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22-AOAS1681.pdf

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/101751 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/101751 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/101751 101757 1 310960 document 101757 indexcodes.txt text/x-c++ 57947239cb35cb4b5b7232a85669dd1e MD5 21349 2023-06-01 07:36:16 https://pure.iiasa.ac.at/id/eprint/18833/6/indexcodes.txt 18833 6 6 text/x-c++ other Generate index codes conversion from text to indexcodes en public

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/101751 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/101751 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/101751 archive 353 disk0/00/01/88/33 2023-06-01 07:31:48 2023-06-01 07:31:48 2023-06-01 07:31:48 article show Huber F. 2385 Krisztin T. 2088 0000-0002-9241-8628 Pfarrhofer M. 2307 pub BNR IBF In this paper we assess the impact of climate shocks on futures markets for agricultural commodities and a set of macroeconomic quantities for multiple high-income economies. To capture relations among countries, markets, and climate shocks, this paper proposes parsimonious methods to estimate high-dimensional panel vector autoregressions. We assume that coefficients associated with domestic lagged endogenous variables arise from a Gaussian mixture model while further parsimony is achieved using suitable global-local shrinkage priors on several regions of the parameter space. Our results point toward pronounced global reactions of key macroeconomic quantities to climate shocks. Moreover, the empirical findings highlight substantial linkages between regionally located shocks and global commodity markets. 2023-05-01 published doi:10.1214/22-AOAS1681 3474 167 3261 public The Annals of Applied Statistics 17 2 1543-1573 TRUE 1932-6157 CO-designing the Assessment of Climate CHange costs (COACCH, H2020 776479) REmote Climate Effects and their Impact on European sustainability, Policy and Trade (RECEIPT, H2020 820712) yes info:eu-repo/grantAgreement/EC/H2020/776479/EU//COACCH; info:eu-repo/grantAgreement/EC/H2020/820712/EU//RECEIPT info:eu-repo/semantics/article info:eu-repo/semantics/openAccess