Search Results - subject:"impulse response function"

Cointegration of Capital Markets in ASEAN-5 Countries

Chaiphat, Channarong - In: Applied Economics Journal 21 (2014) 1, pp. 42-58

. Moreover, the conintegration as well as the impulse response function were also calculated and analyzed. The findings reveal … response function also turns out to be synchronous. This study supports the possibility of setting up the ASEAN securities … that the securities price index of the 5 ASEAN member countries are cointegrated. Furthermore, the analysis of the impulse …

Persistent link: https://www.econbiz.de/10010904037

The response of macroeconomic aggregates to monetary policy shocks in Pakistan

Rashid, Abdul; Jehan, Zainab - In: Journal of Financial Economic Policy 6 (2014) 4, pp. 314-330

Purpose – This paper aims to empirically examine how shocks to monetary policy measures (the short-term nominal interest rate and broad money supply) affect macroeconomic aggregates, namely, output growth of the economy, national price levels and the nominal exchange rate....

Persistent link: https://www.econbiz.de/10014866995

The impact of promotional mix on profit in the B2B sector

Siddhanta, Somroop; Banerjee, Neelotpaul - In: Marketing Intelligence & Planning 32 (2014) 5, pp. 600-615

impulse response function (IRF) and forecast error variance decomposition (FEVD) were also studied to see the time path and …

Persistent link: https://www.econbiz.de/10014947184

Long- versus medium-run identification in fractionally integrated VAR models

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302

Persistent link: https://www.econbiz.de/10010395114

Odhad vplyvu fiškálnej konsolidácie na rast HDP v SR

Pécsyová, Monika - In: Politická ekonomie : teorie, modelování, aplikace 62 (2014) 2, pp. 174-193

Persistent link: https://www.econbiz.de/10010373376

Intraday price and volatility spillovers between Japanese and Korean stock markets

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207

Persistent link: https://www.econbiz.de/10010414245

The impact of promotional mix on profit in the B2B sector

Siddhanta, Somroop; Banerjee, Neelotpaul - In: Marketing intelligence & planning 32 (2014) 5, pp. 600-615

Persistent link: https://www.econbiz.de/10010406674

Mineral export and economic growth in India : evidence from VAR model analysis

Sahoo, Auro Kumar; Sahu, Naresh Chandra; Sahoo, Dukhabandhu - In: Mineral economics : raw materials report 27 (2014) 1, pp. 51-58

Persistent link: https://www.econbiz.de/10010468609

The rise of the housing-wealth effect : counterfactual impulse response analysis

Brady, Ryan R.; Stimel, Derek; Sumner, Steven - In: Review of economics & finance (2014) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10010472016

Macroeconomic determinants of Lithuanian government security prices

Jurkšas, Linas; Kropienė, Rūta - In: Mokslo darbai / Ekonomika 93 (2014) 4, pp. 7-23

Persistent link: https://www.econbiz.de/10010489885