Search Results - subject:"Vector Auto Regressive model"

Asymmetric reactions of the crude oil and natural gas markets on Vietnamese stock markets

Aladwani, Jassim - In: Journal of economics & development : JED 27 (2025) 1, pp. 87-109

Persistent link: https://www.econbiz.de/10015632638

Does digitisation determine financial development? : empirical evidence from Africa

Adam, Umar; Sulemana, Abdul Latif; Sule, Mohammed … - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

Africa is investing and recalibrating its digital infrastructure in the financial and other sectors to support economic growth and development. It is in light of this, the study seeks to examine from an empirical perspective whether digitisation has a significant role in financial development in...

Persistent link: https://www.econbiz.de/10015376723

Does digitisation determine financial development? Empirical evidence from Africa

Adam, Umar; Sulemana, Abdul Latif; Sule, Mohammed … - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015425889

Emerging commodity-equity interdependencies : TVP-VAR analysis of oil, gold, and global stock markets

Bepari, Christo Aditya Bikram; Dash, Manoranjan; … - In: International journal of trade and global markets 21 (2025) 1, pp. 91-114

Persistent link: https://www.econbiz.de/10015439475

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

Do various sectors respond to oil price shocks? : new evidence for Indonesia as emerging market

Sukarno, Subiakto; Setiawati, Marla - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 371-376

Persistent link: https://www.econbiz.de/10012501482

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

Commodity dynamics : a sparse multi-class approach

Barbaglia, L.; Wilms, I.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658741

Multi-class vector autoregressive models for multi-store sales data

Wilms, I.; Barbaglia, L.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658937

Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression

Shibamoto, Masahiko; Shizume, Masato - Research Institute for Economics and Business … - 2014

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/10010756055