Modeling and estimating autocorrelated discrete data can be challenging. In this article, we use an autoregressive panel ordered probit model where the serial correlation[...]

Modeling and estimating autocorrelated discrete data can be challenging. In this article, we use an autoregressive panel ordered probit model where the serial correlation[...]

This folder contains information and instructions to replicate results associated with Tuzcuoglu, K. (2024), Nonlinear Transmission of International Financial Stress, Eco[...]

We propose a new empirical framework to estimate sectoral uncertainty from data-rich environments. We jointly decompose the conditional variance of economic time series i[...]

We investigate high-frequency impacts of macroprudential policy announcements using novel Canadian daily data. Lender-side tightening announcements reduce large banks’ pe[...]

What are the cross-border spillovers from major economies' quantitative easing policies to their trading partners? We provide evidence by concentrating on spillovers from[...]

This paper investigates nonlinear international financial stress spillovers on a small open economy. The literature provides evidence that financial stress may amplify th[...]

The dramatic fluctuations in global food prices over the past two decades have generated significant concern about their destabilizing macroeconomic effects. While the pa[...]

This replication package contains the files required to replicate the results from our paper: "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach."[...]

We propose a new empirical framework to estimate sectoral uncertainty from data-rich environments. We jointly decompose the conditional variance of economic time series i[...]