Search Results - subject:"Vector auto regression"

China's economy and the global financial crisis

Siami-Namini, Sima - In: International journal of economics and financial issues … 7 (2017) 5, pp. 259-265

Persistent link: https://www.econbiz.de/10011844018

Effectiveness of monetary policy in stabilising food inflation : evidence from advanced and emerging economies

Bhattacharya, Rudrani - 2017

Persistent link: https://www.econbiz.de/10011810094

Asset prices, real exchange rate and current account fluctuations : some structural VAR evidence for Thailand

Jiranyakul, Komain - In: Business and Economic Research : BER 7 (2017) 2, pp. 163-177

Persistent link: https://www.econbiz.de/10011848813

Examining the "natural resource curse" and the impact of various forms of capital in small tourism and natural resource-dependent economies

Petar, Kurecic; Kokotovic, Filip - In: Economies : open access journal 5 (2017) 1, pp. 1-24

The problem of the relevance of human and natural capital, as well as the potential adverse effect of natural capital on economic growth, has gained increased attention in development economics. The aim of this paper is to assess, theoretically and empirically, the relevance of several forms of...

Persistent link: https://www.econbiz.de/10011613294

Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - 2016

corresponding Bayesian vector auto-regression models after relaxing the theory-implied cross-coefficient restrictions. The estimated … parameter distributions are broadly in line with the empirical literature. Yet, a Bayesian vector auto-regression with loose …

Persistent link: https://www.econbiz.de/10011522242

Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - 2016

Persistent link: https://www.econbiz.de/10011427887

Impact of oil price shocks on Sudan's government budget

Rahma, Elsiddig; Perera, Noel; Tan, Kian - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 243-248

Persistent link: https://www.econbiz.de/10011549806

Inflation Targeting in Brazil, Chile and South Africa: An Empirical Investigation of Their Monetary Policy Framework

Kamal, Mona - William Davidson Institute, University of Michigan - 2010

framework. Furthermore, it provides an empirical assessment through using the unrestricted Vector Auto-regression (VAR) and … Structural Vector Auto-regression (SVAR) approaches depending on data spans the period from the first quarter of 1970 to the …

Persistent link: https://www.econbiz.de/10009001052

On the income diversification and bank market power nexus in the MENA countries : evidence from a GMM panel-VAR approach

Zouaoui, Haykel; Zoghlami, Feten - In: Research in international business and finance 52 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012548547

Risk management of renewable power producers from co-dependencies in cash flows

Bhattacharya, Saptarshi; Gupta, Aparna; Kar, Koushik; … - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1081-1093

Persistent link: https://www.econbiz.de/10012171766