Search Results - subject:"Response functions"

The Asymmetric Effects of Uncertainty on Inflation and Output Growth

Shields, KalvInder; Grier, Kevin B; Henry, Olan T; … - Royal Economic Society - RES - 2003

We study the effects of growth volatility and inflation volatility on average rates of output growth and inflation for post-war U.S. data. Our results suggest that growth uncertainty is associated with higher average growth and lower average inflation. Inflation uncertainty is significantly...

Persistent link: https://www.econbiz.de/10005577122

Measuring the Response of Macroeconomic Uncertainty to Shocks

Shields, Kalvinder; Olekalns, Nilss; Henry, Ólan T.; … - Department of Economics, Faculty of Business and Economics - 2003

: Asymmetry, Inflation, Output Growth, Variance Impulse Response Functions …

Persistent link: https://www.econbiz.de/10005587714

An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001)

Sharma, Abhijit; Panagiotidis, Theodore - Department of Economics, University of Sheffield - 2003

response functions (IRFs) are employed to investigate the effects of macroeconomic shocks. …

Persistent link: https://www.econbiz.de/10005628486

Graphical Models for Structural Vector Autoregressions

Moneta, Alessio - Laboratory of Economics and Management (LEM), Scuola … - 2003

based on the Choleski factorization of the covariance matrix of the residuals. The impulse response functions calculated …

Persistent link: https://www.econbiz.de/10005292655

Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002

Lindé, Jesper - 2003

quarterly inflation rate in the empirical analysis. After a monetary policy shock, the impulse response functions for output and … the real exchange rate. Sensitivity analysis suggests that the shape of the obtained impulse response functions is fairly …

Persistent link: https://www.econbiz.de/10010321258

Monetary policy shocks and business cycle fluctuations in a small open economy : Sweden 1986-2002

Lindé, Jesper - 2003

Persistent link: https://www.econbiz.de/10011583586

The linkage between energy consumption and income in six emerging economies of Asia

School of Economics and Finance

and impulse response functions confirm the direction of causality. These findings have important policy implications for …

Persistent link: https://www.econbiz.de/10009434881

Determinants of foreign direct investment flows to Pakistan

Hakro, Ahmed Nawaz; Ghumro, Ikhtiar Ali - In: Journal of Developing Areas 44 (2011) 2, pp. 217-242

Pakistan economy data set (1970-2007). VAR, VEC, generalized impulse response functions, Granger causality, forecasting, three …

Persistent link: https://www.econbiz.de/10011213298

Stock market correlations between China and its emerging market neighbors

Jayasuriya, Shamila A. - In: Emerging Markets Review 12 (2011) 4, pp. 418-431

We examine interlinkages of stock return behavior for China and three emerging market neighbors from the Asia Pacific region from November 1993 to July 2008. Results are based on a VAR model. Impulse responses and vector decomposition of VAR are also utilized. Evidence suggests that the...

Persistent link: https://www.econbiz.de/10010574589

Output sustainability to exogenous and endogenous shocks: evidence from emerging economies

Belitski, Maksim; Peliova, Jana - In: International Journal of Sustainable Economy 3 (2011) 3, pp. 255-280

) across the countries. Impulse response functions show that exogenous positive shock lead to a drop in output sustainability …

Persistent link: https://www.econbiz.de/10009352630