Search Results - subject:"Vector Auto Regression"

Dynamic shock-transmission mechanism between U.S. trade policy uncertainty and Sharia-compliant stock market volatility of GCC economies

Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - 2025

volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto … Regression (QVAR) with "Extended Joint" and "Frequency" domain connectedness technique. Overall findings indicated a U …

Persistent link: https://www.econbiz.de/10015358893

Assessing cryptomarket risks: macroeconomic forces, market shocks and behavioural dynamics

Thelissaint, Josue - 2024

Persistent link: https://www.econbiz.de/10015191777

Mission-oriented R&D and growth of Japan 1988-2016 : a comparison with private and public R&D

Ziesemer, Thomas - In: Economics of innovation and new technology 33 (2024) 2, pp. 218-247

Persistent link: https://www.econbiz.de/10014514848

The role of the commodity price boom in shaping public social spending : evidence from Latin America

Flechtner, Svenja; Middelanis, Martin - In: World development : the multi-disciplinary … 182 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015073576

Bank capital, credit risk and financial stability in Kenya

Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022

achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …

Persistent link: https://www.econbiz.de/10012807557

Bank capital, credit risk and financial stability in Kenya

Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022

Persistent link: https://www.econbiz.de/10012816750

Are the bourses of India and Asian Tiger cubs inter linked?

Kumar, Ashish; Khanna, Swati - In: Thailand and the world economy 40 (2022) 2, pp. 102-126

comprises of Granger Causality Test, Vector Auto Regression (VAR) model, and GARCH BEKK model. Asian stock markets were worst …

Persistent link: https://www.econbiz.de/10013349202

Không gian phát triển bền vững tại Việt Nam theo cách tiếp cận đa chiều

Hung, Ly-Dai - In: VNU journal of economics and business 2 (2022) 5, pp. 1-10

Persistent link: https://www.econbiz.de/10013499652

Cyclical dynamics and the gender pay gap: A structural VAR approach

Kovalenko, Tim; Töpfer, Marina - 2021

study the effects of cyclical dynamics on the gender pay gap based on a structural vector auto-regression model with zero …

Persistent link: https://www.econbiz.de/10012496063

Uncertainty shocks and employment fluctuations in Germany: The role of establishment size

Kovalenko, Tim - 2021

Uncertainty shocks are found to adversely affect labor market outcomes. Most studies attribute labor adjustments costs for the propagation of macroeconomic uncertainty to the labor market. Given that large establishments in Germany face higher labor adjustments cost, they should be affected more...

Persistent link: https://www.econbiz.de/10012615543

1
2
3
4
5
6
7
8
9
10
Next
Last