Search Results - subject:"VAR framework"

The Proposed Tollgate Price Hike's Potential Impact on Inflation in Sierra Leone: A Counterfactual Estimation

Kpukumu, Kabineh; Barrie, Mohamed Samba - 2024

This research investigates the potential impact of proposed tollgate price adjustments on inflation dynamics in Sierra Leone using a suite of Bayesian Vector Autoregressive (VAR) models with data from 2007M1 to 2024M1. Around 2015-2016, the government of Sierra Leone initiated a crucial road...

Persistent link: https://www.econbiz.de/10014496136

Time-varying effects of macro shocks on cross-border capital flows in China's bond market

Dong, Xiao; Yu, Mingzhe - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10015323726

The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan

Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-22

This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...

Persistent link: https://www.econbiz.de/10015074044

The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19 : empirical insights of Pakistan

Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014500264

Volatility spillovers among developed and developing countries: The global foreign exchange markets

Mohammed, Walid Abass - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-30

-2016. Focusing on the spillover index methodology, the generalised VAR framework is employed. Our findings indicate no evidence of bi …

Persistent link: https://www.econbiz.de/10012611826

Volatility spillovers among developed and developing countries : the global foreign exchange markets

Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30

-2016. Focusing on the spillover index methodology, the generalised VAR framework is employed. Our findings indicate no evidence of bi …

Persistent link: https://www.econbiz.de/10012605811

Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting

Sosunov, K.; Ushakov, N. - In: Journal of the New Economic Association (2009) 3-4, pp. 97-121

. Estimation was performed in a co-integrated VAR framework using the Johansen co-integration test. The speed of adjustment of the …

Persistent link: https://www.econbiz.de/10008597052