Search Results - subject:"Model."

The asymmetric impacts of oil price and shocks on inflation in BRICS : a multiple threshold nonlinear ARDL model

Li, Youshu; Guo, Junjie - In: Applied economics 54 (2022) 12, pp. 1377-1395

Persistent link: https://www.econbiz.de/10012875243

A state-space approach to time-varying reduced-rank regression

Brune, Barbara; Scherrer, Wolfgang; Bura, Efstathia - In: Econometric reviews 41 (2022) 8, pp. 895-917

Persistent link: https://www.econbiz.de/10013364916

Education, labor force composition, and growth a general equilibrium analysis

Roson, Roberto - 2022

Persistent link: https://www.econbiz.de/10013401864

Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - In: Open economies review 33 (2022) 4, pp. 705-749

Persistent link: https://www.econbiz.de/10013455611

Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR

Tabash, Mosab I.; Asad, Muzaffar; Khan, Ather Azim; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-19

This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism...

Persistent link: https://www.econbiz.de/10014500356

Short-term forecasting of global energy and metal prices : VAR and VECM approaches

Balioz, Diana - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2022) 254, pp. 15-28

Persistent link: https://www.econbiz.de/10015045752

Estimating nonlinear heterogeneous agents models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022

feasible. These simplifications include approximating the true nonlinear dynamics of the model, disregarding aggregate … predictions of the model. We leverage the recent advancements in machine learning to develop a solution and estimation method … Agents New Keynesian (HANK) model with a zero lower bound (ZLB) constraint for the nominal interest rate to show that the …

Persistent link: https://www.econbiz.de/10013257224

Modelling determinants of inflation in CESEE countries : global vector autoregressive approach

Jakši, Saša - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 2, pp. 137-169

Persistent link: https://www.econbiz.de/10013270502

The role of human capital in structural change and growth in an open economy : innovative and absorptive capacity effects

Bye, Brita; Fæhn, Taran - In: The world economy : the leading journal on … 45 (2022) 4, pp. 1021-1049

Persistent link: https://www.econbiz.de/10013188136

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

Persistent link: https://www.econbiz.de/10013341328