Search Results - subject:"impulse‐response functions"

Relationship between foreign macroeconomic conditions and Asian-Pacific public real estate markets : the relative influence of the US and China

Liow, Kim Hiang; Huang, Yuting; Heng, Kai Li - In: International Journal of Financial Studies : open … 7 (2019) 4/60, pp. 1-28

The aim of this paper was to examine the relationship between changes in the US and China macroeconomic conditions and the excess returns of nine Asian-Pacific public real estate markets (Singapore, Indonesia, Malaysia, the Philippines, Thailand, Australia, Taiwan, Hong Kong, and Japan). We...

Persistent link: https://www.econbiz.de/10012150474

Non-linearities and fiscal policy

Fotiou, Alexandra - 2019

Persistent link: https://www.econbiz.de/10012121028

Can financial development influence economic growth : the sub-Saharan analysis?

Ncanywa, Thobeka; Mabusela, Karabo - In: Journal of economic and financial sciences : JEF 12 (2019) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10012018952

Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables

Chudik, Alexander; Georgiadis, Georgios - 2019

This paper proposes mixed-frequency distributed-lag (MFDL) estimators of impulse response functions (IRFs) in a setup …

Persistent link: https://www.econbiz.de/10012058985

Wagner's law vs. Keynes' hypothesis in very different countries (Armenia and Spain)

Sedrakyan, Gohar Samvel; Varela-Candamio, Laura - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 4, pp. 747-762

Persistent link: https://www.econbiz.de/10012170476

Risk spillovers between oil and stock markets : a VAR for VaR analysis

Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535

Persistent link: https://www.econbiz.de/10012173682

Estimating impulse response functions when the shock series is observed

Choi, Chi-young; Chudik, Alexander - In: Economics letters 180 (2019), pp. 71-75

Persistent link: https://www.econbiz.de/10012121767

Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA

Golitsis, Petros; Gkasis, Pavlos; Bellos, Sotirios K. - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10014225729

The effect of natural disaster on economic growth : evidence from a major earthquake in Haiti

Joseph, Iverson-Love - In: World development : the multi-disciplinary … 159 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013554805

Do tax reforms affect income distribution? : evidence from developing countries

Gupta, Sanjeev; Jalles, João Tovar - In: Economic modelling 110 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013348264