Search Results - subject:"Autoregressive Model" - EconBiz

Phillips curve in Canada : a tale of wage bargaining and tariff rate

Devaguptapu, Adviti; Dash, Pradyumna - In: Review of Economic Analysis : REA 15 (2023) 3/4, pp. 285-302

In this paper, we re-examine the Phillips curve for Canada from June 1976 to October 2022 in a time-varying manner. Our findings reveal that the impulse response of inflation to the changes in the unemployment rate gap has reduced over time till 2010 and strengthened thereafter. The response of...

Persistent link: https://www.econbiz.de/10014481227

Do spatial characteristics affect housing prices in Korea? : evidence from Bayesian spatial models

Kwon, Heeeun; Hwang, Beom Seuk - In: Hitotsubashi journal of economics 64 (2023) 2, pp. 109-124

Persistent link: https://www.econbiz.de/10015407397

Estimating and applying autoregression models via their eigensystem representation

Krippner, Leo - 2023

Persistent link: https://www.econbiz.de/10015414715

Weak exogeneity, cointegration and stability tests

Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025

Persistent link: https://www.econbiz.de/10015191531

Estimating the international spillover effects of China's fiscal policy : a global VAR analysis

Huanhuan, Guo; Miyzaki, Tomomi - 2025

Persistent link: https://www.econbiz.de/10015192320

U.S. monetary policy spillovers to emerging market countries : responses to cost-push and natural rate shocks

Cheng, Penghao; You, Yu - In: Economic modelling 143 (2025), pp. 1-34

Persistent link: https://www.econbiz.de/10015193337

Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises

Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801

Persistent link: https://www.econbiz.de/10015193877

Central bank information effects in Japan : the role of uncertainty channel

Morita, Hiroshi; Matsumoto, Ryo; Ono, Taiki - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 855-877

Persistent link: https://www.econbiz.de/10015193879

Is monetary policy transmission green?

Benchora, Inessa; Leroy, Aurélien; Raffestin, Louis - In: Economic modelling 144 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015195148

The credit channel of the sovereign spread : a Bayesian SVAR analysis

Cafiso, Gianluca; Missale, Alessandro; Rivolta, Giulia - In: Economic modelling 144 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015195154

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