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  • Search: subject:"panel vector auto-regression"
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Year of publication
Subject
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Panel 5 Panel study 5 VAR model 5 VAR-Modell 5 Geldpolitik 4 Monetary policy 4 panel vector auto-regression 4 Emerging economies 3 Estimation 3 Finanzpolitik 3 Fiscal policy 3 Panel vector auto-regression 3 Schwellenländer 3 Schätzung 3 Theorie 3 Theory 3 Aktienmarkt 2 Bank Capital 2 Credit Risk 2 Financial Stability 2 Fiscal consolidation 2 Food price 2 Haushaltskonsolidierung 2 Impact assessment 2 Industrialized countries 2 Industrieländer 2 Inflation 2 Lebensmittelpreis 2 Multiplier 2 Multiplikator 2 OECD countries 2 OECD-Staaten 2 Panel Vector Auto Regression model 2 Regression analysis 2 Regressionsanalyse 2 Stock market 2 Wirkungsanalyse 2 fiscal consolidation announcements 2 fiscal multipliers 2 follow-up 2
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Online availability
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Undetermined 8 Free 6
Type of publication
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Article 10 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 15
Author
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Beetsma, Roel 3 Furtuna, Oana 3 Giuliodori, Massimo 3 Bhattacharya, Rudrani 2 Kiemo, Samuel 2 Rugiri, Irene W. 2 Talam, Camilla 2 Abor, Joshua Yindenaba 1 Ben Ammar, Imen 1 Cao, Guo-Hua 1 Chowdhury, Piyali Roy 1 Dewan, Sanjeev 1 Eriksson, Rikard H. 1 Harvey, Simon K. 1 Hellara, Slaheddine 1 Issahaku, Haruna 1 Jain, Richa 1 Jawadi, Fredj 1 Lengyel, Balázs 1 Mallick, Sushanta Kumar 1 Mumtaz, Haroon 1 Nadham, N. Viswa 1 Ramaprasad, Jui 1 Rao, Roopashree 1 Sousa, Ricardo M. 1 Zhang, Jing 1 Zoghlami, Feten 1 Zouaoui, Haykel 1
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Published in...
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Economic modelling 2 ECB Working Paper 1 Finance research letters 1 International journal of finance & economics : IJFE 1 Journal of economic geography 1 Journal of international economics 1 KBA Centre for Research on Financial Markets and Policy Working Paper Series 1 KBA Centre for Research on Financial Markets and Policy working paper series 1 Management information systems : mis quarterly 1 Research in international business and finance 1 Review of development finance 1 Working paper series / European Central Bank 1 Working papers / National Institute of Public Finance and Policy 1
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Source
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ECONIS (ZBW) 13 EconStor 2
Showing 1 - 10 of 15
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Bank capital, credit risk and financial stability in Kenya
Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022
achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …
Persistent link: https://www.econbiz.de/10012807557
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Cover Image
Bank capital, credit risk and financial stability in Kenya
Kiemo, Samuel; Talam, Camilla; Rugiri, Irene W. - 2022
achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …
Persistent link: https://www.econbiz.de/10012816750
Saved in:
Cover Image
Examining the association between stock return and seasonally adjusted trade in India : a strategic approach to Indian stock market during the period of the Covid-19 pandemic
Nadham, N. Viswa; Chowdhury, Piyali Roy; Rao, Roopashree - 2021
Persistent link: https://www.econbiz.de/10012802986
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The entrepreneurial ecosystem of inclusive finance and entrepreneurship : a theoretical and empirical test in China
Cao, Guo-Hua; Zhang, Jing - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1547-1568
Persistent link: https://www.econbiz.de/10012815109
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Revenue- versus spending-based consolidation plans: The role of follow-up
Beetsma, Roel; Furtuna, Oana; Giuliodori, Massimo - 2018
The literature on fiscal multipliers finds that spending-based fiscal consolidations tend to have more benign macro-economic consequences than revenue-based consolidations. By directly comparing ex-post data with consolidation plans, we present evidence of a systematically weaker follow-up of...
Persistent link: https://www.econbiz.de/10011916882
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Cover Image
Revenue- versus spending-based consolidation plans : the role of follow-up
Beetsma, Roel; Furtuna, Oana; Giuliodori, Massimo - 2018
The literature on fiscal multipliers finds that spending-based fiscal consolidations tend to have more benign macro-economic consequences than revenue-based consolidations. By directly comparing ex-post data with consolidation plans, we present evidence of a systematically weaker follow-up of...
Persistent link: https://www.econbiz.de/10011904377
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Intraday interactions between high-frequency trading and price efficiency
Ben Ammar, Imen; Hellara, Slaheddine - In: Finance research letters 41 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013336225
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Revenue- versus spending-based fiscal consolidation announcements : multipliers and follow-up
Beetsma, Roel; Furtuna, Oana; Giuliodori, Massimo; … - In: Journal of international economics 131 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013167844
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Effectiveness of monetary policy in stabilising food inflation : evidence from advanced and emerging economies
Bhattacharya, Rudrani - 2017
Persistent link: https://www.econbiz.de/10011810094
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On the income diversification and bank market power nexus in the MENA countries : evidence from a GMM panel-VAR approach
Zouaoui, Haykel; Zoghlami, Feten - In: Research in international business and finance 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012548547
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