUHAN EKONOMI NASIONAL." Jurnal Ekonomi, Bisnis dan Pendidikan 4, no. 12 (2024): 2. https://doi.org/10.17977/um066v4i122024p2.

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Penelitian ini bertujuan untuk menganalisis hubungan antara volatilitas sahamperusahaan dalam indeks LQ45 (BUKA, BRIS, KAEF, HMSP) dan indikatorpertumbuhan ekonomi nasional, seperti PDB, inflasi, suku bunga, dan nilaitukar Rupiah. Dengan menggunakan pendekatan kuantitatif dan datasekunder periode 2016–2023, penelitian ini mengevaluasi pengaruh dinamikapasar modal terhadap stabilitas ekonomi domestik. Hasil penelitianmenunjukkan bahwa saham-saham ini memiliki karakteristik volatilitas yangberbeda. Saham BRIS menunjukkan volatilitas tertinggi, sedangkan sahamBUKA memiliki volatilitas paling rend

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Canning, D., L. A. N. Amaral, Y. Lee, M. Meyer, and H. E. Stanley. "Scaling the volatility of GDP growth rates." Economics Letters 60, no. 3 (1998): 335–41. http://dx.doi.org/10.1016/s0165-1765(98)00121-9.

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Choi, Bo-Bin. "An Empirical Analysis of the Impact of Manufacturing and Construction Growth Volatility on Trade Growth Volatility: The GARCH-X Model Approach." Korea Association for International Commerce and Information 27, no. 2 (2025): 91–109. https://doi.org/10.15798/kaici.2025.27.2.91.

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This study empirically analyzes the impact of real-sector growth—specifically in manufacturing and construction—on the volatility of South Korea’s export and import growth rates using the GARCH-X model. Based on monthly data from January 1998 to June 2025, the time series was constructed with the volatility of export and import growth rates as the dependent variable, and the growth rates of manufacturing and construction as exogenous variables. The results showed that manufacturing growth significantly increases the volatility of trade growth rates. In contrast, it turned out that construction

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GNANGNON, Sèna Kimm. "Development Aid, Economic Growth Volatility and Poverty Volatility in Developing Countries." Global Business & Economics Anthology Volume II, December 2021 (2021): 1–15. http://dx.doi.org/10.47341/21121.

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This article has analysed the effect of development aid flows on poverty volatility in developing countries, including through the economic growth volatility channel. Using a sample of 106 countries over the period 1980-2017, and the two-step system Generalized Methods of Moment (GMM) technique, the analysis has shown that development aid flows dampen the positive poverty volatility effect of economic growth volatility: the magnitude of the negative effect of development aid on poverty volatility rises as the degree of economic growth volatility increases. Additionally, development aid exerts

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Khil, Jaeuk, Song Hee Kim, and Eun Jung Lee. "The Determinants of Idiosyncratic Volatility." Journal of Derivatives and Quantitative Studies 25, no. 4 (2017): 509–45. http://dx.doi.org/10.1108/jdqs-04-2017-b0002.

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We investigate the cross-sectional and time-series determinants of idiosyncratic volatility in the Korean market. In particular, we focus on the empirical relation between firms’ asset growth rate and idiosyncratic stock return volatility. We find that, in the cross-section, companies with high idiosyncratic volatility tend to be small and highly leveraged, have high variance of ROE and Market to Book ratio, high turnover rate, and pay no dividends. Furthermore, firms with extreme (either high positive or negative) asset growth rates have high idiosyncratic return volatility than firms with mo

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Ismail Abiodun Taiwo, Latifat Amoke Jayeola, and Adewale Samson Adefokun. "Impact of oil price volatility on economic growth in united states: an ordinary least square analysis." International Journal of Science and Research Archive 13, no. 1 (2024): 477–85. http://dx.doi.org/10.30574/ijsra.2024.13.1.1676.

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This study investigates the impact of oil price volatility on economic growth in the United States, while also considering the roles of unemployment rates, interest rates, and inflation. Using a comprehensive dataset and employing various statistical techniques, including summary statistics, correlation analysis, and regression modeling, the study aims to elucidate the relationships between these macroeconomic variables and economic growth. The summary statistics reveal significant variability in oil price volatility, unemployment rates, interest rates, and inflation, all of which influence th

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Bartak, Jakub, Łukasz Jabłoński, and Agnieszka Jastrzębska. "Examining GDP Growth and Its Volatility: An Episodic Approach." Entropy 23, no. 7 (2021): 890. http://dx.doi.org/10.3390/e23070890.

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In this paper, we study economic growth and its volatility from an episodic perspective. We first demonstrate the ability of the genetic algorithm to detect shifts in the volatility and levels of a given time series. Having shown that it works well, we then use it to detect structural breaks that segment the GDP per capita time series into episodes characterized by different means and volatility of growth rates. We further investigate whether a volatile economy is likely to grow more slowly and analyze the determinants of high/low growth with high/low volatility patterns. The main results indi

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Ehigiamusoe, Kizito, and Hooi Lean. "Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region." Economies 7, no. 1 (2019): 23. http://dx.doi.org/10.3390/economies7010023.

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This study examines the moderating effects of the real exchange rate and its volatility on the finance-growth nexus in the West African region. It also determines the marginal effects of financial development on economic growth at various levels of the real exchange rates and its volatility. The findings show that financial development has a long-term positive impact on economic growth, but this impact is weakened by real exchange rate and its volatility. The marginal effects of financial development on economic growth vary with the levels of the real exchange rate and its volatility. The high

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Maji, Ibrahim Kabiru, and Yusha’u Rabi’u Danjuma. "IMPACT OF OIL PRICE VOLATILITY AND TRADE OPENNESS ON A GROWING ECONOMY." GUSAU JOURNAL OF ECONOMICS AND DEVELOPMENT STUDIES 4, no. 1 (2023): 98–108. http://dx.doi.org/10.57233/gujeds.v4i1.7.

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This study investigates the interplay between oil price volatility, economic growth, and openness using data spanning from 1980 to 2020. Bound cointegration and regression methods were employed to analyze both short and long-term effects. The results indicate that in the short run, oil price volatility negatively impacts economic growth. However, as the economy becomes more resilient over time, oil price volatility begins to have a positive effect on economic growth in the long run. Additionally, trade openness is found to have a positive and significant impact on economic growth in the short

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Adams, Andrew, Seth Armitage, and Adrian FitzGerald. "An analysis of stock market volatility." Annals of Actuarial Science 6, no. 1 (2011): 153–70. http://dx.doi.org/10.1017/s1748499511000339.

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AbstractThis paper provides a user-friendly approach to explain how variation in fundamental price-determining variables ‘translates into’ variation in the fundamental value of equities, based on the standard dividend-growth model. The analysis is illustrated with UK data using estimates of real interest rate forecasts and real dividend growth rate forecasts in the past. An important application of this approach is that stock market volatility can be analysed in terms of its component parts. Actual market volatility does not appear to be excessive when compared with the notional volatility imp

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Più fonti

Tesi sul tema "Growth Rates Volatility"

Khait, Maria. "Forecasting future economic growth : the term structure of interest rates, volatility and inflation as leading indicators." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/72860.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2012.<br>Cataloged from PDF version of thesis..<br>Includes bibliographical references (p. 51-52).<br>The broad literature documents the empirical regularity that slope of the term structure of interest rates is a reliable predictor of future real economic activity. Steeper slopes presage increasing growth, and downward sloping term structures presage declining growth or even recession. Some instances of slope's misleading signals were recorded in 2006 (the term structure was flat, indicating decline in economic

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Diallo, Ibrahima Amadou. "Exchange rates policy and productivity." Thesis, Clermont-Ferrand 1, 2013. http://www.theses.fr/2013CLF10405/document.

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Cette thèse étudie comment le taux de change effectif réel (TCER) et ses mesures associées (volatilité du TCER et désalignement du TCER) affectent la croissance de la productivité totale des facteurs (CPTF). Elle analyse également les canaux par lesquels le TCER et ses mesures associées agissent sur la productivité totale des facteurs (PTF). La première partie étudie comment le TCER lui-Même, d'une part, et la volatilité du TCER, d'autre part, influencent la productivité. Une analyse du lien entre le niveau du TCER et la PTF dans le chapitre 1 indique qu'une appréciation de taux de change caus

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Fontanelli, Luca. "Essais sur la dynamique industrielle et le commerce international." Thesis, Université Côte d'Azur, 2022. http://theses.univ-cotedazur.fr/2022COAZ0027.

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Cette thèse présente de nouveaux résultats théoriques et empiriques sur les propriétés de la dynamique des entreprises, de l'industrie et du commerce international, et vise à répondre à une série de questions de recherche liées à l'explication de l'hétérogénéité des entreprises dans le contexte de l'apprentissage et de la sélection imparfaite des entreprises.Premièrement, nous proposons une enquête de la littérature sur les mécanismes de sélection de marchés. Nous regroupons les travaux de recherche sur ce thème en trois paradigmes théoriques, que nous concilions en termes de lois de sélection

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Olofsson, Martin. "Does lower exchange rate volatility influence economic growth? : A study about the relationship between exchange rate volatility and economic growth." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-43976.

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Introduction – The introduction gives background to exchange rate volatility and the negative effects on economic growth that emerges when the exchange rate volatility is high. Exchange rate volatility can affect economic growth in different ways such as establishing trade barriers or investment uncertainty. Previous studies have become quite outdated and the studies that have focused around the EMU have only compared smaller economies, hence this paper investigates the topic for developed economies and with new up-to-date data. The paper also examines two different types of exchange rate vol

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Gianmoena, Lisa. "Spatial dynamics and growth rate volatility of European regions." Thesis, IMT Alti Studi Lucca, 2014. http://e-theses.imtlucca.it/149/1/Gianmoenia_phdthesis.pdf.

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Chapter 1: is the reproduction, with some extensions, of the paper The Determinants of Growth Rate Volatility in European Regions. It is a joint work with Angela Parenti (IMTLucca, Italy) and Prof. Davide Fiaschi (University of Pisa, Italy). This paper investigates the determinants of growth rate volatility (GRV) of per capita GDP in a sample of 257 NUTS-2 European regions in the period 1992 − 2008. An exploratory analysis shows a downward trend of GRV during the whole period, with the presence of three peaks in the cross section distribution in every year. Moran scatter plot highligh

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Wan, Simon Shui-Ming. "Real exchange rate volatility in the long-run growth process." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:9115f1f1-656c-4d3b-9147-4d061d30859d.

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The objective of this thesis is to examine real exchange rate volatility, with a particular focus on investigating the causes of exchange rate jumps. While the predominant approach in the literature is to examine the interaction between nominal rigidities and nominal shocks, this thesis examines the volatility that arises from real rigidities and shocks. Trying to better understand the transmission of real shocks to the exchange rate is a worthwhile task, given the substantial evidence that these shocks and rigidities are important for explaining other economic fluctuations. This thesis develo

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Mpofu, Trust Reason. "Exchange rate volatility, employment and macroeconomic dynamics in South Africa." Doctoral thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/16599.

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Includes bibliographical references<br>This thesis focuses on the effects and causes of exchange rate volatility in South Africa. These issues are analysed in three stand-alone but related papers. The first paper (Chapter 2) investigates the impact of real exchange rate volatility on employment growth in the manufacturing sector. The study contributes to the literature on the employment effects of exchange rate volatility in emerging markets given limited studies. This is done by using the Autoregressive Distributed Lag (ARDL) counteraction approach which is able to estimate an error correctio

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Ramli, Norimah. "Essays on applied exchange rate issues : some new evidence on the export led growth hypothesis, exchange rate exposure, and the exchange rate volatility-export nexus." Thesis, University of Southampton, 2012. https://eprints.soton.ac.uk/346634/.

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The thesis comprises three essays, all of which are empirical studies of different issues on exchange rates. Implementing advanced econometrics methodologies with monthly time series data, these studies focus on macroeconomic determinants to measure the relationships within the variables. The first essay (Chapter Two) re-examines the robustness of the export-led growth hypothesis across the exchange rate regimes in Malaysia. According to the exchange rate regime history, Malaysia experienced three different exchange rate mechanisms from 1990 to 2010. Generally, the results vary across the time

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BO, C. F. M. DEL. "Esays on investment and growth in an international setting." Doctoral thesis, Università degli Studi di Milano, 2009. http://hdl.handle.net/2434/50063.

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Razafindramanana, Olivasoa Miaranirainy. "Variabilité du taux de change, flux commerciaux et croissance économique : le cas de Madagascar." Thesis, Pau, 2015. http://www.theses.fr/2015PAUU2005/document.

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De change, les flux commerciaux ou commerces et la croissance économique de Madagascar. En d’autres termes nous avons étudié les effets de la volatilité et le mésalignement du taux de change sur les exportations, les importations, et la croissance économique. Pour pouvoir réaliser cette étude, nous avons utilisé des données annuelles entre la période 1971-2012 pour les exportations et importations globales, et la période 1990-2011 pour les exportations et importations par secteur. Nous avons mesuré la volatilité à l’aide de deux méthodes, et nous avons obtenu la volatilité par l’écart-type mob

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Libri sul tema "Growth Rates Volatility"

J, Davis Steven, and National Bureau of Economic Research., eds. Volatility and dispersion in business growth rates: Publicly traded versus privately held firms. National Bureau of Economic Research, 2006.

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Arbache, Jorge, and Sarquis J. B. Sarquis. Growth Volatility and Economic Growth in Brazil. Edited by Edmund Amann, Carlos R. Azzoni, and Werner Baer. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780190499983.013.17.

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One of the most puzzling pieces of evidence surrounding Brazil’s economic performance is that, despite the country’s ability to grow at high rates, its long-term growth has been disappointing. Behind this deficient long-term outcome, Brazil shows a high degree of growth volatility. It has experienced substantial growth booms and busts as measured by international standards. This chapter provides an analysis of growth volatility and its impact on Brazil’s growth performance and long-term trajectory. Particular attention is given to its long-term underperformance, its macroeconomic regularities,

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Makatjane, Katleho, and Roscoe van Wyk. Identifying structural changes in the exchange rates of South Africa as a regime-switching process. UNU-WIDER, 2020. http://dx.doi.org/10.35188/unu-wider/2020/919-8.

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Exchange rate volatility is said to exemplify the economic health of a country. Exchange rate break points (known as structural breaks) have a momentous impact on the macroeconomy of a country. Nonetheless, this country study makes use of both unsupervised and supervised machine learning algorithms to classify structural changes as regime shifts in real exchange rates in South Africa. Weekly data for the period January 2003–June 2020 are used. To these data we apply both non-linear principal component analysis and Markov-switching generalized autoregressive conditional heteroscedasticity. The

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Page, John, and Finn Tarp, eds. Mining for Change. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198851172.001.0001.

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For a growing number of countries in Africa the discovery and exploitation of natural resources is a great opportunity, but one accompanied by considerable risks. In Africa, countries dependent on oil, gas, and mining have tended to have weaker long-run growth, higher rates of poverty, and greater income inequality than less resource-abundant economies. In resource-producing economies, relative prices make it more difficult to diversify into activities outside of the resource sector, limiting structural change. Economic structure matters for at least two reasons. First, countries whose exports

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Back, Kerry E. Learning. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0023.

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Continuous‐time filtering is explained, including the Kalman filter and filtering for a Markov chain with hidden states. Filtering theory is applied to analyze portfolio choice and equilibrium asset prices. When the expected return of an asset is unknown and is estimated from past returns, the myopic demand is a momentum strategy. When investors learn expected consumption growth from realized consumption growth, equilibrium prices are more sensitive to consumption shocks and the equity premium is higher. When the consumption growth rate follows a Markov chain with hidden states, return volatil

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Mohaddes, Kamiar, Jeffrey B. Nugent, and Hoda Selim, eds. Institutions and Macroeconomic Policies in Resource-Rich Arab Economies. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198822226.001.0001.

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This volume contributes to the literature on the Arab World in two main ways. First, the regional focus on the role of institutions and macroeconomic policies fills an enormous research gap as this has been largely understudied, mainly due to the insufficiency of informational disclosure by governments in general and especially fiscal institutions. Hence, an important contribution of this volume is to reveal more detailed information concerning problems and policies of the region’s oil exporters. Second, given the constraints hindering macroeconomic reforms in Arab oil-exporting countries, it

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Andrle, Michal, Andrew Berg, Enrico Berkes, R. Armando Morales, Rafael Portillo, and Jan Vlcek. Do Money Targets Matter for Monetary Policy in Kenya? Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0016.

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The framework in Chapter 15 is extended to incorporate an explicit role for money aggregates, with an application to Kenya. The chapter provides a general specification that can nest various types of money targeting (ranging from targets based on optimal money demand forecasts to those derived from simple money growth rules), interest-rate based frameworks, and intermediate cases. A novel interpretation of target misses in terms of structural shocks (aggregate demand, policy, shocks to money demand, etc.) is presented. In the case of Kenya, the authors find that: (i) the setting of money targe

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Capitoli di libri sul tema "Growth Rates Volatility"

Gruben, William C., David M. Gould, and Carlos E. Zarazaga. "Exchange Rate Volatility, Investment, and Growth: Some New Evidence." In Exchange Rates, Capital Flows, and Monetary Policy in a Changing World Economy. Springer US, 1997. http://dx.doi.org/10.1007/978-1-4615-6175-0_3.

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Gumata, Nombulelo, and Eliphas Ndou. "The Role of the Exchange Rate Volatility Shocks on the Mining Sector." In Accelerated Land Reform, Mining, Growth, Unemployment and Inequality in South Africa. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30884-1_15.

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Dua, Pami, and Ritu Suri. "India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach." In Macroeconometric Methods. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-7592-9_6.

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Becchetti, Leonardo, and Iftekhar Hasan. "The Effects of Regional Integration: Impact on Real Effective Exchange Rate Volatility, Institutional Quality and Growth for MENA Countries." In Financial Development, Institutions, Growth and Poverty Reduction. Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9780230594029_12.

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Rahim, Farah, and Zarinah Hamid. "The Effects of Crude Oil Price Volatility, Stock Price, Exchange Rate and Interest Rate on Malaysia’s Economic Growth." In Advances in Cross-Section Data Methods in Applied Economic Research. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-38253-7_48.

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Gumata, Nombulelo, and Eliphas Ndou. "Is the Agricultural Sector Sensitive to the Exchange Rate Depreciation and Volatility Shocks: Evidence from the Balance Sheet Channel." In Accelerated Land Reform, Mining, Growth, Unemployment and Inequality in South Africa. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30884-1_21.

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Moltke, James von. "From Building Resilience to Enabling Growth." In Navigating Higher Rates, Volatility, and Liquidity Crises. De Gruyter, 2024. https://doi.org/10.1515/9783111549651-014.

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Sen, Saurabh, and Ruchi L. Sen. "An Empirical Analysis of FII Movement and Currency Value in India." In Strategic Infrastructure Development for Economic Growth and Social Change. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-7470-7.ch014.

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India opened its stock market to foreign investors in September 1992 and has received portfolio investment from foreigners in the form of foreign institutional investment in equities and other markets including derivatives. It has emerged as one of the most influential groups to play a critical role in the overall performance of the Indian economy. The liberalization of FII flows into the Indian capital market since 1993 has had a significant impact on the economy. With increased volatility in exchange rate and to mitigate the risk arising out of excess volatility, currency futures were introd

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"Anhang 6: Volatility of the Growth Rates of Stock Market Indices." In Finanzmarktintegration und Wirtschaftswachstum im EU-Binnenmarkt. De Gruyter, 2009. http://dx.doi.org/10.1515/9783110507447-017.

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Çelik, Burcu Savaş. "Is There a Relationship between Financial Stability and Macroeconomic Variables?" In Advances in Finance, Accounting, and Economics. IGI Global, 2024. http://dx.doi.org/10.4018/979-8-3693-5508-4.ch007.

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Financial stability has many determinants. These include various macroeconomic variables, the soundness and infrastructure of financial institutions, and the monetary policies pursued. This study aims to examine the relationship between financial stability and economic growth, interest rates, inflation rates, and interest rates of OECD member countries Z-score provides important information about the financial stability of a country's banking system by comparing its capital and returns and the volatility of returns. The study's data set consists of 15 OECD constituent countries. The data range

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Atti di convegni sul tema "Growth Rates Volatility"

Mazzella, Joseph, Thomas Hayden, Haralampos Tsaprailis, and Len Krissa. "Estimating Wall Loss Risk Distributions Using Machine Learning and Geospatial Analytics." In CORROSION 2020. NACE International, 2020. https://doi.org/10.5006/c2020-14640.

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Abstract Estimating corrosion growth rates for underground pipelines is a challenging problem. There are confounding variables with complex interaction effects that may result in unexpected outcomes. For instance, the relationship between soil conditions and AC interference is highly non-linear and challenging to model. This work expands upon prior work using a suite of machine learning tools to estimate corrosion rates. However, instead of estimating a single corrosion growth rate for a single girth weld address (GWA), this work estimates a distribution of potential corrosion growth rates. Mo

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Mäkipää, M., Th Malkow, and D. J. Baxter. "The Effect of Salt Composition on the Chlorine Corrosion of Low Alloy Steels." In CORROSION 2001. NACE International, 2001. https://doi.org/10.5006/c2001-01186.

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Abstract Material wastage of superheater tubes made of low alloy steels is greatly accelerated under normal operating conditions if alkali chlorides are stable in the deposits. The effect of salt composition on the corrosion behavior especially that of the alkali cation, Na or K was investigated using crucible tests in a thermobalance under a flowing N2-O2-CO2-atmosphere, followed by SEM/EDS analyses and thermodynamic calculations. For both salts, rapid corrosion occurred due to the known mechanism of active oxidation. In the case of sodium chloride, a major part of the metal loss was caused b

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Lleshaj, Llesh. "Volatility Estimation of Euribor and Equilibrium Forecasting." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.2021.171.

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Euribor rates (Euro Interbank Offered Rate) rates are considered to be the most important reference rates in the European money market. The interest rates do provide the basis for the price and interest rates of all kinds of financial products like interest rate swaps, interest rate futures, saving accounts and mortgages. Since September 2014, this index has performed with negative rates. In recent years, several European central banks have imposed negative interest rates on commercial banks, as the only way to stimulate their nations’ economies. Under these circumstances, the purpose of this

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Hoffbauer, M. A., J. B. Cross, J. D. Farr, and V. M. Bermudez. "Oxide Layer Growth on Gallium Arsenide Using a High Kinetic Energy Atomic Oxygen Beam." In The Microphysics of Surfaces: Beam-Induced Processes. Optica Publishing Group, 1991. http://dx.doi.org/10.1364/msbip.1991.mb3.

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The inherent theoretical advantages of GaAs electronic devices over those employing Si technology are severely limited in practice by the difficulty of forming passivating oxide layers. 1 Problems encountered with oxide stoichiometry, crystallinity, interface defects, and chemical stability have been the subjects of numerous studies over the last 15 years. 2-8 One of the major factors contributing to these problems is the differing rates of oxidation of Ga and As and the volatility of the AS2O3 and AS2O5 products at temperatures above ~100 °C.

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Vasilca, Miruna, Alin Ioan Vid, and George Anton. "Investigație privind o eventuală manipulare a dobânzilor interbancare ROBOR." In Economic growth in the conditions of globalization. International Scientific-Practical Conference, XVIth edition. National Institute for Economic Research, 2022. https://doi.org/10.36004/nier.cecg.iii.2022.16.15.

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Recently observers have expressed concerns that the ROBOR benchmark interest rates may not accurately reflect the costs of interbank lending. ROBOR rates are reference indices for variable interest loans granted to both individuals and corporate clients, but also for derivative financial contracts that has ROBOR as the underlying asset. Therefore, the impact of ROBOR's relevance is reflected in a much wider range of financial products addressed to the population, which will bear all the changes related to its volatility. Therefore, the importance of the evolution and variation of this index is

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Arsov, Sasho. "Impact of Bank Concentration on Volatility – The Case of European Economies." In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2023. http://dx.doi.org/10.47063/ebtsf.2023.0029.

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The goal of this paper is to investigate the impact of concentration in the banking sector on the economic and financial stability. Having in mind that the European countries are predominantly bank-centered, we begin with the assumption that too much power concentrated in a small number of financial institutions could have a significant impact on the entire economy. Therefore, our aim is to examine the impact of concentration in the banking sector on the stability of both the financial system and the economy. For the purpose of the study, we have created a sample of 44 European countries, with

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Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė, and Lina Rapkevičiūtė. "FAMILIARITY BIAS INVESTIGATIO IN PORTFOLIO CREATION." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.775.

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The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to portfolio which might lead to lower performance compared to portfolio which has both, local and international, stocks in a portfolio. The aim of this study is to analyse the impact of familiarity bias on investment decision, to form port-folios from the stocks listed on the Nasdaq Baltic stock exchange and compare their performance to global portfolios, which are formed from

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Wijesinghe, W. R. A. N. M., K. A. S. Umayangi, H. D. K. De Silva, S. D. M. Mundigalage, and T. S. G. Peiris. "Forecasting of Constant GDP per capita of Sri Lanka using ARIMA model." In SLIIT International Conference on Advancements in Sciences and Humanities 2023. Faculty of Humanities and Sciences, SLIIT, 2023. http://dx.doi.org/10.54389/shpe7237.

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GDP per capita is a global measurement for assessing the economic prosperity of nations. Constant (Real) GDP per capita eliminates the effects of inflation which allows for a more accurate comparison of GDP per capita over time. However, no statistical models have been developed to predict annual constant GDP per capita (CGDPC) in Sri Lanka. In this study, ARIMA (1,1,0) model was developed using past data from 1961 to 2018 to forecast CGDPC. The best-fitted model was identified based on three possible models using sample ACF and sample PACF of the stationary series and comparing statistics suc

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Amiri, Esmail. "Bayesian Modelling Volatility of Growth Rate in Atmospheric Carbon Dioxide Concentrations." In 2009 Second International Conference on Environmental and Computer Science. IEEE, 2009. http://dx.doi.org/10.1109/icecs.2009.31.

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Harnphattananusorn, Supanee. "Exchange Rate Volatility, Inflation, and Economic Growth: Case Study of Thailand." In The 6th World Conference on Social Sciences and Humanities. Acavent, 2023. http://dx.doi.org/10.33422/6th.shconf.2023.06.110.

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Rapporti di organizzazioni sul tema "Growth Rates Volatility"

Burnside, Craig, and Alexandra Tabova. Risk, Volatility, and the Global Cross-Section of Growth Rates. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15225.

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López, Martha, and Eduardo Sarmiento Gómez. Collateral, output growth, mortgage spread volatility and subsidies in Colombia. Banco de la República, 2024. http://dx.doi.org/10.32468/be.1287.

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The housing sector is one of the most relevant in terms of economic and financial stability. Understanding its behavior can prevent bubbles and busts in the economy. There are many studies about the corporate bond’s spreads, but the studies about mortgage interest rate spread and its volatility remain scarce. Similarly, the analysis of the subsidies on the housing sector on different dimensions have not been investigated enough. We ask the questions: Which are the determinants of the mortgage interest rates at the micro level? What are the main determinants of mortgage interest rate spread and

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Davis, Steven, John Haltiwanger, Ron Jarmin, and Javier Miranda. Volatility and Dispersion in Business Growth Rates: Publicly Traded versus Privately Held Firms. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12354.

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Chumacero, Rómulo A., and J. Rodrigo Fuentes. On the Determinants of Chilean Economic Growth. Inter-American Development Bank, 2004. http://dx.doi.org/10.18235/0008718.

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This paper is part of the project "Explaining Economic Growth Performance" launched by the Global Development Network (GDN). The purpose of this project is to explain economic growth performances across seven regions of the world. This paper provides a qualitative and quantitative evaluation of the main factors behind Chilean growth: the main characteristics that made economic performance so average through the 1960s, so sensitive to the two major international crises in the early 1970s and early 1980s, and so simulative to growth rates and dampening to volatility from the mid-1980s onward. Th

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Muhyiddin, Muhyiddin. Indonesia Employment Outlook 2024. Pusat Pengembangan Kebijakan Ketenagakerjaan Kementerian Ketenagakerjaan, 2023. http://dx.doi.org/10.47198/outlook.2024.

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The global economy in 2023 shows optimism for improvement and positive development. This is reflected in easing and relatively controlled inflation pressures in various countries, reduced energy price volatility, a strong labor market in developed countries, and resilient global demand. Over the last 3 years, the global economy has undergone significant changes. Some challenges faced include global economic uncertainty, the impact of the COVID-19 pandemic, geopolitical tensions, technological changes, and climate change. The global economic growth in the last three years has undergone signific

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Izquierdo, Alejandro, and Eric Parrado. 2025 Latin American and Caribbean Macroeconomic Report: Regional Opportunities Amid Global Shifts. Edited by João Ayres. Inter-American Development Bank, 2025. https://doi.org/10.18235/0013475.

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Latin America and the Caribbean has achieved a series of milestones in the past years. Growth rates have returned to long-term averages, inflation has largely been contained, countries have taken steps toward fiscal consolidation, and unemployment rates are historically low. However, substantial risks remain, as the region navigates global trade fragmentation, financial market volatility, and uncertainty surrounding economic policies in the worlds major economies. The geopolitical realignment of trade and investment patterns offers countries an opening to capitalize on nearshoring and regional

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Pagliacci, Carolina, and Ana María Chirinos-Leañez. Credit Supply in Venezuela: A Non-Conventional Bank Lending Channel? Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0011796.

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This paper evaluates whether fiscal and foreign exchange policy shocks canexplain both credit and credit supply in Venezuela. Empirical evidence suggests that between 65 and 90 percent of credit growth is linked to the buildup of banks' deposits caused by the monetary effects of fiscal expansions. For these cases, since credit is provided at equal or reduced interest rates, credit supply takes place. Loan supply can occur either endogenously, when fiscal domestic spending increases with expansionary aggregate supply shocks, or exogenously, when fiscal policy shocks emerge. The role of exogenou

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Aghion, Philippe, Philippe Bacchetta, Romain Ranciere, and Kenneth Rogoff. Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12117.

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Zaman, Saeed. A Unified Framework to Estimate Macroeconomic Stars. Federal Reserve Bank of Cleveland, 2024. http://dx.doi.org/10.26509/frbc-wp-202123r2.

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This paper develops a semi-structural model to jointly estimate “stars” — long-run levels of output (its growth rate), the unemployment rate, the real interest rate, productivity growth, price inflation, and wage inflation. It features links between survey expectations and stars, time-variation in macroeconomic relationships, and stochastic volatility. Survey data help discipline stars' estimates and have been crucial in estimating a high-dimensional model since the pandemic. The model has desirable real-time properties, competitive forecasting performance, and superior fit to the data compare

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Gavin, Michael. A Decade of Reform in Latin America: Has it Delivered Lower Volatility? Inter-American Development Bank, 1997. http://dx.doi.org/10.18235/0011597.

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Have the economies of Latin America become less volatile as a result of the economic stabilization and structural reforms implemented during the past decade? The answer is a qualified yes. The reforms have helped, but more needs to be done to ensure the macroeconomic stability required for accelerated and more equitable long-run growth in the region. Structural reforms have helped reduce volatility, but volatility remains high by international standards and has not declined in all countries. The paper offers a policy agenda, raising questions for discussion in four key areas: (i) How can fisca

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