Search Results - subject:"Panel vector"

What explains international interest rate co-movement?

Camehl, Annika; von Schweinitz, Gregor - 2026

respond to foreign policy shocks. We derive this result from a Bayesian structural panel vector autoregression with …

Persistent link: https://www.econbiz.de/10015589869

The interdependence of intellectual property rights and sales in the manufacturing industry : evidence from the triangle of patents, trademarks, and sales

Lambrecht, Darius; Block, Jörn; Neuenkirch, Matthias; … - In: Economics of innovation and new technology 35 (2026) 2, pp. 259-283

Persistent link: https://www.econbiz.de/10015592941

Environmental taxes and food exports : assessing trade and sustainability dynamics in OECD countries

Gafsi, Nesrine; Bakari, Sayef - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 251-267

Persistent link: https://www.econbiz.de/10015618832

Credit risk management dynamics : evidence from Indonesian rural banks

Ariefianto, Mochammad Doddy; Nur, Triasesiarta; … - In: Risks : open access journal 14 (2026) 1, pp. 1-19

This paper investigates credit risk management as a dynamic system. Panel Vector Autoregression (PVAR) is employed to …

Persistent link: https://www.econbiz.de/10015611273

Examining the impact of differential electricity pricing on industrial development : evidence from panel VAR

Fadl, Nada - 2026

and cross-subsidy electricity price structures. Using panel vector autoregression (VAR) for 17 OECD countries over a …

Persistent link: https://www.econbiz.de/10015632145

Green Fiscal Multipliers with Different Sovereign Debt Trajectories in EU Countries

Afonso, António; Alves, José; Ferrara, Alessio; … - 2025

This paper estimates the fiscal multipliers of green public spending using a linear Bayesian Panel VAR and a Smooth Transition VAR framework, with quarterly data for the period 1995Q1–2022Q4 for EU member states. We group EU member states based on similarities in debt trajectories and green...

Persistent link: https://www.econbiz.de/10015449854

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market: A Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies 13 (2025) 5, pp. 1-24

2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …

Persistent link: https://www.econbiz.de/10015468906

Systemic risk and commercial bank stability in the Middle East and North Africa (MENA) region

Jalloul, Rim; Haque, Mahfuzul - In: Risks : open access journal 13 (2025) 7, pp. 1-18

Using panel data spanning 2004-2023 of 21 countries in the MENA (Middle East and North Africa) region, we measure systemic risk and assess its influence on key banking sector performance indicators, including financial stability (proxied by commercial bank branches per 100,000 adults), providing...

Persistent link: https://www.econbiz.de/10015437049

Green fiscal multipliers with different sovereign debt trajectories in EU countries

Afonso, António; Alves, José; Ferrara, Alessio; … - 2025

This paper estimates the fiscal multipliers of green public spending using a linear Bayesian Panel VAR and a Smooth Transition VAR framework, with quarterly data for the period 1995Q1-2022Q4 for EU member states. We group EU member states based on similar- ities in debt trajectories and green...

Persistent link: https://www.econbiz.de/10015438611

Enrichment of environmental sustainable development, green finance, and economic complexity for reduction of ecological footprints

Yen Nguyen Hong; Nguyen Thi Thanh Huyen - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 11-23

Persistent link: https://www.econbiz.de/10015442118