Search Results - subject:"Vector Autoregressive Model"

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The dynamic relationship between main investors' net long position and the trading volume of KTB futures market

Kim, Hee Seong; Park, Sang-bum - In: Journal of emerging market finance 5 (2006) 3, pp. 217-233

Persistent link: https://www.econbiz.de/10003439977

Identifying fiscal policy shocks in Chile and Colombia

Restrepo L., Jorge Enrique; Rincón Castro, Hernán - 2006

Persistent link: https://www.econbiz.de/10003442898

Fiscal expenditures and the GDP - interdependences in transition

Kotosz, Balázs - In: Hungarian statistical review 10 (2006), pp. 18-39

Persistent link: https://www.econbiz.de/10003443146

Sources of real exchange rate fluctuations in Central and Eastern Europe : temporary or permanent?

Sta̜żka, Agnieszka - 2006

This paper investigates, using the SVAR model of Clarida and Gali (1994), the sources of real exchange rate fluctuations in eight Central and East European new EU member states. Theoretically, one should expect the real exchange rates of Exchange Rate Mechanism II participants to be primarily...

Persistent link: https://www.econbiz.de/10003412146

Mutamenti delle condizioni dell'offerta aggregata in Italia : un approccio VAR cointegrato all'analisi macroeconomica del mercato del lavoro

Binotti, Annetta Maria; Ghiani, Enrico - In: Rivista internazionale di scienze sociali 113 (2005) 4, pp. 505-535

Persistent link: https://www.econbiz.de/10003585436

The fundamental equilibrium real exchange rate in India : an approach to estimation and measurement of misalignment

Joshi, Himanshu - In: Occasional papers / Reserve Bank of India 27 (2006) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10003619402

Finance and economic development in China

Song, Wonho; Wang, Yun-jong - In: Dae oe gyeong je yeon gu 10 (2006) 1, pp. 161-184

Persistent link: https://www.econbiz.de/10003626244

Output growth and stock market development nexus in Nigeria : an empirical analysis

Nwokoma, Ndubisi I. - In: The Nigerian journal of economic and social studies 48 (2006) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10003610086

Monetary dynamics and Gold Dinar : an empirical perspective

Ibrahim, Mansor Haji - In: Maǧallat Ǧāmiʿat al-Malik ʿAbd-al-ʿAzīz / al- … 19 (2006) 2, pp. 3-20

Persistent link: https://www.econbiz.de/10003613717

Technological innovation and employment

Kang, Kyu Ho - In: Economic papers 9 (2006) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10003404227

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