Details about Eric Olson

Access statistics for papers by Eric Olson.

Last updated 2020-03-27. Update your information in the RePEc Author Service.

Short-id: pol201

Working Papers

2020

1. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
   Working Papers, University of Pretoria, Department of Economics

2019

2. Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data
   Working Papers, University of Pretoria, Department of Economics View citations (1)
3. Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence
   Working Papers, University of Pretoria, Department of Economics View citations (1)

2015

4. Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (4) (2017)

2013

5. Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa
   Working Paper Series, African Development Bank View citations (4)

Journal Articles

2019

1. Estimates of Okun's law using a new output gap measure
   Economics Bulletin, 2019, 39, (2), 929-936 View citations (1)
2. What is a better cross-hedge for energy: Equities or other commodities?
   Global Finance Journal, 2019, 42, (C) View citations (6)

2018

3. Income inequality, equities, household debt, and interest rates: Evidence from a century of data
   Journal of International Money and Finance, 2018, 80, (C), 1-14 View citations (27)
4. Nonlinear Taylor rules: evidence from a large dataset
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 14 View citations (7)

2017

5. A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set
   The Financial Review, 2017, 52, (3), 405-433 View citations (4)
6. Do commodities make effective hedges for equity investors?
   Research in International Business and Finance, 2017, 42, (C), 1274-1288 View citations (23)
7. Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
   Journal of Forecasting, 2017, 36, (6), 640-650 View citations (4)
   See also Working Paper Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR, Working Papers (2015) View citations (2) (2015)

2016

8. An evaluation of ECB policy in the Euro's big four
   Journal of Macroeconomics, 2016, 48, (C), 203-213 View citations (1)
9. Presidential approval and macroeconomic conditions: evidence from a nonlinear model
   Applied Economics, 2016, 48, (47), 4558-4572 View citations (8)

2015

10. Asymmetric tax multipliers
    Journal of Macroeconomics, 2015, 43, (C), 38-48 View citations (13)
11. Discretionary monetary policy, quantitative easing and the decline in US labor share
    Economics and Business Letters, 2015, 4, (2), 63-78 View citations (2)
12. Income inequality and household debt: a cointegration test
    Applied Economics Letters, 2015, 22, (18), 1469-1473 View citations (4)
13. The International Effects of US Uncertainty
    International Journal of Finance & Economics, 2015, 20, (3), 242-252 View citations (24)
14. The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis
    Journal of Financial Stability, 2015, 16, (C), 118-137 View citations (12)

2014

15. Tax multipliers and monetary policy: Evidence from a threshold model
    Economics Letters, 2014, 122, (2), 116-118 View citations (4)
16. The relationship between energy and equity markets: Evidence from volatility impulse response functions
    Energy Economics, 2014, 43, (C), 297-305 View citations (77)
17. Was the Euro good for Greece?
    Applied Economics Letters, 2014, 21, (4), 248-251

2013

18. The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model
    Economics Letters, 2013, 118, (1), 33-37 View citations (114)
19. Using Romer and Romer's new measure of monetary policy shocks to identify the AD and AS shocks
    Applied Economics, 2013, 45, (19), 2838-2846 View citations (1)

2012

20. A Historical Analysis of the Taylor Curve
    Journal of Money, Credit and Banking, 2012, 44, (7), 1285-1299 View citations (11)
21. An empirical investigation of the Taylor curve
    Journal of Macroeconomics, 2012, 34, (2), 380-390 View citations (6)
22. “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
    Journal of International Money and Finance, 2012, 31, (6), 1339-1357 View citations (11)