Search Results - subject:"Impulse Response Functions"

Investigation of the Factors Affecting Real Exchange Rate in Iran

Goudarzi, Mostafa; Khanarinejad, Komeil; Ardakani, Zahra - In: Acta Universitatis Danubius. OEconomica (2012) 4(4), pp. 55-67

This paper intends to investigate the factors affecting the real exchange rate in Iran in the period of 1978-2008. In this part, the econometric methodology and vector autoregressive model that is known as VAR is used to investigate the effect of proper variables on the real exchange rate. The...

Persistent link: https://www.econbiz.de/10010614571

ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES

Ioan, Trenca; Simona, Mutu; Nicolae, Petria - In: Annals of Faculty of Economics 1 (2012) 2, pp. 614-619

The interest rate risk is the most important risk that derives from the OTC transactions, taking into consideration both the notional amounts and the market value of the financial derivatives that relies on interest rate contracts. Open positions on interest rate derivatives represents more than...

Persistent link: https://www.econbiz.de/10010617396

Ricardian equivalence hypothesis: Evidence from Pakistan

Afzal, Muhammad - In: E3 Journal of Business Management and Economics. 3 (2012) 6, pp. 258-265

government expenditure to real government revenue. We used impulse response functions to ascertain the impact of shocks of one …

Persistent link: https://www.econbiz.de/10010558991

Estimating the real effects of uncertainty shocks at the Zero Lower Bound

Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - In: European economic review : EER 100 (2017), pp. 257-272

Persistent link: https://www.econbiz.de/10011920154

Capturing the impact of shocks on the electricity sector performance in the OECD

Polemis, Michael - In: Energy economics 66 (2017), pp. 99-107

Persistent link: https://www.econbiz.de/10011896434

Sectoral growth and energy consumption in South and Southeast Asian countries : evidence from a panel data approach

Rezitis, Anthony N.; Ahammad, Shaikh Mostak - In: Review of economics & finance 10 (2017) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10011770636

Volatility spillover and multivariate volatility impulse response analysis of GFC news events

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Applied economics 49 (2017) 31/33, pp. 3246-3262

Persistent link: https://www.econbiz.de/10011774739

Statistical inference for independent component analysis : application to structural VAR models

Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 196 (2017) 1, pp. 111-126

Persistent link: https://www.econbiz.de/10011743785

The impact of monetary policy on stock market performance : evidence from twelve (12) African countries

Suhaibu, Iddrisu; Harvey, Simon K.; Amidu, Mohammed - In: Research in international business and finance 42 (2017), pp. 1372-1382

Persistent link: https://www.econbiz.de/10011761035

Bank opacity and the efficiency of stock prices

Blau, Benjamin; Brough, Tyler J.; Griffith, Todd G. - In: Journal of banking & finance 76 (2017), pp. 32-47

Persistent link: https://www.econbiz.de/10011814161