Search Results - subject:"impulse response function"

Specification choice in local projections : evidence from monetary policy shocks

Fortier, Eric - 2026 - Preliminary draft

Persistent link: https://www.econbiz.de/10015591992

Dynamic causality between CO₂ emissions, urbanization and economic growth in India and South Africa

Singh, Gopal Ji; Singh, Pawan Kumar; Kumar, Rakesh; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 276-285

Persistent link: https://www.econbiz.de/10015616905

Examining the financial development channels affecting economic growth in Turkey

Demirhan, Banu - In: Ekonomika 104 (2025) 1, pp. 48-69

In the early 1980s, Turkey took steps towards financial liberalization. Accordingly, policymakers have implemented policies for the development of the financial system. Since then, developments in the banking sector have driven economic growth and met the private sector's demand for funds. The...

Persistent link: https://www.econbiz.de/10015435651

Modeling the relationships among the stock market, gold price, oil price and exchange rate: A MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial Internet Quarterly 21 (2025) 1, pp. 1-14

Globalization and liberalization have heightened the volatility and complexity of financial markets, prompting investors to diversify their portfolios across different asset classes. This study investigates the dynamic interrelationships among the Indian stock market benchmark index (Nifty 50),...

Persistent link: https://www.econbiz.de/10015471954

Decomposition of food price inflation in Sri Lanka

Malaviarachchi, Dinithi; Korale-Gedara, Pradeepa Malkanthi - In: Journal of the Asia Pacific economy 30 (2025) 4, pp. 1506-1525

Persistent link: https://www.econbiz.de/10015515752

The Impulsive Approach to procyclicality : measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions

Gurrola-Pérez, Pedro; Murphy, David - In: Borsa Istanbul Review 25 (2025) 6, pp. 1166-1182

paths of risk factor returns consistent with this impulse, introducing the impulse response function as a convenient means …

Persistent link: https://www.econbiz.de/10015551278

Examining the financial development channels affecting economic growth in Turkey

Demirhan, Banu - In: Ekonomika : mokslo žurnalas 104 (2025) 1, pp. 48-69

Persistent link: https://www.econbiz.de/10015359717

The effects of physical and transition climate risk on stock markets : some multi-country evidence

Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - In: International economics : the quarterly journal in … 181 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015329618

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015393621

Dynamic effects of persistent shocks

Alloza, Mario; Gonzalo, Jesús; Sanz, Carlos - 2025

Persistent link: https://www.econbiz.de/10015395819