Search Results - "Glocker, Christian"

Capturing Swiss economic confidence by Wegmueller, Philipp, Glocker, Christian

“…Survey data can offer timely information on the current state of the economy and its short-term outlook. In this paper, we propose a “Swiss Economic Confidence…”
Get full text

The determinants of output losses during the Covid-19 pandemic by Glocker, Christian, Piribauer, Philipp

“…The global recession in the wake of the Covid-19 pandemic was accompanied by a significant degree of heterogeneity in the economic contraction across…”
Get full text

Financial sector rescue programs: Domestic and cross border effects by Glocker, Christian, Url, Thomas

“…•We examine the financial sector stabilisation measures of the Austrian authorities.•The most effective measures are recapitalisations and public…”
Get full text

Digitalization, retail trade and monetary policy by Glocker, Christian, Piribauer, Philipp

“…•We study the role of digitalization for the effectiveness of monetary policy.•Increases in the share of online retail trade render overall prices less…”
Get full text

Macroeconometric forecasting using a cluster of dynamic factor models by Glocker, Christian, Kaniovski, Serguei

“…We propose a modeling approach based on a set of small-scale factor models linked together in a cluster with linkages derived from Granger causality tests. GDP…”
Get full text

Energy price surges and inflation: Fiscal policy to the rescue? by Glocker, Christian, Wegmüller, Philipp

“…Motivated by the fiscal policy measures taken by euro zone governments during the 2021/2022 energy crisis, we examine their ability to counter inflationary…”
Get full text

International evidence of time-variation in trend labor productivity growth by Glocker, Christian, Wegmueller, Philipp

“…We assess time-variation in labor productivity growth for a broad set of OECD countries over the period 1960–2016. The analysis utilizes a quarterly dataset…”
Get full text

Reserve requirements as a macroprudential instrument – Empirical evidence from Brazil by Glocker, Christian, Towbin, Pascal

“…•Emerging markets use reserve requirements as a macroprudential instrument.•We provide empirical evidence on their effects in Brazil.•Reserve requirement and…”
Get full text

US weekly economic index: Replication and extension by Wegmüller, Philipp, Glocker, Christian

“…Summary We revisit the US weekly economic index (WEI) put forth by Lewis, Mertens, Stock and Trivedi (2021). In a narrow sense, we replicate their main results…”
Get full text

Beyond distance: The spatial relationships of European regional economic growth by Piribauer, Philipp, Glocker, Christian, Krisztin, Tamás

“…We analyze the spatial relationships of economic output dynamics in European regions from 2000 to 2019 using dynamic spatial autoregressive growth models. In…”
Get full text

Weekly economic activity: Measurement and informational content by Wegmüller, Philipp, Glocker, Christian, Guggia, Valentino

Get full text

Business cycle dating and forecasting with real-time Swiss GDP data by Glocker, Christian, Wegmueller, Philipp

“…We develop a small-scale dynamic factor model for the Swiss economy allowing for nonlinearities by means of a two-state Markov chain. The selection of an…”
Get full text

Time-varying government spending multipliers in the UK by Glocker, Christian, Sestieri, Giulia, Towbin, Pascal

“…We study government spending multipliers of the UK economy using a time-varying parameter factor augmented vector autoregressive model (TVP-FAVAR) over the…”
Get full text

Production structure, tradability and fiscal spending multipliers by Crespo Cuaresma, Jesús, Glocker, Christian

“…We assess the role that nontradable goods play as a determinant of fiscal spending multipliers, making use of a two-sector model. While fiscal multipliers…”
Get full text

Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers by Fischer, Sarah, Glocker, Christian, Kaniovski, Serguei, Wegmüller, Philipp

Get full text

Tradability and productivity growth differentials across EU Member States by Friesenbichler, Klaus S., Glocker, Christian

“…•We utilize the tradable-nontradable framework (T-NT) to assess the lack of convergence in labor productivity among EU Member States.•We find that tradable…”
Get full text

Government Expenditures and Business Cycles—Policy Reaction and Surprise Shocks by Glocker, Christian

“…This article analyses the effects of government expenditures on German business cycle fluctuations by means of an estimated DSGE model based on low frequency…”
Get full text

A financial market stress indicator for Austria by Glocker, Christian, Kaniovski, Serguei

“…This paper develops a financial market stress indicator based on monthly data reflecting the functioning and stability of Austria’s financial system. We…”
Get full text

Unemployment compensation and aggregate fluctuations by Glocker, Christian

“…This paper focuses on a theoretical and empirical analysis of the effects of discretionary changes of unemployment compensation payments on aggregate…”
Get full text

Special issue: Selected papers of the 31st CIRECT conference, Vienna, 2012 by Glocker, Christian, Schwarz, Gerhard

“…Issue Title: Special Issue: Selected Papers of the 31st CIRECT Conference, Vienna 2012…”
Get full text