Search Results - subject:"Impulse response function"

Finance and economic development in Italy, 1870-1913

Incerpi, Andrea; Pistoresi, Barbara; Rinaldi, Alberto - 2020

Persistent link: https://www.econbiz.de/10012211260

Vector autoregressive analysis of the impacts of Canadian natural gas on the economy

McLachlan, Brennan - 2020

Persistent link: https://www.econbiz.de/10012211915

Una ilustración en el modelo MF estocásticode Mark (2000) : simulación y estimación del efecto desbordamiento

Lizarazu Alanez, Eddy - In: Análisis económico 35 (2020) 89, pp. 143-172

Persistent link: https://www.econbiz.de/10012508529

Spillover effects of the US economic policy uncertainty in Latin America

Coronado, Semei; Martínez, José; Venegas-Martínez, … - In: Estudios de economía 47 (2020) 2, pp. 273-293

This paper is aimed at assessing the spillover effects of the US Economic Policy Uncertainty (EPU) in macroeconomic variables of major Latin American Countries (LAC): Mexico, Colombia, Brazil, and Chile. To do that, we estimate a set of two-country Structural Vector Autoregressive (SVAR) models...

Persistent link: https://www.econbiz.de/10012406034

Spillover effects of the US economic policy uncertainty in Latin America

Coronado, Semei; Martínez, José; Venegas-Martínez, … - In: Estudios de Economía 47 (2020) 2, pp. 273-293

Persistent link: https://www.econbiz.de/10014485993

The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras

Al-Mohamad, Somar; Rashid, Audil; Bakry, Walid; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

causality between the stock market indices. The study also extends the investigation by employing the impulse response function …

Persistent link: https://www.econbiz.de/10012657591

Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand

Warsono Warsono; Russel, Edwin; Putri, Almira Rizka; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 360-373

Persistent link: https://www.econbiz.de/10012488433

Employment, gender gap, and the Mexican industry : the effect of COVID-19 on the dynamic structure and recovery in the labor market

Moreno, Jorge O.; Cuellar, Cecilia Y.; Ramos, Maria E. - In: Creating Economic Stability Amid Global Uncertainty : …, (pp. 141-164). 2023

Persistent link: https://www.econbiz.de/10014448321

Impulse response function analysis for Markov switching VAR models

Cavicchioli, Maddalena - In: Economics letters 232 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014464479

Testing cointegration between workers' remittances and human capital formation in Sri Lanka

Aslam, Ahamed Lebbe Mohamed; Sivarajasingham, Selliah - In: Journal of economic and administrative sciences 39 (2023) 3, pp. 687-708

Persistent link: https://www.econbiz.de/10014338842