Search Results - subject:"Structural vector auto regressive model"

Budget deficits, money growth and inflation : empirical evidence from Vietnam

Hoang Van Khieu - In: Fulbright review of economics and policy 1 (2021) 1, pp. 61-78

period 1995-2012. Design/methodology/approach: The paper uses a structural vector auto-regressive model of five endogenous …

Persistent link: https://www.econbiz.de/10013543290

Causal inference for contemporaneous effects and its application to tourism product sales data

Moriyama, Taku; Kuwano, Masashi - In: Journal of marketing analytics : JMA 10 (2022) 3, pp. 250-260

Persistent link: https://www.econbiz.de/10013390766

Budget deficit, money growth and inflation: Empirical evidence from Vietnam

Khieu Van, Hoang - Volkswirtschaftliche Fakultät, … - 2014

This study empirically examines the nexus among budget deficit, money supply and inflation by using a monthly data set from January 1995 to December 2012 and a SVAR model with five endogenous variables, inflation, money growth, budget deficit growth, real GDP growth and interest rate. Since real...

Persistent link: https://www.econbiz.de/10011112250

Impacts of oil price shocks on Chinese stock market liquidity

Zheng, Xinwei; Su, Dan - In: International review of economics & finance : IREF 50 (2017), pp. 136-174

Persistent link: https://www.econbiz.de/10011754117

Do short-term international capital inflows drive China's asset markets?

Wang, Chieh-Hsuan; Hwang, Jen-te; Chung, Chien-Ping - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 115-124

Persistent link: https://www.econbiz.de/10011627382

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