Search Results - subject:"Forecast error variance"

Novel evidence from APEC countries on stock market integration and volatility spillover : a Diebold and Yilmaz approach

Kakran, Shubham; Sidhu, Arpit; Bajaj, Parminder Kaur; … - In: Cogent economics & finance 11 (2023) 2, pp. 1-23

The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness among APEC stock markets. The objective is to identify major...

Persistent link: https://www.econbiz.de/10014502815

A new unique impulse response function in linear vector autoregressive models

Shi, Yanlin - In: International review of finance : the official journal … 23 (2023) 2, pp. 460-468

Persistent link: https://www.econbiz.de/10014326311

Identifying the effects of sanctions on the Iranian economy using newspaper coverage

Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294

Persistent link: https://www.econbiz.de/10014287986

The stimulative effects of anticipated government spending expansions : evidence from survey forecasts

Nam, Deokwoo; Li, Xiaole - In: Hitotsubashi journal of economics 65 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015407402

The impact of financial crisis on MFIs performance in Zimbabwe

Hlupo, Patience; Mukute, Tafadzwa; Chinoda, Tough; … - In: The Journal of Entrepreneurial Finance (JEF) 24 (2022) 2, pp. 1-25

Our study explores the impact financial crisis has on performance of microfinance institutions in Zimbabwe employing the Vector Autoregression using annual time series data from 1990 to 2018. The findings from our study revealed a positive impact of financial crisis on performance of...

Persistent link: https://www.econbiz.de/10013366730

The impact of financial crisis on MFIs performance in Zimbabwe

Hlupo, Patience; Mukute, Tafadzwa; Chinoda, Tough; … - In: Journal of entrepreneurial finance : JEF ; official … 24 (2022) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10013365496

Modelling determinants of inflation in CESEE countries : global vector autoregressive approach

Jakši, Saša - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 2, pp. 137-169

Persistent link: https://www.econbiz.de/10013270502

SVARs identification through bounds on the forecast error variance

Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1291-1301

Persistent link: https://www.econbiz.de/10013539513

What drives indian inflation? : demand or supply

Goyal, Ashima; Kumar, Abhishek - In: Practical Economic Analysis and Computation : A …, (pp. 91-140). 2024

Persistent link: https://www.econbiz.de/10015329101

Integration or fragmentation : a closer look at euro area financial markets

Feldkircher, Martin; Klieber, Karin - In: Handbook of financial integration, (pp. 443-469). 2024

Persistent link: https://www.econbiz.de/10015078666