Search Results - subject:"Vector Autoregressive Model"

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Further VAR evidence for the effectiveness of a credit channel in Germany

Holtemöller, Oliver - In: Applied economics quarterly 49 (2003) 4, pp. 359-381

Persistent link: https://www.econbiz.de/10002097558

Real exchange rates and target interest rates in a simple VAR model

Mollick, André Varella - In: Portuguese economic journal 2 (2003) 3, pp. 195-218

Persistent link: https://www.econbiz.de/10002097831

Oil price fluctuation, macroeconomic behaviour and policy response in Nigeria : a VAR specification

Nnanna, O. J.; Masha, Iyabode - In: West African journal of monetary and economic … 3 (2003) 1, pp. 85-113

Persistent link: https://www.econbiz.de/10002800419

Macroeconomic influences on optimal asset allocation

Flavin, Thomas J.; Wickens, Michael R. - In: Review of financial economics : RFE 12 (2003) 2, pp. 207-231

Persistent link: https://www.econbiz.de/10001780001

Analiz infljacionnych processov v rossijskoj ėkonomike

Drobyševskij, Sergej M.; Kozlovskaja, A. M. - 2003

Persistent link: https://www.econbiz.de/10002366236

What goes up sometimes stays up : shocks and institutions as determinants of unemployment persistence

Amisano, Gianni; Serati, Massimiliano - In: Scottish journal of political economy : the journal of … 50 (2003) 4, pp. 440-470

Persistent link: https://www.econbiz.de/10001916867

Inflation, unemployment, the exchange rate, and monetary policy in Israel, 1990-99 : a SVAR approach

Djivre, Joseph; Ribon, Sigal - In: Israel economic review 1 (2003) 2, pp. 71-99

Persistent link: https://www.econbiz.de/10001941539

Measuring Monetary Policy in Germany : A Structural Vector Error Correction Approach

Bruggemann, Imke - 2003

A structural vector error correction (SVEC) model is used to investigate several monetary policy issues. While being data-oriented the SVEC framework allows structural modeling of the short-run and long-run properties of the data. The statistical model is estimated with monthly German data for...

Persistent link: https://www.econbiz.de/10014076289

An intervention analysis of terrorism : the Spanish ETA case

Barros, Carlos Pestana - In: Defence and peace economics 14 (2003) 6, pp. 401-412

Persistent link: https://www.econbiz.de/10015176277

Macroeconomic forces and capital market integration : a VART analysis for Malaysia

Ibrahim, Mansor Haji - In: Journal of the Asia Pacific economy 8 (2003) 1, pp. 19-40

This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan.(...) (J Asia Pacific Econ/DÜI)

Persistent link: https://www.econbiz.de/10015180412

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