Search Results - subject:"impulse responses." - EconBiz

Calculating joint confidence bands for impulse response functions using highest density regions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016

This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...

Persistent link: https://www.econbiz.de/10011446084

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016

Persistent link: https://www.econbiz.de/10011698807

Effects of oil price and global demand shocks on small island developing states

Campbell, Alrick - 2016

Persistent link: https://www.econbiz.de/10011749182

Examining the interaction between the policy rate and lending rate in Bangladesh

Kayum, Md. Abdul - 2016

Persistent link: https://www.econbiz.de/10011576312

Identifying shocks to business cycles with asynchronous propagation

Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836

Persistent link: https://www.econbiz.de/10012219716

Financial market risk and macroeconomic stability variables : dynamic interactions and feedback effects

Chomicz-Grabowska, Agnieszka M.; Orłowski, Lucjan T. - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 655-669

Persistent link: https://www.econbiz.de/10012297015

The transmission of monetary policy in emerging economies during tranquil and turbulent periods

Yakubu, Jibrin; Salisu, Afees A.; Musa, Abdullahi Usman; … - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438397

Financial crises and economic recovery : cross-country heterogeneity and cross-sectional dependence

Bakas, Dimitrios; Mendieta-Muñoz, Ivan - In: Economics letters 195 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509755

Government spending shocks and external competitiveness : Evidence from South Africa

Nuru, Naser Yenus - In: Journal of international commerce, economics and policy 11 (2020) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10012609754

The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012518658

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