Search Results - subject:"Impulse Response Functions"

A structural VAR analysis of Islamic financing in Malaysia

Ibrahim, Mansor H; Sufian, Fadzlan - In: Studies in Economics and Finance 31 (2014), pp. 371-386

Purpose – The purpose of this paper is evaluate the interrelations between Islamic financing and key economic and financial variables including real output, price level, interest rate and stock prices for the case of Malaysia. Design/methodology/approach -The paper makes use of a structural...

Persistent link: https://www.econbiz.de/10010939326

A structural VAR analysis of Islamic financing in Malaysia

H. Ibrahim, Mansor; Sufian, Fadzlan - In: Studies in Economics and Finance 31 (2014) 4, pp. 371-386

Persistent link: https://www.econbiz.de/10015014003

Possible effects of the stock market movements on interest rates, output and inflation: empirical evidence from the emerging markets of Europe

Ozcelebi, Oguzhan - In: Global Business and Economics Review 16 (2014) 2, pp. 179-201

of capital markets is concerned. In this study, AB type-SVAR models are employed, whereupon impulse response functions …

Persistent link: https://www.econbiz.de/10010756253

Price relations between international rice markets

John, Adam - In: Agricultural and Food Economics : AFE 2 (2014), pp. 1-16

response functions to interpret the model’s results. The findings suggest that price transmission exists across these major …. It uses a vector autoregressive framework and performs Granger and Toda-Yamamoto causality tests and generalized impulse …

Persistent link: https://www.econbiz.de/10010242846

Some observations on the high-frequency versions of a standard new-Keynesian model

Franke, Reiner; Sacht, Stephen - In: Bulletin of economic research 66 (2014) 1, pp. 72-94

Persistent link: https://www.econbiz.de/10010399406

Should Moroccan officials depend on the workers’ remittances to finance the current account deficit?

Bentour, El Mostafa - In: International journal of economics and finance 6 (2014) 4, pp. 157-171

Persistent link: https://www.econbiz.de/10010348314

Shock elasticities and impulse responses

Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - 2014

Persistent link: https://www.econbiz.de/10010360533

The dynamics of involuntary commercial banks' reserves in Trinidad and Tobago

Primus, Keyra; Birchwood, Anthony; Henry, Lester - In: The journal of developing areas 48 (2014) 2, pp. 63-84

Persistent link: https://www.econbiz.de/10010364665

The relationship between the growth of exports and growth of gross domestic product of India

Ronit, Mukherji; Divya, Pandey - In: International journal of business and economics … 3 (2014) 3, pp. 135-139

Persistent link: https://www.econbiz.de/10010428097

Global financial crisis-driven mutations affecting the transmission mechanism customized to monetary policy strategies : a VAR, SVAR and BVAR approach

Popescu, Iulian Vasile - In: Theoretical and applied economics : GAER review 21 (2014) 2, pp. 35-66

Persistent link: https://www.econbiz.de/10010342409