Search Results - subject:"Vector Autoregressive Models"

The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks

Kurita, Takamitsu; James, Patrick - In: Metroeconomica : international review of economics 73 (2022) 3, pp. 856-883

Persistent link: https://www.econbiz.de/10013279939

Spotlight personnel : how hiring and turnover drive service performance versus demand

Eckert, Christine; Heerde, Harald J. van; Wetzel, Hauke; … - In: Journal of marketing research 59 (2022) 4, pp. 797-820

Persistent link: https://www.econbiz.de/10013389222

Estimating impulse-response functions for macroeconomic models using directional quantiles

Montes-Rojas, Gabriel - In: Journal of time series econometrics 14 (2022) 2, pp. 199-225

Persistent link: https://www.econbiz.de/10013260199

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

Exchange rate regime, world oil prices and the Mexican economy

Osmanbeyoglu, Merve; Dogan, Nukhet; Berument, Hakan - In: International journal of economic policy studies 16 (2022) 1, pp. 159-178

Persistent link: https://www.econbiz.de/10013198919

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to assess the effects of an uncertainty shock in the Euro area. This allows us to treat macroeconomic uncertainty as a latent quantity during estimation. Only a limited number of...

Persistent link: https://www.econbiz.de/10011984863

Modelling and Forecasting Inflation for the Economy of Suriname

Ooft, Gavin - 2018

models, Factor Augmented Vector Autoregressive models, Bayesian Vector Autoregressive models and Vector Error Correction … paper employs various econometric techniques such as Autoregressive Integrated Moving Average models, Vector Autoregressive …

Persistent link: https://www.econbiz.de/10012194833

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

Persistent link: https://www.econbiz.de/10011871462

Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms

Kurita, Takamitsu; Nielsen, Bent - 2018

Persistent link: https://www.econbiz.de/10012492530

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

Persistent link: https://www.econbiz.de/10011978764

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