Search Results - subject:"Structural Vector Autoregressive"

Regional monetary policy : an Australian perspective

Fraser, Patricia; McDonald, Garry A.; Mullineux, Andrew W. - In: Regional studies 48 (2014) 8, pp. 1419-1433

Persistent link: https://www.econbiz.de/10010431383

Regional effects of monetary policy in China : the role of spillover effects

Xiaohui, Guo; Tajul Ariffin Masron - In: Asian Academy of Management journal : AAMJ 19 (2014) 1, pp. 113-146

Persistent link: https://www.econbiz.de/10011310030

The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States

Li, Yun Daisy; Iscan, Talan B.; Xu, Kuan - Department of Economics, Dalhousie University - 2007

Persistent link: https://www.econbiz.de/10005146820

Identifying Monetary Policy Shocks viaChanges in Volatility

Lanne, Markku; Luetkepohl, Helmut - CESifo - 2006

A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector … autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard …

Persistent link: https://www.econbiz.de/10005765901

Identifying Monetary Policy Shocks via Changes in Volatility

Lanne, Markku; Luetkepohl, Helmut - Department of Economics, European University Institute - 2006

Persistent link: https://www.econbiz.de/10005697646

The long run dynamic of the Dutch disease phenomenon: a SVAR approach

Issaoui, Fakhri; Boufateh, Talel; Montasser, Ghassen El - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 43-63

different development levels. Using a structural vector autoregressive (SVAR) model, we tested the effect of a real shock and a …

Persistent link: https://www.econbiz.de/10010691735

Foreign and domestic shocks : macroeconomic responses of ASEAN-3 countries

Mohd Azlan Shah Zaidi; Karim, Zulkefly Abdul; Wan Azman … - In: Global economic review 42 (2013) 3, pp. 215-237

Persistent link: https://www.econbiz.de/10010196579

The long run dynamic of the Dutch disease phenomenon: a SVAR approach

Issaoui, Fakhri; Boufateh, Talel; El Montasser, Ghassen - In: International journal of computational economics and … 3 (2013) 1/2, pp. 43-63

Persistent link: https://www.econbiz.de/10010250323

How Well Does the IS-LM Model Fit in a Developing Economy: The Case of India

Ahmed, Mudabber - In: The International Journal of Applied Economics 2 (2005) 1, pp. 90-106

predictions of IS-LM model. The purpose is accomplished through Structural Vector Autoregressive (SVAR) model by estimating …

Persistent link: https://www.econbiz.de/10005000697

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Altig, David; Christiano, Lawrence; Eichenbaum, Martin; … - In: Review of Economic Dynamics 14 (2011) 2, pp. 225-247

This paper formulates and estimates a three-shock US business cycle model. The estimated model accounts for a substantial fraction of the cyclical variation in output and is consistent with the observed inertia in inflation. This is true even though firms in the model reoptimize prices on...

Persistent link: https://www.econbiz.de/10008516663