Search Results - subject:"Structural Vector Autoregressive"

China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets

Johansson, Anders C. - Stockholm China Economic Research Institute, … - 2010

We use structural VAR models with short-run restrictions to analyze the potential transmission of China’s monetary policy shocks to equity markets in Southeast Asia. Our results show that several of the markets in the region are influenced by China’s monetary policy, even though the effect...

Persistent link: https://www.econbiz.de/10008509920

The impact of monetary policy and exchange rate regime on real GDP and prices in the Republic of Macedonia

Fetai, Besnik; Izet, Zeqiri - In: Economic and business review : EBR 12 (2010) 4, pp. 263-284

Persistent link: https://www.econbiz.de/10011616784

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - Institute for Monetary and Economic Studies, Bank of Japan - 2009

This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the...

Persistent link: https://www.econbiz.de/10004972461

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - Institute of Economic Research, Hitotsubashi University - 2009

Persistent link: https://www.econbiz.de/10005034714

Oil price shocks and their short- and long-term effects on the Chinese economy

Tang, Weiqi; Wu, Libo; Zhang, ZhongXiang - Volkswirtschaftliche Fakultät, … - 2009

transmission mechanisms. To that end, we develop a structural vector auto-regressive model. Our results show that an oil …

Persistent link: https://www.econbiz.de/10005835871

The Exchange Rate and US Tourism Balance of Trade

Cheng, Ka Ming; Kim, Hyeongwoo; Thompson, Henry - Volkswirtschaftliche Fakultät, … - 2009

revenue and import spending functions are estimated separately with structural vector autoregressive methods to better capture …

Persistent link: https://www.econbiz.de/10008567959

A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks

Lanne, Markku; Luetkepohl, Helmut - Department of Economics, European University Institute - 2008

specify just-identifying restrictions in a standard structural vector autoregressive (SVAR) framework. Thus, in this framework …

Persistent link: https://www.econbiz.de/10005816442

The broken window: Fallacy or fact – A Kaleckian–Post Keynesian approach

Chaiechi, Taha - In: Economic Modelling 39 (2014) C, pp. 195-203

The “broken window” of Bastiat (1850) can be extended to any amount of destruction and can be extensively spotted in the works of mainstream economists, particularly those of Joseph Schumpeter who derived the term “creative destruction”. While natural disasters are different from other...

Persistent link: https://www.econbiz.de/10011048913

The effects of oil price shocks on expenditure category CPI

Yoshizaki, Yasunori; Haomori, Shigeyuki - In: Applied economics 46 (2014) 13/15, pp. 1652-1664

Persistent link: https://www.econbiz.de/10010412887

The broken window : fallacy or fact ; a Kaleckian-Post Keynesian approach

Chaiechi, Taha - In: Economic modelling 39 (2014), pp. 195-203

Persistent link: https://www.econbiz.de/10010421859