Search Results - subject:"SVAR Model"

Income distribution, structural competitiveness and financial fragility of the Greek economy

Pierros, Chrēstos - In: International review of applied economics 34 (2020) 1, pp. 50-74

Persistent link: https://www.econbiz.de/10012182370

Fiscal discretion, growth and output volatility in new EU member countries

Stanova, Nadja - Volkswirtschaftliche Fakultät, … - 2015

aggressiveness and output volatility. Fiscal discretion is estimated from quarterly data over 2000q1 to 2014q1 using a SVAR model in …

Persistent link: https://www.econbiz.de/10011267878

Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation

Kloudova, Dana - In: International Journal of Economic Sciences 4 (2015) 1, pp. 45-59

estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although obtained values were not identical. Then obtained …

Persistent link: https://www.econbiz.de/10011209928

Impact of monetary policy and fiscal policy on Indonesian stock market

Rossanto Dwi Handoyo; BinJusoh, Mansor; Mohd Azlan Shah … - In: Expert journal of economics 3 (2015) 2, pp. 113-126

This paper attempts to investigate the effect of fiscal and monetary policy on Indonesian Stock price as well as main sectors stock price such as agricultural, mining, manufacture, and financial sector indexes. We consider the world oil price as a foreign variable that will influence domestic...

Persistent link: https://www.econbiz.de/10012062301

Investigating the Impact of Unemployment Rate on the Romanian Shadow Economy. A Complex Approach Based on ARDL and SVAR Analysis

Davidescu, Adriana Anamaria - In: Journal for Economic Forecasting (2014) 4, pp. 109-127

The paper aims to investigate the potential impact of unemployment rates (both recorded and ILO) on the Romanian shadow economy (SE) for quarterly data covering the period 2000-2013, using ARDL cointegration method in conjunction with the structural VAR (SVAR) analysis in order to provide...

Persistent link: https://www.econbiz.de/10011122626

Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation

Dana, Kloudová - International Institute of Social and Economic Sciences - 2014

estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although an obtained values were not identical. Then obtained …

Persistent link: https://www.econbiz.de/10011210378

Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study

Ella, Giscard Assoumou - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 3, pp. 41-41

between 1970 and 2007, using a SVAR Model. We develop theoretical and empirical models and the results suggest that real …

Persistent link: https://www.econbiz.de/10010765505

The viability of an economic and monetary union in Africa with a unified currency: evidence from the African economies' reactions to the international income, price and monetary shocks

Ella, Giscard Assoumou - HAL - 2013

African countries using a SVAR model for the period 1970-2007. The research methodology adopted in this study suggests that 16 …

Persistent link: https://www.econbiz.de/10010899715

Comparison Analysis of Temperature Change between Georgia and California

Dorfman, Jeffrey H.; Wu, Xuedong - Southern Agricultural Economics Association - SAEA - 2013

pattern exist and some area might experience cooling during coming decades. This paper uses SVAR model to analyze the …

Persistent link: https://www.econbiz.de/10010915018

Is Discretionary Fiscal Policy Effective? Evidences for Tunisia and Egypt

SLIMANE, Sarra BEN; TAHAR, Moez BEN - In: Review of Economics & Finance 3 (2013) May, pp. 81-96

This paper applies multivariate Blanchard-Perotti SVAR methodology to analyze disaggregated short-term effects of fiscal policy on macroeconomic aggregates in Egypt and Tunisia. The main finding of this paper is that, strong evidence shows that fiscal policy procyclical in Egypt and Tunisia....

Persistent link: https://www.econbiz.de/10010927795