Search Results - subject:"impulse–response functions"

A new monetary aggregates measurement: Application to Taiwanese data

Yang, Ju-Ann; Chou, Shyan-Rong; Lee, Chen-Hsun - In: Economics Bulletin 31 (2011) 1, pp. 905-915

analysis proposed by Breitung (2001), and the impulse response functions to find the response of GDP to innovations in PLS and …

Persistent link: https://www.econbiz.de/10008868007

Análisis cuantitativo de las relaciones entre macroeconomía y sector agrario en Túnez

Kaabia, Monia Ben; Chebbi, Houssem E.; Gil, Jose M. - In: Revista Española de Estudios Agrosociales y Pesqueros (2002) 195

El proceso de globalización que la economía mundial está manifestando en los últimos años constituye un gran reto para Túnez, país que está inmerso en un gran proyecto de reformas económicas y estructurales. En este contexto, cualquier decisión en el ámbito de la política...

Persistent link: https://www.econbiz.de/10011078340

OVERSHOOTING OF AGRICULTURAL PRICES IN FOUR ASIAN ECONOMIES

Saghaian, Sayed H.; Hasan, Mohamad F.; Reed, Michael R. - In: Journal of Agricultural and Applied Economics 34 (2002) 01

. Impulse-response functions and variance-decomposition analysis based on directed graphs and causal structures highlight the …

Persistent link: https://www.econbiz.de/10005802709

Chapter 20. Term Structure of Uncertainty in the Macroeconomy

Borovička, J.; Hansen, L.P. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 1641-1696). 2016

Dynamic economic models make predictions about impulse responses that characterize how macroeconomic processes respond to alternative shocks over different horizons. From the perspective of asset pricing, impulse responses quantify the exposure of macroeconomic processes and other cash flows to...

Persistent link: https://www.econbiz.de/10014024262

Causality in EU macroeconomic variables

Agiakloglou, Christos N.; Gkouvakis, Michalis; Kanas, … - In: Applied economics letters 23 (2016) 4/6, pp. 264-277

Persistent link: https://www.econbiz.de/10011430444

International portfolio diversification : role of emerging economies : US integration and dynamic linkages : an empirical study

Dasgupta, Ranjan - In: International journal of economics and finance 8 (2016) 6, pp. 100-117

Persistent link: https://www.econbiz.de/10011494705

Information spillover dynamics of the energy futures market sector : a novel common factor approach

Kuruppuarachchi, Duminda; Premachandra, I. M. - In: Energy economics 57 (2016), pp. 277-294

Persistent link: https://www.econbiz.de/10011698469

Dynamic analysis of the German day-ahead electricity spot market

Paschen, Marius - In: Energy economics 59 (2016), pp. 118-128

Persistent link: https://www.econbiz.de/10011699498

Does inflation targeting : Inflation persistence work differently in Iran?

Dastgerdi, Hamidreza G.; Yusof, Zarinah - In: International journal of economic perspectives : IJEP 10 (2016) 4, pp. 121-125

Persistent link: https://www.econbiz.de/10011762063

Measuring the channels of monetary policy transmission : a factor-augmented vector autoregressive (FAVAR) approach

Senbet, Dawit - In: Journal of central banking theory and practice 5 (2016) 2, pp. 5-40

Persistent link: https://www.econbiz.de/10011570080