Search Results - subject:"impulse response functions"

The effects of disaggregate oil shocks on aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023

Persistent link: https://www.econbiz.de/10013502430

Bayesian VARs of the U.S. economy before and during the pandemic

Sznajderska, Anna; Haug, Alfred Albert - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 211-236

Persistent link: https://www.econbiz.de/10014315631

Which return regime induces overconfidence behavior? : artificial intelligence and a nonlinear approach

Alp Coşkun, Esra; Kahyaoglu, Hakan; Lau, Chi Keung - In: Financial innovation : FIN 9 (2023) 1, pp. 1-34

, nonlinear Granger causality test and nonlinear impulse-response functions based on local projections. These are the first …

Persistent link: https://www.econbiz.de/10014288970

Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)

Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28

utilised, which is supplemented with Impulse Response Functions (IRFs), Granger Causality Tests and Forecast Error Variance …

Persistent link: https://www.econbiz.de/10014331929

Random subspace local projections

Viet Hoang Dinh; Nibbering, Didier; Wong, Benjamin - 2023

Persistent link: https://www.econbiz.de/10014431868

The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - 2023

Persistent link: https://www.econbiz.de/10014295255

Bayesian VARs of the U.S. economy before and during the pandemic

Sznajderska, Anna; Haug, Alfred Albert - 2023

Persistent link: https://www.econbiz.de/10015436564

Effects of oil shocks on global securitized real estate markets

Yunus, Nafeesa - In: Finance research letters 80 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015422526

Stock market reactions during different phases of the COVID-19 pandemic: Cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies 10 (2022) 1, pp. 1-32

(1,1) models, and VAR-based impulse response functions are employed. The results reveal that the stock market reaction to … impulse response functions demonstrated the non-zero primary response of analyzed markets to the COVID-19 shock, and GARCH …

Persistent link: https://www.econbiz.de/10013199946