Search Results - subject:"Vector auto regression models"

Does government investment crowd out private investment in China?

Xu, Xiaoming; Yan, Yanyang - In: Journal of economic policy reform 17 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010358439

Dynamic relationships among R&D, advertising, inventory and firm performance

Sridhar, Shrihari; Narayanan, Sriram; Srinivasan, Raji - In: Journal of the Academy of Marketing Science 42 (2014) 3, pp. 277-290

Persistent link: https://www.econbiz.de/10010363999

European Stock Market Dynamics Before and After the Introduction of the Euro

Friedman, Joseph; Shachmurove, Yochanan - Department of Economics, University of Pennsylvania - 2005

innovations in other markets? How fast are events occurring in one European market transmitted to other markets? Vector Auto … Regression models, impulses responses and variance decomposition are used to ascertain the stock market dynamics before and after …

Persistent link: https://www.econbiz.de/10005061933