Search Results - subject:"Impulse response functions"

Is the J-Curve Effect Observable for Small North European Economies?

Hacker, R.; Hatemi-J, Abdulnasser - In: Open Economies Review 14 (2003) 2, pp. 119-134

, and Swedenâ€”using generalized impulse response functions. The results provide empirical support for the J-curve. Each …

Persistent link: https://www.econbiz.de/10005715084

The Dynamics of Dealer Quoting Behavior

Frijns, B.; Schotman, P. - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005706599

An empirical analysis of the effect of labour market characteristics on marital dissolution rates

Bentzen, Jan; Smith, Valdemar - Nationalökonomisk Institut, Institut for Økonomi - 2002

estimating VAR-models including impulse response functions. Historically, the female labor force participation rate increases …

Persistent link: https://www.econbiz.de/10005198084

Ein alternativer Indikator der deutschen Geldpolitik. Untersuchung im Rahmen eines strukturellen VAR-Modells / An Improved Indicator of German Monetary Policy A Structural VAR Analysis

Jennes, Barbara - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 4, pp. 371-393

response functions indicating that the effectiveness of monetary policy is underestimated in the standard model. Forecast error … agreements as the most important instrument of the Bundesbank. The resulting non-recursive structural VAR model produces impulse …

Persistent link: https://www.econbiz.de/10014608842

The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials

Tillmann, Peter - Institut für Wirtschaftspolitik, Wirtschafts- und … - 2001

distinct with respect to the time series properties of the interest rate spread. Regime-dependent impulse response functions …

Persistent link: https://www.econbiz.de/10005702782

Openness and growth: an interpretation of empirical evidence from East Asian countries

Jin, Jang - In: The Journal of International Trade & Economic Development 9 (2001) 1, pp. 5-17

This study investigates the effect of openness on economic growth for rapidly growing economies in East Asia in which rapid growth has been accompanied by a persistent openness to world trade. The framework of analysis is a five-variable vector autoregressive model that consists of real output,...

Persistent link: https://www.econbiz.de/10009219504

Nachfrage- und Angebotsschocks in der Europäischen Union / Demand and Supply Shocks in the European Union : Empirische Ergebnisse und methodische Erläuterungen / Empirical Results and Methodological Comments

Knudsen, Lars; Stahlecker, Peter; Wohlers, Eckhardt - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 513-551

effects of demand shocks on output is used to restrict the impulse response functions. This method is confronted with a … dynamics of the restricted impulse response functions, the dynamics of the constrained VAR models coincides with the … cannot be guaranteed in every case. As a further essential contribution all feasible impulse response functions satisfying a …

Persistent link: https://www.econbiz.de/10014608712

On the asymptotic distribution of impulse response functions with long run restrictions

Vlaar, P.J.G. - de Nederlandsche Bank - 1998

response functions or to perform tests of hypotheses concerning forecast error variance decompositions. The relevance of the … asymptotic distribution of the moving average parameters can be used to determine asymptotic confidence intervals of impulse …

Persistent link: https://www.econbiz.de/10005030230

Germany Before and After Unification: A Strucutral VAR Analysis

Weber, Axel A - University of Bonn, Germany - 1997

Recent theoretical research in business cycle modelling has aimed at putting forward a unified framework for studying both short-term cycles and long-term growth. Empirical research based on structural vector-autoregression has established that the same factors which drive long-run growth also...

Persistent link: https://www.econbiz.de/10004968296

Integración espacial y cointegración: una aplicación al mercado de cereales en España

Gil, José María; Clemente, J.; A, Montañés; Reyes, M. - In: Estudios de Economía Aplicada 6 (1996) Diciembre, pp. 103-130

El objetivo del presente trabajo se centra en verificar el cumplimiento de la Ley de Precio Unico (LPU) en mercados separados espacialmente, utilizando el enfoque de cointegración. Se han considerado dos mercados: trigo y cebada, y cuatro zonas productoras-consumidoras de dichos cereales: Ebro,...

Persistent link: https://www.econbiz.de/10005736975