Growth uncertainty and risksharing
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Growth uncertainty and risksharing

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Published by Federal Reserve Bank of New York in [New York, N.Y.] .
Written in English

Subjects:

  • Risk management -- Mathematical models.,
  • Uncertainty -- Mathematical models.,
  • Economic development -- Mathematical models.

Book details:

Edition Notes

StatementStefano Athanasoulis and Eric van Wincoop.
SeriesStaff reports ;, no. 30, Staff reports (Federal Reserve Bank of New York : Online) ;, no. 30.
ContributionsVan Wincoop, Eric, Federal Reserve Bank of New York.
Classifications
LC ClassificationsHB1
The Physical Object
FormatElectronic resource
ID Numbers
Open LibraryOL3476601M
LC Control Number2005616130

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"Growth Uncertainty And Risksharing," Economic Reports , Iowa State University, Department of Economics. Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, " Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. (6), pages , December. Downloadable (with restrictions)! We propose a new methodology to evaluate the gains from global risksharing that is closely connected to the empirical growth literature. We obtain estimates of residual risk (growth uncertainty) at various horizons from regressions of country-specific deviations from world growth on a wide set of variables in the information set. Request PDF | Growth Uncertainty and Risk Sharing | We propose a new methodology to evaluate the gains from global risksharing that is closely connected to the empirical growth literature. We. goal in this paper is to measure growth uncertainty at various horizons and compute the welfare gain from sharing this macroeconomic risk among nations. In international macroeconomics a large literature has developed in recent years evaluating the gains from risksharing among countries.

Growth Uncertainty And Risksharing October Number JEL classification: F O Authors: Stefano Athanasoulis and Eric van Wincoop. We propose a new methodology to evaluate the gains from global risksharing that is closely connected to the empirical growth literature. We obtain estimates of residual risk (growth uncertainty) at various. Growth uncertainty and risksharing. By Stefano Athanasoulis and Eric van Wincoop. Abstract. We propose a new methodology to evaluate the gains from global risksharing that is closely connected to the empirical growth literature. We obtain estimates of residual risk (growth uncertainty) at various horizons from regressions of country-specific. Growth uncertainty and risksharing We propose a new methodology to evaluate the gains from global risksharing that is closely connected to the empirical growth literature. How large are potential benefits from global risksharing? In order to answer this question we propose a new methodology that is closely connected with the empirical growth literature. We obtain estimates of residual risk (growth uncertainty) at various horizons from regressions of country-specific growth in deviation from world growth on a wide.

  SBI reported a strong growth of 16 per cent y-o-y in core net interest income and improvement in net interest margin (about 30 bps sequentially) to per cent in the June quarter. Risk sharing is measured by the extent to which this standard deviation has been reduced through financial markets and federal fiscal policy. The advantage of this measure over the existing risk sharing literature is that the interpretation does not depend on many auxiliary assumptions.   Most investors who were looking to bet on homegrown short-video apps which have proliferated in the past one month, may hold out before there is further clarity. Things have been changing every few days. The high-stakes sale of TikTok in the US .   The risk-sharing opportunities we study are nonsystematic risk-sharing opportunities. These are the risk-sharing opportunities that would remain if systematic risk were already shared, see 2. The new method developed here uses a simpler approach to deriving the components based on pure variance reduction.