Search Results - subject:"Impulse response functions"

Are there price asymmetries in the US beef market?

Pozo, Veronica F.; Bachmeier, Lance J.; Schroeder, Ted C. - In: Journal of commodity markets 21 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012807719

Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics

Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang - In: Research in international business and finance 58 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013287890

Inference in structural Vector Autoregressions identified with an external instrument

Olea, José Luis Montiel; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 225 (2021) 1, pp. 74-87

Persistent link: https://www.econbiz.de/10013279009

The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence

Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633546

Oil price volatility in the context of Covid-19

Bourghelle, David; Jawadi, Fredj; Rozin, Philippe - In: International economics : a journal published by CEPII … 167 (2021), pp. 39-49

Persistent link: https://www.econbiz.de/10013269311

Productivity growth recovery mechanisms : an ARDL approach lessons from the United States, Japan and South Korea

Koczyrkewycz, Michael; Chaiechi, Taha; Beg, Rabiul Alam - In: Bulletin of applied economics 8 (2022) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10013271165

The impact of poverty cycles on economic research : evidence from econometric analysis

Qin, Yong; Wang, Xinxin; Xu, Zeshui; Škare, Marinko - In: Economic research 34 (2021) 1,1, pp. 152-171

Persistent link: https://www.econbiz.de/10013341456

A look behind the curtain: Measuring the complex economic effects of regional structural funds in Germany

Eberle, Jonathan; Brenner, Thomas; Mitze, Timo - 2017

This paper investigates the mutual impact channels of Germany's major regional policy instrument (GRW) on regional economic development. Different from earlier studies which have predominately focused on a partial assessment of output ef-fects, we explicitly endogenize the factor inputs of the...

Persistent link: https://www.econbiz.de/10011961345

Analysis of a maritime versus a landlocked tourism dependent economy: Croatia and the Czech Republic

Kokotovic, Filip - In: UTMS Journal of Economics 8 (2017) 3, pp. 319-328

economies. Rather, through Impulse Response Functions (IRFs) and variance decompositions, this paper examines the relationship …

Persistent link: https://www.econbiz.de/10011994733

Labor costs and foreign direct investment: A panel VAR approach

Bayraktar-Sağlam, Bahar; Böke, Selin Sayek - In: Economies 5 (2017) 4, pp. 1-23

This paper examines the endogenous interaction between labor costs and Foreign Direct Investment (FDI) in the OECD countries via the Panel VAR approach under system GMM estimates for the period 1995-2009. The available data allows identifying the relevance of the components of labor costs, and...

Persistent link: https://www.econbiz.de/10012009789