Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean
Agarwala, M., Burke, M., Doherty-Bigara, J., Klusak, P., Mohaddes, K. (2024)
Keywords: Caribbean, Climate Economy Models, counterfactual analysis, Latin America, Physical Risks, Sovereign credit rating, Sovereign debt, Transition Risks
JEL Codes: C33 C53 G10 G18 H63 O44 O54 Q51 Q54
The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting
Diakonova, M., Molina, L., Mueller, H., Pérez, J. J., Rauh, C. (2024)
Keywords: Forecasting, Forecasting GDP, Geopolitical Risk, Natural Language Processing, Policy Uncertainty, Social Conflict, Social Unrest
JEL Codes: E37 D74 N16
Short and Variable Lags
Buda, G., Carvalho, V. M., Corsetti, G., Duarte, J. B., Hansen, S., Moura, A. S., Ortiz, A., Rodrigo, T., Rodríguez Mora, J. V., Alves da Silva, G. (2023)
Keywords: Economic Activity, Event-study, High-frequency data, Local projections, Monetary Policy
JEL Codes: E31 E43 E44 E52 E58