New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

shifting liquidity preference. According to Keynes theory of the interest rate, the variation in the long-term interest rate …

not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully …

The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC … market volatility, especially in Mexico. …

estimate performs the others with respect to the mean squared error. The estimation methods are applied to energy data set for …

market price of risk, the risk free rate, the bond prices at dierent maturities, the stock price and volatility as well as …

inflation is used to proxy for real and monetary volatility, respectively. The results show that the impact of remittances on … of terms of trade volatility, but, magnify the effect of inflation volatility. The results also suggest that the …This paper studies empirically the link between remittances and growth volatility by examining the impact of …

This paper investigates the relationship between trust and macroeconomic volatility. In a cross section of countries … changes in inherited trust over the XXth century to show that increasing trust also decreases volatility across time. Thus … reduces investment volatility but not public expenditure volatility. …

volatility. It identifies a new channel - the "asymmetric information" channel - through which aid volatility is costly for … specifications and econometric methods, and developing new yearly estimates of aid volatility, I show that (i) introducing more … information increases aid efficiency, that (ii) the negative impact of aid volatility on aid efficiency vanishes once one controls …