Search Results - subject:"Vector-auto-regression"

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

The implications of artificial intelligence: considerations for the labour market

Woolford, Timothy; Wanliss, Christopher - 2025

Persistent link: https://www.econbiz.de/10015546926

Dynamic shock-transmission mechanism between U.S. trade policy uncertainty and Sharia-compliant stock market volatility of GCC economies

Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - In: Risks : open access journal 13 (2025) 3, pp. 1-57

volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto … Regression (QVAR) with "Extended Joint" and "Frequency" domain connectedness technique. Overall findings indicated a U …

Persistent link: https://www.econbiz.de/10015358893

Exploring the dynamics of connectedness among cryptocurrency, oil shocks, economic policy uncertainty, geopolitical risk, and the business conditions index

Mishra, Shekhar; Sahoo, Satyaban; Sahu, Anuradha; … - In: Journal of applied economics 28 (2025) 1, pp. 1-21

This research investigates the dynamics of connectedness among cryptocurrency and various risk factors, including oil price demand and supply shocks, EPU, GPR, and the ADS business conditions index using the quantile time-frequency connectedness approach. The findings reveal that cryptocurrency...

Persistent link: https://www.econbiz.de/10015625479

The role of the commodity price boom in shaping public social spending : evidence from Latin America

Flechtner, Svenja; Middelanis, Martin - In: World development : the multi-disciplinary … 182 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015073576

Assessing cryptomarket risks: macroeconomic forces, market shocks and behavioural dynamics

Thelissaint, Josue - 2024

Persistent link: https://www.econbiz.de/10015191777

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial Finance 50 (2024) 12, pp. 2091-2114

Purpose This study investigates the mispricing dynamics of NIFTY 50 Index futures, drawing upon daily data spanning from January 2008 to July 2023. Design/methodology/approach The study employs both a single regime analysis and a tri-regime model to understand the fluctuations in NIFTY 50 Index...

Persistent link: https://www.econbiz.de/10015353925

Index futures mispricing : a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial finance 50 (2024) 12, pp. 2091-2114

Persistent link: https://www.econbiz.de/10015199586

Japan's productivity and GDP growth : the role of GBAORD, public and foreign R&D

Ziesemer, Thomas - 2019

Persistent link: https://www.econbiz.de/10012137302

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/10012816750