Search Results - subject:"Structural Vector Error Correction Model"

Repasse cambial na economia brasileira : estimação a partir do modelo VCEE

Kannebley, Sérgio Júnior; Godoi, Lucas Gonçalves; … - In: Estudos econômicos 52 (2022) 1, pp. 43-81

Persistent link: https://www.econbiz.de/10015627280

Heteroskedastic structural vector autoregressions identified via long-run restrictions

Bruns, Martin; Lütkepohl, Helmut - 2024 - This version: December 3, 2024

A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time-invariance of the impact effects of the shocks. It is shown how that assumption can be tested when longrun restrictions are available for identifying structural shocks....

Persistent link: https://www.econbiz.de/10015207512

Spillover effect among independent carbon markets : evidence from China's carbon markets

Yan, Yaxue; Liang, Weijuan; Wang, Banban; Zhang, Xiaoling - In: Economic change & restructuring 56 (2023) 5, pp. 3065-3093

Persistent link: https://www.econbiz.de/10014417904

Heteroskedastic structural vector autoregressions identified via long-run restrictions

Bruns, Martin; Lütkepohl, Helmut - 2024

Persistent link: https://www.econbiz.de/10015211297

Keynes versus Laffer or misleading perspectives against normal evolution

Diaconaşu, Delia-Elena; Pohoaţă, Ion; Socoliuc, … - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 132-147

Persistent link: https://www.econbiz.de/10012420531

Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa

Bonga-Bonga, Lumengo - In: International journal of economics and financial issues … 7 (2017) 4, pp. 706-713

Persistent link: https://www.econbiz.de/10011833749

Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach

Bonga-Bonga, Lumengo; Kabundi, Alain - Volkswirtschaftliche Fakultät, … - 2015

the structural vector error correction model (SVECM) to characterise the dynamics of inflation to monetary policy shocks …

Persistent link: https://www.econbiz.de/10011264811

Contractionary technology shocks

Giuli, Francesco; Tancioni, Massimiliano - In: Macroeconomic dynamics 21 (2017) 7, pp. 1752-1789

Persistent link: https://www.econbiz.de/10011805950

How interdependent are Eastern European economies and the Euro area?

Prettner, Catherine; Prettner, Klaus - 2014

Persistent link: https://www.econbiz.de/10010241448

How interdependent are Eastern European economies and the Euro area?

Keppel, Catherine; Prettner, Klaus - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 18-31

Persistent link: https://www.econbiz.de/10011574014