Search Results - subject:"Vector Autoregressive Process"

Impact of USA and Chinese exchange rate shocks on macroeconomic fundamentals of ASEAN+3+3 countries : the combine forecasting analysis

Ur Rehman, Jamshaid; Salman, Aneel; Bahadur, Hadiya - In: Pakistan journal of applied economics : PJAE 33 (2023) 2, pp. 133-173

Persistent link: https://www.econbiz.de/10015200170

Hva påvirker bankenes førstelinjeforsvar mot tap? : netto renteinntekter og makroøkonomisk utvikling de siste 30 årene

Alstadheim, Ragna; Johansen, Rønnaug Melle - 2023

Banks' profitability is their first line of defence against losses, and net interest income is banks' main source of revenue. Since the policy rate hikes began in 2021, net interest income has increased substantially relative to assets, strengthening banks' loss-absorbing capacity. We use a VAR...

Persistent link: https://www.econbiz.de/10015133007

The stimulative effects of anticipated government spending expansions : evidence from survey forecasts

Nam, Deokwoo; Li, Xiaole - In: Hitotsubashi journal of economics 65 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015407402

External information and fiscal multipliers

Lee, Byung Ho; Park, Kwangyong - In: The Korean economic review 39 (2023) 2, pp. 347-379

Persistent link: https://www.econbiz.de/10015404361

The effects of monetary shocks in Sri Lankan economy

Jahufer, Aboobacker; Hanainy, Mohamed Farook - In: Iranian economic review : journal of University of Tehran 27 (2023) 3, pp. 1103-1133

Persistent link: https://www.econbiz.de/10015400946

The effect of GDP and exchange rate on import of photovoltaic cells in Indonesia

Nasiha Sajida; Ajija, Shochrul Rohmatul; Haryadi, Fajar … - In: Iranian economic review : journal of University of Tehran 27 (2023) 4, pp. 1268-1284

Persistent link: https://www.econbiz.de/10015401039

Intangible assets and export growth of Croatian exporters : evidence from panel VAR and VECM

Bašić, Maja - In: Management : journal of contemporary management issues 28 (2023) 1, pp. 201-210

Persistent link: https://www.econbiz.de/10015409207

Inflation, business cycle, and monetary policy : the role of inflationary pressure

Shibamoto, Masahiko - 2023

Persistent link: https://www.econbiz.de/10015409702

Impact of monetary policy on the macroeconomy under dollarization : evidence from the Lao PDR

Park, Hail; Son, Jong Chil; Wang, Wenbo - In: International trade, politics and development 7 (2023) 2, pp. 77-91

Purpose - This study empirically aims to analyze the transmission of monetary policy in consideration of asymmetry based on the Bank of the Lao PDR (BOL)'s monetary policy tools and real and financial variables in the domestic market. Design/methodology/approach - This study adopts two...

Persistent link: https://www.econbiz.de/10014370312

Semiparametric independence tests between two infinite-order cointegrated series

Bouhaddioui, Chafik; Dufour, Jean-Marie; Takano, Masaya - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 263-294). 2023

Persistent link: https://www.econbiz.de/10014313737