Search Results - subject:"Vector Autoregressive Model"

Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

Kim, Jae H. - In: International journal of forecasting 20 (2004) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10001918297

On the distribution of likelihood ratio test statistics for cointegration rank

Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001944637

A VAR approach to growth empirics : evidence from selected sub-Sahara African countries

Olomola, Phillip Akanni - In: The Indian journal of economics 85 (2004) 2, pp. 237-263

Persistent link: https://www.econbiz.de/10002631507

Consumption and stock markets in Asian economies

Liu, Xiaohui; Shu, Chang - In: International review of applied economics 18 (2004) 4, pp. 483-496

Persistent link: https://www.econbiz.de/10002377452

Estimating the effects of fiscal policy in OECD countries

Perotti, Roberto (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002561992

Public investment : another (different) look

Perotti, Roberto (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002562005

Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets

Nieh, Chien-chung; Yau, Hwey-Yun - In: Journal of Asian economics 15 (2004) 1, pp. 171-188

Persistent link: https://www.econbiz.de/10015172947

A disaggregated analysis of government expenditures and private investment in Turkey

Karagöl, Erdal - In: Journal of economic cooperation among Islamic countries 25 (2004) 2, pp. 131-144

This article investigates whether disaggregated measures of government expenditures (government consumption and public investment) exert a positive or negative effect on private investment in Turkey over the period 1968-2000. A cointegration analysis of a multivariate system of equations is...

Persistent link: https://www.econbiz.de/10015171046

The Euro goes East : implications of the 2000-2002 economic slowdown for synchronisation of business cycles between the Euro area and the CEECs

Fidrmuc, Jarko; Korhonen, Iikka - In: Comparative economic studies 46 (2004) 1, pp. 45-62

We assess the correlation of supply and demand shocks between current countries in the euro area and European Union (EU) accession candidates from 1993/1995 to 2002. Supply and demand shocks are recovered from estimated structural vector autoregressive models of output growth and inflation....

Persistent link: https://www.econbiz.de/10015171078

Identification of exchange rate pass-through effect in cointegrated VAR : an application to new EU member countries

Masten, Igor - 2004

Persistent link: https://www.econbiz.de/10008657064