Search Results - subject:"SVAR Model"

Unemployment dynamics, and the propagation of aggregate and reallocation shocks using flow data for the Netherlands

Butter, Frank A.G. den; Montfort, Kees van; Weitenberg, … - Faculteit der Economische Wetenschappen en … - 1999

This paper models the propagation at the macro level of four types of shocks using the SVAR approach. Time series data for the Netherlands on job creation, job destruction, the number of vacancies and labour supply are used to identify aggregate demand and supply shocks, and reallocation demand...

Persistent link: https://www.econbiz.de/10010782483

VECTOR AUTOREGRESSION EVIDENCE ON MONETARISM: A FOCUS ON SOME DEVELOPING ECONOMIES IN SOUTH ASIA

AHMED, MUDABBER; RAO, U. L. G. - In: The Singapore Economic Review (SER) 51 (2006) 01, pp. 53-66

Structural Vector Autoregressive (SVAR) model is developed and the objective is accomplished by conducting Granger causality …

Persistent link: https://www.econbiz.de/10005050735

Unemployment dynamics, and the propagation of aggregate and reallocation shocks using flow data for the Netherlands

Butter, Frank A.G. den; Montfort, Kees van; Weitenberg, … - VU University Amsterdam, Faculty of Economics, Business … - 1999

Persistent link: https://www.econbiz.de/10005150458