Search Results - subject:"Response functions"

The Impact of Oil Price Hike on the Belarusian Economy

Ito, Katsuya - In: Transition Studies Review 17 (2010) 1, pp. 211-216

Persistent link: https://www.econbiz.de/10008486712

Time-varying World Integration of the Malaysian Stock Market: A Kalman Filter Approach

Yeoh, Bit-Kun; Hooy, Chee-Wooi; Arsad, Zainudin - In: Asian Academy of Management Journal of Accounting and … 6 (2010) 2, pp. 1-17

This paper estimates the time-varying world integration of the Malaysian stock market and examines if the paths of the time-varying integration match the economic events of the country. We employed weekly time series data for the period between February 1988 and September 2009 to coincide with...

Persistent link: https://www.econbiz.de/10010612026

Exchange rate (volatility) and bilateral agricultural trade: Turkey vs. her major trading partners

Nazlioglu, Saban; Erdem, Cumhur - In: International Journal of Trade and Global Markets 3 (2010) 3, pp. 295-311

) framework. The short-run analysis based on the Impulseâ€“Response Functions (IRFs) provides evidence that the pattern of Turkish …

Persistent link: https://www.econbiz.de/10009352805

Nominal exchange rate neutrality: the case of Australia

Harbinger, Chris B.; Wijeweera, Albert - In: International Journal of Economics and Business Research 2 (2010) 5, pp. 341-351

autoregression model to investigate the nominal exchange rate neutrality hypothesis for the case of Australia. Impulse response … functions and variance decompositions are generated for four different variations of the model for empirically testing the …

Persistent link: https://www.econbiz.de/10008755213

The Dynamics Of Land-Use In Brazilian Amazon

Loureiro, Paulo R. A.; Sachsida, Adolfo; Mendonça, … - Departamento de Economia, Faculdade de Economia, … - 2010

the process of soil occupation by means of impulse response functions (IRFs). The IRFs applied for cluster 1 lead to the …

Persistent link: https://www.econbiz.de/10008783604

Has the SARB become more effective post inflation targeting?

Gupta, Rangan; Kabundi, Alain; Modise, Mampho - In: Economic Change and Restructuring 43 (2010) 3, pp. 187-204

Persistent link: https://www.econbiz.de/10008673616

Variable-ordering induced problems of impulse-response analysis and other difficulties: the dividend policy of Austrian firms

Basse, Tobias; Reddemann, Sebastian - In: International Journal of Computational Economics and … 1 (2010) 3/4, pp. 278-293

estimation has a great impact on the resulting impulse response functions. It is shown how the variable ordering affects the …

Persistent link: https://www.econbiz.de/10010669412

The regime-dependent determination of credibility: A new look at European interest differentials

Tillmann, Peter - 2001

distinct with respect to the time series properties of the interest rate spread. Regime-dependent impulse response functions …

Persistent link: https://www.econbiz.de/10010270676

Corporate Credit, Stock Price Inflation and Economic Fluctuations

Groen, J.J.J. - de Nederlandsche Bank - 2001

impulse response functions and forecast error variance decompositions to analyze the interdependencies between the …

Persistent link: https://www.econbiz.de/10004970707

External factors in czech disinflation (dynamic analysis)

Izák, Vratislav - In: Politická ekonomie 2001 (2001) 4

polynomial) have been constructed and evaluated. Impulse response functions and variance decompositions for selected VAR models …

Persistent link: https://www.econbiz.de/10005258148