Search Results - subject:"Impulse response functions"

Graphical Models for Structural Vector Autoregressions

Moneta, Alessio - Laboratory of Economics and Management (LEM), Scuola … - 2003

based on the Choleski factorization of the covariance matrix of the residuals. The impulse response functions calculated …

Persistent link: https://www.econbiz.de/10005292655

Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002

Lindé, Jesper - 2003

quarterly inflation rate in the empirical analysis. After a monetary policy shock, the impulse response functions for output and … the real exchange rate. Sensitivity analysis suggests that the shape of the obtained impulse response functions is fairly …

Persistent link: https://www.econbiz.de/10010321258

Monetary policy shocks and business cycle fluctuations in a small open economy : Sweden 1986-2002

Lindé, Jesper - 2003

Persistent link: https://www.econbiz.de/10011583586

The linkage between energy consumption and income in six emerging economies of Asia

School of Economics and Finance

and impulse response functions confirm the direction of causality. These findings have important policy implications for …

Persistent link: https://www.econbiz.de/10009434881

Determinants of foreign direct investment flows to Pakistan

Hakro, Ahmed Nawaz; Ghumro, Ikhtiar Ali - In: Journal of Developing Areas 44 (2011) 2, pp. 217-242

Pakistan economy data set (1970-2007). VAR, VEC, generalized impulse response functions, Granger causality, forecasting, three …

Persistent link: https://www.econbiz.de/10011213298

Stock market correlations between China and its emerging market neighbors

Jayasuriya, Shamila A. - In: Emerging Markets Review 12 (2011) 4, pp. 418-431

We examine interlinkages of stock return behavior for China and three emerging market neighbors from the Asia Pacific region from November 1993 to July 2008. Results are based on a VAR model. Impulse responses and vector decomposition of VAR are also utilized. Evidence suggests that the...

Persistent link: https://www.econbiz.de/10010574589

Output sustainability to exogenous and endogenous shocks: evidence from emerging economies

Belitski, Maksim; Peliova, Jana - In: International Journal of Sustainable Economy 3 (2011) 3, pp. 255-280

) across the countries. Impulse response functions show that exogenous positive shock lead to a drop in output sustainability …

Persistent link: https://www.econbiz.de/10009352630

Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries

Caporale, Guglielmo Maria; Gil-Alana, Luis - In: Journal of Applied Statistics 38 (2011) 1, pp. 71-85

This article analyzes impulse response functions in the context of vector fractionally integrated time series. We …

Persistent link: https://www.econbiz.de/10008773836

Análisis cuantitativo de las relaciones entre macroeconomía y sector agrario en Túnez

Kaabia, Monia Ben; Chebbi, Houssem E.; Gil, Jose M. - In: Revista Española de Estudios Agrosociales y Pesqueros (2002) 195

El proceso de globalización que la economía mundial está manifestando en los últimos años constituye un gran reto para Túnez, país que está inmerso en un gran proyecto de reformas económicas y estructurales. En este contexto, cualquier decisión en el ámbito de la política...

Persistent link: https://www.econbiz.de/10011078340

Competitive Reactions and the Cross-Sales Effects of Advertising and Promotion

Steenkamp, Steenkamp, J-B.E.M.; Nijs, V.R.; Hanssens, … - Erasmus Research Institute of Management (ERIM), … - 2002

How do competitors react to each other's price-promotion and advertising actions? How do these reactions influence the net sales impact we observe? We answer these questions by performing a large-scale empirical study of the short-run and long-run reactions to promotion and advertising shocks in...

Persistent link: https://www.econbiz.de/10010731262