Search Results - subject:"Bayesian Global VAR"

Investigating the effect of green finance initiatives on renewable energy penetration in Europe

Szendrei, Tibor; Eross, Andrea; Mohammed, Mustapha; … - 2024

augmented production function is postulated and estimated using a Bayesian Global VAR framework. We find a large degree of …

Persistent link: https://www.econbiz.de/10014561436

International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach

Kim, Wongi - In: East Asian Economic Review (EAER) 28 (2024) 1, pp. 95-140

This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage...

Persistent link: https://www.econbiz.de/10015398021

Investigating the effect of green finance initiatives on renewable energy penetration in Europe

Szendrei, Tibor; Eross, Andrea; Mohammed, Mustapha; … - 2024

augmented production function is postulated and estimated using a Bayesian Global VAR framework. We find a large degree of …

Persistent link: https://www.econbiz.de/10014558816

Macro-financial effects of monetary policy easing

Apostolakis, George N.; Giannellis, Nikolaos; … - In: Journal of forecasting 42 (2023) 3, pp. 715-738

Persistent link: https://www.econbiz.de/10014292226