Search Results - subject:"generalized impulse response"

Asymmetries and Markov-switching structural VAR

Karamé, Frédéric - In: Journal of Economic Dynamics and Control 53 (2015) C, pp. 85-102

The development of nonlinear representations and of generalized IRFs favored the study of the variables behavior in response to an economically identified shock as regards (i) the state of the system when the shock occurs, (ii) the size of the shock and (iii) the sign of the shock. Generalized...

Persistent link: https://www.econbiz.de/10011209191

Linkages among East Asian stock markets, US financial market stress, and gold: A structural VAR approach

Miyazaki, Takashi; Hamori, Shigeyuki - Faculty of Economics, Kobe University - 2015

Persistent link: https://www.econbiz.de/10011194478

Behavior of Indian sectoral stock price indices in the post subprime crisis period

Vardhan, Harsh; Sinha, Pankaj; Vij, Madhu - In: Journal of Advances in Management Research 12 (2015) 1, pp. 15-29

employs Generalized Impulse Response and Variance Decomposition analysis for developed multivariate framework in order to …

Persistent link: https://www.econbiz.de/10014840186

Market sentiment and the Fama-French factor premia

Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011435995

Asymmetries and Markov-switching structural VAR

Karamé, Frédéric - In: Journal of economic dynamics & control 53 (2015), pp. 85-102

Persistent link: https://www.econbiz.de/10011526861

Behavior of Indian sectoral stock price indices in the post subprime crisis period

Singh, Harsha V.; Sinha, Pankaj; Vij, Madhu - In: Journal of advances in management research : JAMR 12 (2015) 1, pp. 15-29

Persistent link: https://www.econbiz.de/10011376972

Noncausality and inflation persistence

Lanne, Markku - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 469-481

Persistent link: https://www.econbiz.de/10011339417

Poptávka po reálných peněžních zu°statcích v ČR a její determinanty

Gürtler, Martin - In: Politická ekonomie : teorie, modelování, aplikace 63 (2015) 5, pp. 570-602

Persistent link: https://www.econbiz.de/10011341166

How interdependent are Eastern European economies and the Euro area?

Keppel, Catherine; Prettner, Klaus - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 18-31

Persistent link: https://www.econbiz.de/10011574014

Korea's export performance: three empirical essays

Kang, Shin-jae - 2008

Impulse Response Function Analysis (GIRA). The VECM and the GIRA yield bidirectional causality between exports and GDP, which … exports to GDP. More specifically, for the robustness we use a Vector Error Correction Model (VECM) model and the Generalized …

Persistent link: https://www.econbiz.de/10009464017