Search Results - subject:"impulse responses."

On fiscal and monetary policy-induced macroeconomic volatility dynamics

Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012668875

Exchange rate uncertainty effects on domestic investment in South Africa

Gidey, Hiluf Techane; Nuru, Naser Yenus - In: Margin: the journal of applied economic research 15 (2021) 3, pp. 338-352

Persistent link: https://www.econbiz.de/10012607422

Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle

Jawadi, Fredj; Mallick, Sushanta Kumar; Cheffou, … - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 448-471

Persistent link: https://www.econbiz.de/10012598402

Political uncertainty, COVID-19 pandemic and stock market volatility transmission

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012803182

Financial stress, economic policy uncertainty, and oil price uncertainty

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013364361

The effects of monetary policy in Russia : a factor-augmented VAR approach

Ono, Shigeki - In: Economic systems 45 (2021) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10013369042

The Impact of Economic Globalization on the Shadow Economy in Egypt

Farzanegan, Mohammad Reza; Hassan, Mai - 2017

This study examines the economic globalization and the shadow economy nexus in Egypt. Using time series data from 1976 to 2013, the impulse response analysis shows that the response of the shadow economy in Egypt to positive shocks in economic globalization is negative and statistically...

Persistent link: https://www.econbiz.de/10011657145

The impact of economic globalization on the shadow economy in Egypt

Farzanegan, Mohammad Reza; Hassan, Mai - 2017

Persistent link: https://www.econbiz.de/10011666939

Estimation of structural impulse responses: Short-run versus long-run identifying restrictions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2017

There is evidence that estimates of long-run impulse responses of structural vector autoregressive (VAR) models based … restrictions and find that long-run identifying restrictions can result in much more precise estimates for the structural impulse … responses than restrictions on the impact effects of the shocks. …

Persistent link: https://www.econbiz.de/10011595955

The impact of economic globalization on the shadow economy in Egypt

Farzanegan, Mohammad Reza; Hassan, Mai - 2017 - This version: 24.03.2017

Persistent link: https://www.econbiz.de/10011628746