Search Results - subject:"Impulse response functions"

Which return regime induces overconfidence behavior? : artificial intelligence and a nonlinear approach

Alp Coşkun, Esra; Kahyaoglu, Hakan; Lau, Chi Keung - In: Financial innovation : FIN 9 (2023) 1, pp. 1-34

, nonlinear Granger causality test and nonlinear impulse-response functions based on local projections. These are the first …

Persistent link: https://www.econbiz.de/10014288970

Bayesian VARs of the U.S. economy before and during the pandemic

Sznajderska, Anna; Haug, Alfred Albert - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 211-236

Persistent link: https://www.econbiz.de/10014315631

Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)

Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28

utilised, which is supplemented with Impulse Response Functions (IRFs), Granger Causality Tests and Forecast Error Variance …

Persistent link: https://www.econbiz.de/10014331929

Natural disasters, epidemics and intergovernmental relations : more or less decentralisation?

Mello, Luiz de; Jalles, João Tovar - 2023

Persistent link: https://www.econbiz.de/10013500643

The effects of disaggregate oil shocks on aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023

Persistent link: https://www.econbiz.de/10013502430

International macroeconomic vulnerability

Velloso, João; Garcia, Márcio Gomes Pinto; Guillen, Diogo - 2022

We propose and implement an index of macroeconomic vulnerability to foreign shocks based on a structural time-varying bayesianVARwith a block-exogeneity hypothesis for a given pair of a large economy and a small open economy. The index is based on the sum of the responses of the small open...

Persistent link: https://www.econbiz.de/10014388402

Corporate governance as the driver of economic growth in Sub-Saharan African Countries

Matashu, Martha; Musvoto, Wedzerai S. - In: International Journal of Business and Economic Sciences … 15 (2022) 1, pp. 16-26

economic growth in Sub Saharan African countries. Panel Vector Autoregression (PVAR) models and impulse response functions were … with economic growth. The results of the impulse response functions predict that, there will be a 0.01 per cent growth in …

Persistent link: https://www.econbiz.de/10014434607

Stock market reactions during different phases of the COVID-19 pandemic: Cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies 10 (2022) 1, pp. 1-32

(1,1) models, and VAR-based impulse response functions are employed. The results reveal that the stock market reaction to … impulse response functions demonstrated the non-zero primary response of analyzed markets to the COVID-19 shock, and GARCH …

Persistent link: https://www.econbiz.de/10013199946

Structural volatility impulse response analysis

Fengler, Matthias; Polivka, Jeannine - 2022

Persistent link: https://www.econbiz.de/10013399810

Persistence of state-level uncertainty of the United States : the role of climate risks

Sheng, Xin; Gupta, Rangan; Çepni, Oğuzhan - 2022

Persistent link: https://www.econbiz.de/10012806400