Search Results - subject:"Structural Vector Auto regression"

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The effects of unconventional monetary policy in japan : new evidence from time-varying parameter var analysis

Otsubo, Kansho Piotr - In: The Singapore economic review 68 (2023) 2, pp. 609-628

Persistent link: https://www.econbiz.de/10014279317

Episodic incidence of Harrodian instability and the Kaleckian growth model : a Markov-switching approach

Hartley, Brian - In: Metroeconomica : international review of economics 73 (2022) 1, pp. 268-290

Persistent link: https://www.econbiz.de/10012821457

World oil price impacts on country-specific fuel markets : evidence of a muted global rebound effect

Wood, Dallas; Larson, Justin; Jones, Jason; Galperin, Diana - In: Energy economics 111 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013350001

The Brexit Impact on Inward FDI in the UK

Alali, Walid Y.; Ellalee, Haider - 2018

This paper examines the potential Brexit impact on inward FDI (foreign direct investment) through its potential impact on the variables of the benchmark characterising the macroeconomy. Therefore, we propose to use automatic structural vector regression of Markov system change to distinguish...

Persistent link: https://www.econbiz.de/10014331467

Exchange rate pass-through to inflation in Egypt : a structural VAR approach

Helmy, Omneia; Fayed, Mona; Hussien, Kholoud - In: Review of economics and political science : REPS 3 (2018) 2, pp. 2-19

as the exchange rate pass-through. Design/methodology/approach - The paper uses a structural vector auto-regression (SVAR …

Persistent link: https://www.econbiz.de/10012156873

Exchange rate pass-through to inflation in Egypt: A structural VAR approach

Helmy, Omneia; Fayed, Mona; Hussien, Kholoud - In: Review of Economics and Political Science (REPS) 3 (2018) 2, pp. 2-19

as the exchange rate pass-through. Design/methodology/approach - The paper uses a structural vector auto-regression (SVAR …

Persistent link: https://www.econbiz.de/10015394465

What influences aggregate inflation expectations of households in India?

Goyal, Ashima; Parab, Prashant Mehul - In: Journal of Asian economics 72 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012703311

Impact of crude oil price shocks on industrial output, inflation and exchange rate : evidence from five emerging Asian economies

Mishra, Shekhar; Tripathy, Nalini Prava; Debasish, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 2, pp. 290-308

Persistent link: https://www.econbiz.de/10012503990

Consequences of oil and food price shocks on the ecuadorian economy

Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151

Persistent link: https://www.econbiz.de/10011749677

Asset prices, real exchange rate and current account fluctuations : some structural VAR evidence for Thailand

Jiranyakul, Komain - In: Business and Economic Research : BER 7 (2017) 2, pp. 163-177

Persistent link: https://www.econbiz.de/10011848813

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