Search Results - subject:"Panel Vector autoregression"

Barcellos, Silvia Helena - RAND - 2010

paper presents a new approach to the analysis of the relationship between immigration and wages based on a panel vector … autoregression (VAR). The VAR analysis of a panel of US states shows that immigration does not have a significant effect on wages or …

Persistent link: https://www.econbiz.de/10008542331

Cross-country evidence on the relation between equity prices and the current account

Berg, Tim Oliver - 2009

the period 1980-2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

Persistent link: https://www.econbiz.de/10010368582

Cross-country evidence on the relation between equity prices and the current account

Berg, Tim Oliver - House of Finance, Goethe Universität Frankfurt am Main - 2009

the period 1980-2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

Persistent link: https://www.econbiz.de/10010982228

On the usefulness of government spending in the EU area

Salotti, Simone; Marattin, Luigi - Volkswirtschaftliche Fakultät, … - 2009

area, by using annual data and a panel vector auto-regression approach (PVAR). Our results show that increases in public …

Persistent link: https://www.econbiz.de/10008567667

On the usefulness of government spending in the EU area

Salotti, Simone; Marattin, Luigi - Volkswirtschaftliche Fakultät, … - 2009

area, by using annual data and a panel vector auto-regression approach (PVAR). Our results show that increases in public …

Persistent link: https://www.econbiz.de/10008642703

Cross-country evidence on the relation between equity prices and the current account

Berg, Tim Oliver - 2009

the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

Persistent link: https://www.econbiz.de/10010384487

Premiums and returns of iPath exchange traded notes

Noman, Abdullah; Naka, Atsuyuki - In: The journal of asset management 16 (2015) 6, pp. 401-414

Persistent link: https://www.econbiz.de/10011416642

Wealth effects and consumption : a panel VAR approach

Shen, Xin; Holmes, Mark J.; Lim, Steven - In: International review of applied economics 29 (2015) 2, pp. 221-237

Persistent link: https://www.econbiz.de/10010533026

IT-enabled broadcasting in social media : an empirical study of artists’ activities and music sales

Chen, Hailiang; De, Prabuddha; Hu, Yu Jeffrey - In: Information systems research : ISR 26 (2015) 3, pp. 513-531

Persistent link: https://www.econbiz.de/10011372842

On the size of government spending multipliers in Europe

Kempa, Bernd; Khan, Nazmus Sadat - In: Applied economics 47 (2015) 49/51, pp. 5548-5558

Persistent link: https://www.econbiz.de/10011341753

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