methodology relies heavily on impulse response functions, it represents a synthesis of the traditional structural modelling and …

methodology relies heavily on impulse response functions, it represents a synthesis of the traditional structural modelling and …. Since our empirical methodology relies heavily on impulse response functions, it represents a synthesis of the traditional …, roaring nineties, impulse response functions. JEL Classification Numbers: E24, E31. ∗ Acknowledgments: This paper was …

quite limited effects from the crisis. Impulse response functions and multiperiod forecast profiles are developed and …

lowest energy consuming countries in Asia. Both the generalized variance decompositions and the impulse response functions …

time varying conditional correlations and time varying dynamic hedge ratios. From volatility impulse response functions, we …This paper examines the relationship between the energy and equity markets by estimating volatility impulse response … functions from a multivariate BEKK model of the Goldman Sach's Energy Index and the S&P 500; in addition, we also calculate the …

states. I capture the spatial diffusion of regional housing prices with impulse response functions estimated directly from a …

of capital markets is concerned. In this study, AB type-SVAR models are employed, whereupon impulse response functions …