Search Results - subject:"Structural Vector Autoregressive model"

"Making text talk" : the minutes of the Central Bank of Brazil and the real economy

Moreno, Carlos; Minozzo, Marco - 2022

Persistent link: https://www.econbiz.de/10014278088

Energy price inflation, geopolitical risk, and bitcoin dependence structure : evidence from BRICS

Lau, Chi Keung; Soliman, Alaa M.; Zhang, Dongna - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 12, pp. 2631-2645

Persistent link: https://www.econbiz.de/10015097316

"Making text talk" : the minutes of the Central Bank of Brazil and the real economy

Moreno, Carlos; Minozzo, Marco - In: Journal of international money and finance 147 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015076044

Mitigating the impact of a pandemic : a time-varying-parameter structural VAR (TVP-SVAR) and time-varying granger causality estimations

Olaoye, Olumide Olusegun; Zerihun, Mulatu Fekadu - In: African journal of economic and management studies 15 (2024) 1, pp. 104-131

Persistent link: https://www.econbiz.de/10014519937

Conflict inflation and the role of monetary policy

Clavijo-Cortes, Pedro - In: Review of political economy 36 (2024) 4, pp. 1486-1509

Persistent link: https://www.econbiz.de/10015193394

Energy commodity price response to COVID-19 : impact of epidemic status, government policy, and stock market volatility

Czech, Katarzyna; Wielechowski, Michał - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 443-453

Persistent link: https://www.econbiz.de/10012622702

Asymmetric macroeconomic shocks and asset price behaviors in selected African countries

Saliu, Mojeed Olanrewaju; Ogunleye, Edward Oladipo - In: Business and Economic Research : BER 11 (2021) 2, pp. 90-122

Persistent link: https://www.econbiz.de/10012626023

ECB monetary policy and commodity prices

Aliyev, Shahriyar; Kočenda, Evžen - 2020

We analyze the impact of the ECB monetary policies on global aggregate and sectoral commodity prices using monthly data from January 2001 till August 2019. We employ a SVAR model and assess separately period of conventional monetary policy before global financial crisis (GFC) and unconventional...

Persistent link: https://www.econbiz.de/10012200289

Identification of SVAR models by combining sign restrictions with external instruments

Braun, Robin; Brüggemann, Ralf - 2020

Persistent link: https://www.econbiz.de/10012513843

ECB monetary policy and commodity prices

Aliyev, Shahriyar; Kočenda, Evžen - 2020

Persistent link: https://www.econbiz.de/10012389266

A service of the

zbw

FAQ-Assistent (beta)