Search Results - subject:"impulse‐response functions"

Semiparametric estimates of monetary policy effects : string theory revisited

Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387

Persistent link: https://www.econbiz.de/10012249147

Assessing monetary policy in the euro area : a factor-augmented VAR approach

Soares, Rita - In: Applied economics 45 (2013) 19/21, pp. 2724-2744

Persistent link: https://www.econbiz.de/10010189359

Assessing the impact of nonperforming loans on economic growth in The Bahamas

Jordan, Alwyn; Tucker, Carisma - In: Monetaria : English edition 1 (2013) 2, pp. 371-400

Persistent link: https://www.econbiz.de/10011521501

Evaluación del efecto de la cartera vencida en el crecimiento económico en las Bahamas

Jordan, Alwyn; Tucker, Carisma - In: Monetaria 35 (2013) 2, pp. 403-436

Persistent link: https://www.econbiz.de/10011521509

A spillover analysis of shocks from US, UK and China on African financialmarkets

Giovannetti, Giorgia; Velucchi, Margherita - In: Review of development finance 3 (2013) 4, pp. 169-179

Persistent link: https://www.econbiz.de/10010230737

Interest rate pass-through estimates from vector autoregressive models

Burgstaller, Johann - 2005

The empirical literature on interest rate transmission presents diverse and sometimes conflicting estimates. By discussing methodological and specification-related issues, the results of this paper contribute to the understanding of these differences. Eleven Austrian bank lending and deposit...

Persistent link: https://www.econbiz.de/10010294598

Macroeconomics and Agriculture in Tunisia

Ben Kaabia, Monia; Gil, Jose Maria; Chebbi, Houssem Eddine - European Association of Agricultural Economists - EAAE - 2005

This paper aims to analyse the impact of changes in the monetary policy and the exchange rate on agricultural supply, prices and exports. The methodology used is based on the multivariate cointegration approach. Ten variables are considered: interest and exchange rates, money supply, inflation,...

Persistent link: https://www.econbiz.de/10005522274

Interest rate pass-through estimates from vector autoregressive models

Burgstaller, Johann - Institut für Volkswirtschaftslehre, … - 2005

Persistent link: https://www.econbiz.de/10005839126

Nominal effective exchange rate neutrality: the case of Macedonia

Josheski, Dushko; Lazarov, Darko - Volkswirtschaftliche Fakultät, … - 2012

with six other variables to investigate the nominal effective exchange rate neutrality. SVAR and Impulse response functions …

Persistent link: https://www.econbiz.de/10011111917

Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy

Ngoie, Jacques Kibambe; Zellner, Arnold - Department of Economics, Faculty of Economic and … - 2012

transfer and impulse response functions associated with our MMM, finds that permanent 5 percentage points cut in the personal …

Persistent link: https://www.econbiz.de/10011095477