Search Results - subject:"Vector auto regression model"

Mission-oriented R&D and growth of Japan 1988-2016 : a comparison with private and public R&D

Ziesemer, Thomas - In: Economics of innovation and new technology 33 (2024) 2, pp. 218-247

Persistent link: https://www.econbiz.de/10014514848

Bank capital, credit risk and financial stability in Kenya

Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022

achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …

Persistent link: https://www.econbiz.de/10012807557

Bank capital, credit risk and financial stability in Kenya

Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022

Persistent link: https://www.econbiz.de/10012816750

The effects of unconventional monetary policy in japan : new evidence from time-varying parameter var analysis

Otsubo, Kansho Piotr - In: The Singapore economic review 68 (2023) 2, pp. 609-628

Persistent link: https://www.econbiz.de/10014279317

Effectiveness of exchange rate channel in transiting monetary policy impact to real economy : the case of Yemen

Özkaya, M. Hilmi; Alhuwesh, Maeen - In: Journal of sustainable finance & investment 13 (2023) 1, pp. 104-117

Persistent link: https://www.econbiz.de/10013543305

The entrepreneurial ecosystem of inclusive finance and entrepreneurship : a theoretical and empirical test in China

Cao, Guo-Hua; Zhang, Jing - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1547-1568

Persistent link: https://www.econbiz.de/10012815109

World oil price impacts on country-specific fuel markets : evidence of a muted global rebound effect

Wood, Dallas; Larson, Justin; Jones, Jason; Galperin, Diana - In: Energy economics 111 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013350001

Global financial crisis, corruption and financial markets : new evidence from South Asia

Tahir, Safdar Husain; Syed, Nausheen; Qadir, Alia - In: International journal of trade and global markets 16 (2022) 4, pp. 327-348

Persistent link: https://www.econbiz.de/10013536530

Inflation targeting and exchange rate pass-through in India : an empirical investigation

Peer, Arshid Hussain; Baig, Mirza Allim - In: Critical perspIectives on emerging economies : an …, (pp. 115-127). 2021

This chapter attempts to examine the exchange rate pass-through (ERPT) to consumer prices under inflation targeting (IT) framework in India. The chapter uses monthly data from the period January 2011 to October 2019 for the empirical investigation. The vector auto-regression (VAR) model is...

Persistent link: https://www.econbiz.de/10012668378

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