Search Results - subject:"Impulse Response function"

The relationship between the inflation rate and the unemployment rate in Poland and their long-term associations with selected macroeconomic variables

Koterwa, Jan; Kycia, Hubert; Czapkiewicz, Anna - In: Managerial economics 24 (2023) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10014556710

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

Analysis of the impact of orthogonalized brent oil price shocks on the returns of dependent industries in times of the Russian war

Friedhoff, Tim; Au, Cam-Duc; Krahnhof, Philippe - 2023

illustrate our results graphically with the impulse-response function. We find that the shock responses of industries to Brent …

Persistent link: https://www.econbiz.de/10014248721

Does the effectiveness of monetary policy depend on the choice of policy instrument? : empirical evidence from South Korea

Zuniga, Martha Cruz; Senbet, Dawit - In: Journal of central banking theory and practice 12 (2023) 2, pp. 239-265

This study provides robust evidence on how the choice ofthe policy instrument for monetary policy influences its impact oneconomic activity. We study the case of South Korea for the period1980-2017. We use FAVAR models that allow a comprehensive explo-ration of different areas of economic...

Persistent link: https://www.econbiz.de/10014316677

Application of the VAR model in examining the determinants of returns of selected cryptocurrencies

Stanković, Sunčica; Đorđević, Bojan; Milojević, … - In: Bizinfo (Blace) : časopis iz oblasti ekonomije … 14 (2023) 1, pp. 45-52

Persistent link: https://www.econbiz.de/10014634596

Quarterly projection model for belarus : methodological aspects and practical applications

Kharitonchik, Anatoly - In: BEROC working paper series 82 (2023), pp. 1-84

Persistent link: https://www.econbiz.de/10015176864

The effect of GDP and exchange rate on import of photovoltaic cells in Indonesia

Nasiha Sajida; Ajija, Shochrul Rohmatul; Haryadi, Fajar … - In: Iranian economic review : journal of University of Tehran 27 (2023) 4, pp. 1268-1284

Persistent link: https://www.econbiz.de/10015401039

Does volume of gold consumption influence the world gold price?

S, Maria Immanuvel; Lazar, Daniel - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-14

Gold is a universal commodity traded across the world. The London Bullion Market Association (LBMA) fixes prices twice a day, known as AM and PM fix prices. This study is an attempt to find out whether the volume of gold consumption shows any significant impact on the world gold prices, known as...

Persistent link: https://www.econbiz.de/10014332474

Does volume of gold consumption influence the world gold price?

Immanuvel, S. Maria; Lazar, D. - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-14

Persistent link: https://www.econbiz.de/10013369032

Investigating the nexus between crude oil price and stock prices of oil exploration companies

Kumar, K. Abhaya; Pinto, Prakash; Hawaldar, Iqbal Thonse; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 40-47

Persistent link: https://www.econbiz.de/10013350764