Data and stylized facts
Stylized Facts of the FX Market. Transactions Data: An Empirical Study
... of stylized facts that have been iden- tified through the study of a high-frequency transactions ...establish stylized facts of the transactions data in the high-frequency FX market in ...
39
Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals
... the stylized facts and dynamic properties of precious metals time series extracted from a novel nanofrequency database that includes trade and quotes ...high-frequency data related to spot precious ...
40
Volatility stylized facts in the Moroccan stock market: Evidence from both aggregate and disaggregate data
... disaggregate data By Moulay Driss ELBOUSTY a† & Lahsen OUBDI 1baaa Abstract. Financial markets in emerging countries are generating considerable literature, aiming to understand their organization, perspective, ...
28
Sovereign Debt in the Americas: New Data and Stylized Facts
... the data provide a clear measure of the investor base of bank loans, the holder composition is by definition impossible to track for bonded debt that is continuously traded in anonymous secondary ...
41
Sovereign Debt Restructurings : Literature Survey, Data, and Stylized Facts
... The clause foresees equal burden sharing across all creditor groups, in particular private creditors (banks, bondholders and suppliers), but also by other official bilateral creditor c[r] ...
128
Price setting in the euro area: Some stylized facts from Individual Consumer Price Data
... The facts put forward in this paper provide a benchmark against which to assess and calibrate micro-founded price setting models in the euro ...micro data the composition of these sectors, as in Álvarez et ...
51
Price setting in the euro area: some stylized facts from individual consumer price data
... The facts put forward in this paper provide a benchmark against which to assess and calibrate micro-founded price setting models in the euro ...micro data the composition of these sectors, as in Álvarez et ...
52
Some Stylized Facts for Investment Strategies
... Fig.10. Total return Paths over Past 30 Years and Next 5 Years 3.3. Medium- and Long-term Mean and Variances of Stocks As shown in Section 2, equity returns are known to be affected greatly by the business cycle. Given ...
17
Energy and economic growth: the stylized facts
... Real purchasing power parity adjusted GDP per capita, population, and the investment share of GDP are sourced from the Penn World Table, version 7.1 (Heston et al., 2012). We use the series “rgdpch” for per capita GDP, ...
49
Some stylized facts of the Bitcoin market
... Abstract In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties ...
22
A Minimal Model of Financial Stylized Facts
... Finally, it is important to compare the return PDF pre- dicted by the model with the data sample from which the model parameters were estimated. Since we model the return dynamics for increasing t, it is even more ...
10
Business Cycle Models and Stylized Facts in Germany
... basic stylized facts with a particular emphasis on monetary ...German data using the method proposed by Cooley and Prescott ...some stylized facts in ...
24
The global distribution of trademarks - some stylized facts
... Using the published WIPO data, we created a database that serves as the basis for the summary statistics and stylized facts reported in this section. The database spans from 1994 to 1998 and covers ...
37
Trade and Employment: Stylized Facts and Research Findings
... Greenaway, Hine and Wright (1999) investigate the effects of trade on employment in the United Kingdom of Great Britain and Northern Ireland using a dynamic labour demand framework for a panel of 167 disaggregated ...
25
Biased technological change and Kaldor’s stylized facts
... historical data series, Maddison (1994, ...Kaldor’s stylized facts hold in a looser form: in high-income countries, labor productivity and output have risen substantially, while capital productivity ...
12
Trade and employment : stylized facts and research findings
... robust stylized facts in terms of outcomes, but debate continues on the impact of trade and trade ...series data are notoriously difficult to ...
37
Exporting Spanish firms : stylized facts and trends
... Sheet Data Offi ce and that of annual accounts fi led at the Mercantile ...Sheet Data Offi ce summarizes the information provided to the Banco de España by fi rms representing around 30% of the total value ...
23
IT S NOT FACTOR ACCUMULATION: STYLIZED FACTS AND GROWTH MODELS
... of data. This stylized fact fur- ther suggests that models of steady-state growth, whether based on capi- tal externalities or technological spillovers, will not capture the experi- ences of many ...
54
The Recurrence of Long Cycles: Theories, Stylized Facts and Figures
... The last two variables of Table 2 were not in the list of phenomena described by Kondratiev probably for the following reasons. The national income accounts were constructed mostly in the post-WWII period and the prewar ...
27
Nominal stylized facts of U. S. business cycles
... More recently, however, Baxter and King (1995) argue that HP filtering can pro- duce reasonable approximations of an ideal business cycle filter. Though we believe that the results based on the HP filter are reason- ably ...
6