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  • Search: subject:"Vector Auto Regressive Model"
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Year of publication
Subject
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VAR model 8 VAR-Modell 8 Estimation 5 Schätzung 5 China 4 Structural vector auto-regressive model 4 Commodity futures 3 Estimation theory 3 Expectation 3 Great depression 3 Inflation 3 Japanese economy 3 Macroeconomic policy 3 Regression analysis 3 Regressionsanalyse 3 Schätztheorie 3 Vector Auto Regressive model 3 Vector auto-regressive model 3 Business cycle 2 Causality analysis 2 Economic crisis 2 Economic growth 2 International financial market 2 Internationaler Finanzmarkt 2 Investment 2 Kausalanalyse 2 Konjunktur 2 Multi-class estimation 2 Oil price 2 Wirtschaftskrise 2 Wirtschaftswachstum 2 vector auto regressive model 2 Ölpreis 2 Africa 1 Afrika 1 Aktienmarkt 1 Asset prices 1 Auslandsinvestition 1 Bayes-Statistik 1 Bayesian inference 1
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Online availability
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Free 9 Undetermined 7 CC license 3
Type of publication
All
Article 12 Book / Working Paper 6
Type of publication (narrower categories)
All
Article in journal 10 Aufsatz in Zeitschrift 10 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 12 Undetermined 6
Author
All
Shibamoto, Masahiko 3 Shizume, Masato 3 Barbaglia, L. 2 Croux, Christophe 2 Wilms, I. 2 Adam, Umar 1 Atri, Said 1 Chung, Chien-Ping 1 Giorno, Claude 1 Hashemzadeh, Nozar 1 Hoang Van Khieu 1 Hwang, Jen-te 1 Khieu Van, Hoang 1 Kuwano, Masashi 1 Lebrun, Thérèse 1 Moriyama, Taku 1 Schneider, Jan-David 1 Setiawati, Marla 1 Su, Dan 1 Sukarno, Subiakto 1 Sule, Mohammed Shamsudeen Sandow 1 Sulemana, Abdul Latif 1 Tang, Weiqi 1 Tripathi, Neeta 1 Vaillant, Nicolas Gérard 1 Vehorn, Charles L. 1 Wang, Chieh-Hsuan 1 Wu, Libo 1 Xu, Sheng 1 Yussif, Mohammed Mudasir 1 Zhang, Hailun 1 Zhang, ZhongXiang 1 Zheng, Xinwei 1 lakhdar, Christian Ben 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 Research Institute for Economics and Business Administration, Kobe University 1
Published in...
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KBI 2 MPRA Paper 2 Cogent economics & finance 1 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 1 Economics Bulletin 1 Explorations in Economic History 1 Explorations in economic history : EEH 1 Focus : journal of international business 1 Fulbright review of economics and policy 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of economic research 1 International journal of economics and finance 1 International review of economics & finance : IREF 1 Journal of marketing analytics : JMA 1 OECD Economics Department Working Papers 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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Source
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ECONIS (ZBW) 12 RePEc 6
Showing 11 - 18 of 18
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Foreign institutional investment and economic growth : a case study of Indian economy
Tripathi, Neeta - In: Focus : journal of international business 4 (2017) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10011840572
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On the way of tobacco quitting: A VAR approach
Vaillant, Nicolas Gérard; lakhdar, Christian Ben; … - In: Economics Bulletin 31 (2011) 4, pp. 3253-3258
In order to describe the process of tobacco quitting, we perform a VAR model and causality tests both on the monthly sales of tobacco products and nicotine dependence drugs in France, for the period going from February 2004 to April 2009. According to the path of tobacco quitting found out, it...
Persistent link: https://www.econbiz.de/10011278714
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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
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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
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Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the Great Depression
Shibamoto, Masahiko; Shizume, Masato - In: Explorations in Economic History 53 (2014) C, pp. 1-18
A veteran finance minister, Takahashi Korekiyo, brought an early recovery for Japan from the Great Depression of the 1930s by prescribing a combination of expansionary fiscal, exchange rate, and monetary policies. To explore the comprehensive transmission mechanism of Takahashi's macroeconomic...
Persistent link: https://www.econbiz.de/10011042814
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Economic Uncertainties and their Impact on Activity in Greece compared with Ireland and Portugal
Schneider, Jan-David; Giorno, Claude - Economics Department, Organisation de Coopération et … - 2014
Uncertainty faced by households and firms affects economic activity. The rise in uncertainty since the beginning of the sovereign debt crisis in Greece could be one factor that has contributed to the steep and long-lasting recession. This paper presents a brief empirical analysis quantifying...
Persistent link: https://www.econbiz.de/10011276951
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Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the great depression
Shibamoto, Masahiko; Shizume, Masato - In: Explorations in economic history : EEH 53 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010468770
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Can the IMF save the world from global depression?
Hashemzadeh, Nozar; Vehorn, Charles L. - In: International journal of economic research 10 (2013) 2, pp. 405-418
Persistent link: https://www.econbiz.de/10010391193
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