Search Results - subject:"Vector Autoregressive Model"

Analysis of the impact of orthogonalized brent oil price shocks on the returns of dependent industries in times of the Russian war

Friedhoff, Tim; Au, Cam-Duc; Krahnhof, Philippe - 2023

It has already been literarily proven that the past shows a statistical correlation between crude oil prices and certain industries that are influenced by its volatility. In this context, the Russian war in particular leads to reassessable reactions of these industries. In this paper, we...

Persistent link: https://www.econbiz.de/10014248721

The vector error correction index model : representation, estimation and identification

Cubadda, Gianluca; Mazzali, Marco - 2023

Persistent link: https://www.econbiz.de/10014248988

Evolution over time of the effects of fiscal shocks in the Peruvian economy: empirical application using TVP-VAR-SV models

Meléndez Holguín, Alexander; Rodriguez, Gabriel - 2023 - This version: January 5, 2023

Persistent link: https://www.econbiz.de/10014248996

Spillover effects of ECB policies in a SoE framework

Hoda, Bledar - 2023

Persistent link: https://www.econbiz.de/10014249631

Local projection based inference under general conditions

Xu, Ke-Li - 2023

Persistent link: https://www.econbiz.de/10014249745

Oil and the stock market revisited : a mixed functional VAR approach

Bjørnland, Hilde Christiane; Chang, Yoosoon; Cross, Jamie - 2023

Persistent link: https://www.econbiz.de/10014249883

A VAR based study on energy consumption and economic growth

Alshami, Mohamed - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 317-321

Persistent link: https://www.econbiz.de/10014250483

Impact of Russia-Ukraine War on sustainable development goals : a study through Indian financial market perspective

Pathak, Smriti; Thakkar, Jalpa; Gurbaxani, Arpita; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 389-394

Persistent link: https://www.econbiz.de/10014250533

The impact of natural gas prices on electricity tariffs in the UK

Althaqafi, Mohammad - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 86-91

Persistent link: https://www.econbiz.de/10014250958

Effects of the extraordinary measures implemented by Banco de México during the COVID-19 pandemic on financial conditions

Alba, Carlos; Cuadra, Gabriel; Ibarra-Ramírez, Raúl - 2023

This paper analyzes the effects of the extraordinary measures implemented by the Bank of Mexico during the COVID-19 pandemic on financial conditions. For this purpose, we estimate a factoraugmented vector autoregressive (FAVAR) model for the period 2001-2021. Based on this model, we construct a...

Persistent link: https://www.econbiz.de/10014251037