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  • Search: subject:"Lag augmented"
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Year of publication
Subject
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VAR model 10 VAR-Modell 10 Causality analysis 6 Kausalanalyse 6 lag-augmented vector autoregression 5 time-varying causality 5 China 4 International economic relations 3 International relations 3 Internationale Beziehungen 3 Internationale Wirtschaftsbeziehungen 3 Japan 3 Auslandsinvestition 2 Börsenkurs 2 Carbon Emission Trading 2 Economic growth 2 Energy consumption 2 European Union 2 Finanzpolitik 2 Fiscal policy 2 Foreign investment 2 Lag Augmented Vector Autoregression 2 Lag-augmented VAR 2 Political relations 2 Regional Greenhouse Gas Initiative 2 Share price 2 Theorie 2 Theory 2 Wirtschaftswachstum 2 bound tests 2 external sustainability 2 fiscal sustainability 2 political relations 2 Africa 1 Aktienindex 1 Asian economies 1 Außenwirtschaftspolitik 1 Bruttoinlandsprodukt 1 Budget deficit 1 CGE 1
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Online availability
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Free 9 Undetermined 6
Type of publication
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Article 10 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 12 Undetermined 5
Author
All
Afonso, António 6 Saadaoui, Jamel 6 Mignon, Valérie 4 Alves, José 2 Coelho, José Carlos 2 Kim, Man-Keun 2 Lee, Kangil 2 Liu, Xiaohui 2 Ando, Shio 1 Hammoudeh, Shawkat 1 Hamori, Shigeyuki 1 Hiraga, Kazuki 1 Jemiluyi, Olufunmilayo Olayemi 1 Kozuka, Masafumi 1 Liao, Hailin 1 Miyazaki, Tomomi 1 Olayeni, Olaolu Richard 1 Ono, Hiroshi 1 Shu, Chang 1 Tamakoshi, Go 1 Tamegawa, Kenichi 1 Tiwari, Aviral Kumar 1 Tomioka, Kazuki 1 Tyers, Rodney 1 Wolde-Rufael, Yemane 1
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Institution
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School of Business and Economics, Loughborough University 1
Published in...
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CESifo Working Paper 2 CESifo working papers 2 Applied economics letters 1 CAMA working paper series 1 China economic review 1 Discussion Paper Series / School of Business and Economics, Loughborough University 1 Document de travail 1 Economics Bulletin 1 Energy Economics 1 Finance research letters 1 International Journal of Energy Economics and Policy 1 International Journal of Energy Economics and Policy : IJEEP 1 International Review of Applied Economics 1 The empirical economics letters : a monthly international journal of economics 1 The energy journal 1
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Source
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ECONIS (ZBW) 10 RePEc 5 EconStor 2
Showing 1 - 10 of 17
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Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment
Afonso, António; Alves, José; Coelho, José Carlos; … - 2025
We implement a two-step analysis of fiscal and external causality patterns using a data set covering the 27 EU countries in the period 2002Q1-2023Q4. In the 1st step, we compute fiscal and external sustainability time-varying coefficients, modelling the cointegration relationship between...
Persistent link: https://www.econbiz.de/10015339538
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Cover Image
Fiscal and external sustainability : a two-step time-varying Granger causality assessment
Afonso, António; Alves, José; Coelho, José Carlos; … - 2025
We implement a two-step analysis of fiscal and external causality patterns using a data set covering the 27 EU countries in the period 2002Q1-2023Q4. In the 1st step, we compute fiscal and external sustainability time-varying coefficients, modelling the cointegration relationship between...
Persistent link: https://www.econbiz.de/10015211762
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On the Time-Varying Impact of China's Bilateral Political Relations on Its Trading Partners (1960-2022)
Afonso, António; Mignon, Valérie; Saadaoui, Jamel - 2023
UK—on current account balances and exchange rates, over the 1960Q1-2022Q4 period. Relying on the lag-augmented VAR …
Persistent link: https://www.econbiz.de/10014469509
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On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)
Afonso, António; Mignon, Valérie; Saadaoui, Jamel - 2023
Persistent link: https://www.econbiz.de/10014437587
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On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)
Afonso, António; Mignon, Valérie; Saadaoui, Jamel - 2023
UK-on current account balances and exchange rates, over the 1960Q1-2022Q4 period. Relying on the lag-augmented VAR …
Persistent link: https://www.econbiz.de/10014443830
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On the time-varying impact of China's bilateral political relations on its trading partners : "doux commerce" or "trade follows the flag"?
Afonso, António; Mignon, Valérie; Saadaoui, Jamel - In: China economic review 85 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014545039
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The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi - In: Applied economics letters 30 (2023) 5, pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
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The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective
Olayeni, Olaolu Richard; Jemiluyi, Olufunmilayo Olayemi; … - In: The energy journal 44 (2023) 5, pp. 21-43
Persistent link: https://www.econbiz.de/10014380614
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Has foreign growth contributed to stagnation and inequality in Japan?
Tomioka, Kazuki; Tyers, Rodney - 2016
Persistent link: https://www.econbiz.de/10011757103
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Dynamic Interactions between Carbon and Energy Prices in the U.S. Regional Greenhouse Gas Initiative
Kim, Man-Keun; Lee, Kangil - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 494-501
.S. Regional Greenhouse Gas Initiative (RGGI) using lag augmented vector autoregression reveals that the RGGI market and …
Persistent link: https://www.econbiz.de/10011268838
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