Search Results - subject:"Vector Autoregressive Model"

RBI's monetary policy, fiscal deficits and financial crowding out in India : an empirical investigation

Chakraborty, Lekha - 2024

Persistent link: https://www.econbiz.de/10015046779

Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model

Abidi, Ilyes; Touhami, Kamel - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 184-195

Persistent link: https://www.econbiz.de/10014484270

The three co’s to jointly model commodity markets : co-production, co-consumption and co-trading

Schischke, Amelie; Papenfuß, Patric; Rathgeber, Andreas W. - In: Empirical economics : a quarterly journal of the … 66 (2024) 2, pp. 883-925

Persistent link: https://www.econbiz.de/10014519718

Exploring the nexus between sectoral stock market fluctuations and macroeconomics changes before and during the COVID-19 pandemic

Suriani, Suriani; Correia, Anabela Batista; Nasir, Muhammad - In: Cogent business & management 11 (2024) 1, pp. 1-15

Investors may find it challenging to invest due to economic fluctuations during COVID-19. This study aims to examine the relationship between economic fluctuations and the Indonesian sectoral stock market in the consumer goods sector (CGI), basic industrial and chemical sector (BIC), and...

Persistent link: https://www.econbiz.de/10014520106

A systematic vector autoregressive framework for modeling and forecasting mortality

Li, Jackie; Liu, Jacie Jia; Butt, Adam - In: Journal of forecasting 43 (2024) 6, pp. 2279-2297

Persistent link: https://www.econbiz.de/10015110431

Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty : new evidence from Australia

Gong, Yuting; Chang, Chia-Hsun; Lee, Paul T.-W.; Yin, Jingbo - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2159-2180

Persistent link: https://www.econbiz.de/10015145378

The loan puzzle in Mexico

Colunga, Luis Fernando - 2024

investigates, through the estimation of a structural vector autoregressive model using national and sectoral-level data, whether …

Persistent link: https://www.econbiz.de/10015084304

The effects of oil revenue allocation between accumulation and current use on macroeconomic responses to external and internal shocks in a small oil-exporting economy

Mukhamediyev, Bulat; Khitakhunov, Azimzhan; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 537-546

Persistent link: https://www.econbiz.de/10015620185

The dynamic interplay between inflation, economic policy uncertainty, and economic resilience in emerging markets : a time-varying parameter stochastic volatility vector autoregression analysis

Barguellil, Achouak - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 608-617

Persistent link: https://www.econbiz.de/10015620224

Quantifying macroeconomic spillovers : the role of trade linkages in propagating conflict shocks

Eydam, Ulrich; Leupold, Florian - 2026

Geopolitical conflicts generate macroeconomic spillovers that extend beyond directly affected countries through trade and commodity linkages. This paper quantifies these effects for Germany, France, Italy, and Spain using a monthly Trade-Related Conflict Exposure (TRCE) index for 2009–2023...

Persistent link: https://www.econbiz.de/10015620636