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Empirical Economics

Subject Areas: Economics and Econometrics
Publisher: Springer Berlin Heidelberg - Springer Journals
ISSN: 0377-7332
SJR: 60

LitStream

Journal Article

Macroeconomic, industry-specific and bank-specific determinants of the profitability of Brazilian banks: dynamic panel evidence

Bernardelli, Leandro Coghi; Carrasco-Gutierrez, Carlos Enrique

2024 Empirical Economics

doi:10.1007/s00181-024-02568-1

This paper seeks to identify the effect of macroeconomic, industry-specific and bank-specific determinants on the profitability of the Brazilian banking sector. Profitability is measured by return on assets (ROA), return on equity (ROE) and economic value added (EVA). We incorporate in the...
LitStream

Journal Article

How to detect what drives deviations from Benford’s law? An application to bank deposit data

Kauko, Karlo

2024 Empirical Economics

doi:10.1007/s00181-024-02576-1

The Newcomb-Benford law states that the frequency of different leading significant digits in many datasets typically follows a specific distribution. Deviations from this law are often a sign of data manipulation. There has been no established method to test whether the non-reliability of...
LitStream

Journal Article

Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach

Alam, Masud

2024 Empirical Economics

doi:10.1007/s00181-024-02591-2

This paper examines the short- and medium-run effects of U.S. federal personal income and corporate income tax cuts on a wide array of economic policy variables in a data-rich environment. Using a panel of U.S. macroeconomic data set, made up of 132 quarterly macroeconomic series for 1959–2018,...
LitStream

Journal Article

Hybrid measures of multidimensional poverty

Ogwang, Tomson; Lamarche, Jean-François

2024 Empirical Economics

doi:10.1007/s00181-024-02581-4

In this paper, we propose a hybrid Watts-MPI multidimensional poverty measure that combines the multidimensional Watts poverty index (MWPI), which can accommodate continuous poverty dimensions, with the multidimensional poverty index (MPI), which can accommodate binary poverty dimensions. Unlike...
Open Access

Journal Article

Asynchronous fieldwork in cross-country surveys: an application to physical activity

Poupakis, Stavros; Salustri, Francesco

2024 Empirical Economics

doi:10.1007/s00181-024-02582-3

Multi-country surveys often aim at cross-country comparisons. A common quality standard is conducting these surveys within a common fieldwork period, across all participating countries. However, the rate the target sample is achieved within that fieldwork period in each country varies...
LitStream

Journal Article

Uncovering heterogeneous regional impacts of Chinese monetary policy

Tsang, Andrew

2024 Empirical Economics

doi:10.1007/s00181-024-02575-2

This paper applies causal machine learning methods to analyze the heterogeneous regional impacts of monetary policy in China. The methods uncover the heterogeneous monetary policy impacts on the provincial figures for real GDP growth, CPI inflation, and loan growth compared to the national...
Open Access

Journal Article

The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors

Papathanasiou, Spyros; Kenourgios, Dimitris; Koutsokostas, Drosos; Pergeris, Georgios

2024 Empirical Economics

doi:10.1007/s00181-024-02583-2

Motivated by the increasing demand for alternative assets that can contribute to reducing portfolio risk, this paper examines the volatility spillovers between collateralized loan obligations (CLOs) and various in-demand investment instruments, including equities, bonds, crude oil, commodities,...
LitStream

Journal Article

Testing the aggregation of goods and services without separability using panel data

Ogura, Manami

2024 Empirical Economics

doi:10.1007/s00181-024-02590-3

After Japan’s bubble economy collapsed in 1991, household values diversified, and, gradually, the budget shares on intangible services exceeded that on tangible goods, leading to a shift from demand for goods to services. In this study, we focus on the increased budget allocation to services in...
LitStream

Journal Article

The impact of robots on labor demand: evidence from job vacancy data in South Korea

Kim, Hyejin

2024 Empirical Economics

doi:10.1007/s00181-024-02585-0

The debate about the impact of robots on employment has been lively. In this paper, I examine the effect of robots on local labor demand in South Korea, one of the most technologically advanced countries in terms of robotics. Using the regional variation in robot exposure constructed from...
LitStream

Journal Article

Fertility and the oil curse

Kim, Dong-Hyeon; Lin, Shu-Chin

2024 Empirical Economics

doi:10.1007/s00181-024-02570-7

The paper empirically investigates whether oil abundance affects fertility in a panel of developing and developed countries for 1970–2020. The exploration sheds light into why poor developing economies rich in natural resources such as Sub-Saharan African countries have stagnated with high...

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