Search Results - subject:"Structural Vector Autoregressive"

Do competition, regulation and stability matter for eﬃciency in Sub-Saharan African banking sectors?

Akande, Joseph Olorunfemi - In: Cogent economics & finance 6 (2018) 1, pp. 1-16

banks for the periods 2006–2015 were collected and analysed by seven-variable panel structural vector autoregressive model …

Persistent link: https://www.econbiz.de/10011989001

Identifying oil price shocks and their consequences : the role of expectations in the crude oil market

Fueki, Takuji; Higashi, Hiroka; Higashio, Naoto; … - 2018

Persistent link: https://www.econbiz.de/10011867331

Exchange rate shocks and macroeconomic performance : evidence from Uganda

Opolot, Jacob; Bwire, Thomas - 2018

Persistent link: https://www.econbiz.de/10012019443

Do gasoline prices respond to non-US and US oil supply shocks?

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Applied economics 53 (2021) 56, pp. 6488-6496

Persistent link: https://www.econbiz.de/10012697925

Unraveling news : reconciling conflicting evidence

Bolboaca, Maria; Fischer, Sarah - In: The B.E. journal of macroeconomics 21 (2021) 2, pp. 695-743

Persistent link: https://www.econbiz.de/10012806222

How to simulate international economic sanctions : a multipurpose index modelling illustrated with EU sanctions against Russia

Bali, Morad; Rapelanoro, Nady - In: International economics : a journal published by CEPII … 168 (2021), pp. 25-39

Persistent link: https://www.econbiz.de/10013193353

P-SVAR analysis of stability in Sub-Saharan Africa commercial banks

Akande, Joseph Olorunfemi; Kwenda, Farai - In: SPOUDAI - Journal of Economics and Business 67 (2017) 3, pp. 49-78

sector. We employ a Panel Structural Vector Autoregressive Model (P-SVAR) to investigate regulatory and competition shocks …

Persistent link: https://www.econbiz.de/10011994275

Estimation of structural impulse responses: Short-run versus long-run identifying restrictions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2017

There is evidence that estimates of long-run impulse responses of structural vector autoregressive (VAR) models based …

Persistent link: https://www.econbiz.de/10011595955

Monetary policy transmission and the labour market in the non-eurozone Visegrad Group Countries in 2000-2014: Evidence from a SVAR Analysis

Włodarczyk, Przemysław - In: Comparative Economic Research. Central and Eastern Europe 20 (2017) 4, pp. 23-43

This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money-labour nexus in the emerging markets of the non-eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of the...

Persistent link: https://www.econbiz.de/10011922465

Monetary policy transmission and the labour market in the non‑eurozone Visegrad Group Countries in 2000-2014 : evidence from a SVAR Analysis

Włodarczyk, Przemysław - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 23-43

This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money‑labour nexus in the emerging markets of the non‑eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of...

Persistent link: https://www.econbiz.de/10011877095