Search Results - subject:"Impulse Response function"

Statistical analysis and evaluation of macroeconomic policies : a selective review

Liu, Zeqin; Cai, Zongwu; Fang, Ying; Lin, Ming - 2019

Persistent link: https://www.econbiz.de/10012202960

Dynamic effects of persistent shocks

Alloza, Mario; Gonzalo Muñoz, Jesus; Sanz, Carlos - 2019

Persistent link: https://www.econbiz.de/10012158755

Causal relationship between industrialization, energy intensity, economic growth and carbon dioxide emissions : recent evidence from Uganda

Appiah, Kingsley; Du, Jianguo; Yeboah, Michael; Appiah, … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 237-245

Persistent link: https://www.econbiz.de/10012027044

Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy

Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 390-398

Persistent link: https://www.econbiz.de/10012027088

Effects of R&D subsidies on regional economic dynamics : evidence from Chinese provinces

Eberle, Jonathan; Boeing, Philipp - 2019

corresponding impulse response function (IRF) analysis allow us to differentiate between direct and indirect effects, which add up …

Persistent link: https://www.econbiz.de/10012105422

Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components

Ramsauer, Franz; Min, Aleksey; Lingauer, Michael - In: Econometrics : open access journal 7 (2019) 3/31, pp. 1-43

This article extends the Factor-Augmented Vector Autoregression Model (FAVAR) to mixed-frequency and incomplete panel data. Within the scope of a fully parametric two-step approach, the alternating application of two expectation-maximization algorithms jointly estimates model parameters and...

Persistent link: https://www.econbiz.de/10012161533

The impact of oil price uncertainty on stock returns in Gulf Countries

Ahmad, Shabbir - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 6, pp. 447-452

Persistent link: https://www.econbiz.de/10012427761

Nexus between economic growth, tourism revenue and financial development in Bangladesh : a time series analysis

Habib, Syeda Sumaiya; Sharif, Md. Shahanawaz; Hossain, … - In: Business and Economic Research : BER 9 (2019) 3, pp. 134-149

Persistent link: https://www.econbiz.de/10012220704

Exchange rate and Chinese financial market : variance decomposition under vector autoregression approach

Ahalawat, Shweta; Patro, Archana - In: Cogent economics & finance 7 (2019) 1, pp. 1-14

root test, variance decomposition under vector autoregressive (VAR) approach, impulse response function and Granger …

Persistent link: https://www.econbiz.de/10012024051

The nexus between monetary policy and commercial lending rates : comprehensive evidence from Czechia during different policy stances

Kajurová, Veronika; Linnertová, Dagmar - In: Eastern European economics : EEE 60 (2022) 4, pp. 330-351

Persistent link: https://www.econbiz.de/10013363050