Search Results - subject:"Time-varying parameter vector"

From decentralization to emission : assessing the climate impact of DeFi operations

Sendy, Sendy; Deniswara, Kevin - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 1088-1102

Persistent link: https://www.econbiz.de/10015617383

Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence

Tita, Anthanasius Fomum; French, Joseph J.; Gurdgiev, … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015330577

Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices

Marín-Rodríguez, Nini Johana; González-Ruíz, Juan David - In: Economies : open access journal 13 (2025) 1, pp. 1-28

, as well as a global EPU index. Using a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with monthly data …

Persistent link: https://www.econbiz.de/10015206927

Responses of economic policy uncertainty, financial stress and energy-related uncertainty to the shocks in US-China tension in US

Matyakubova, Aziza; Makhmudov, Samariddin; Ozturk, … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 701-708

Persistent link: https://www.econbiz.de/10015472044

Time-varying impacts of financial stress on energy-related uncertainty

Khodjaniyazov, Nurbek; Mirkhoshimova, Mokhirakhon; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 3, pp. 689-698

Persistent link: https://www.econbiz.de/10015439413

Kuchkarov, Takhir; Mamadiyarov, Zokir; Khakimov, Ziyodulla - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 614-626

Persistent link: https://www.econbiz.de/10015476862

Dynamic spillovers of economic policy uncertainty: A TVP-VAR analysis of Latin American and global EPU indices

Marín-Rodríguez, Nini Johana; González-Ruíz, Juan David - In: Economies 13 (2025) 1, pp. 1-28

, as well as a global EPU index. Using a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with monthly data …

Persistent link: https://www.econbiz.de/10015469048

DeFi: Mirage or reality? : Unveiling wealth centralization risk in Decentralized Finance

Sapkota, Niranjan - In: Journal of international money and finance 158 (2025), pp. 1-46

Persistent link: https://www.econbiz.de/10015574129

Time-varying endogenous productivity growth dynamics

Barrales-Ruiz, Jose; Kim, Gyeongho; Mendieta-Munoz, Ivan - 2025

This paper provides an empirical analysis of the dynamic determinants of US labor productivity growth by considering that the latter is an endogenous outcome, mainly influenced by changes in the size of the economy and relative labor costs. Specifically, we consider that changes in GDP, real...

Persistent link: https://www.econbiz.de/10015476602

Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications

Mensi, Waild; Gubareva, Mariya; Al-Yahyaee, Khamis Hamed; … - In: Financial innovation : FIN 10 (2024), pp. 1-27

employing a time-varying parameter vector autoregression approach. We fnd that lower and upper quantile spillovers are higher …

Persistent link: https://www.econbiz.de/10014547078

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