Search Results - subject:"parameter vector"

Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices

Marín-Rodríguez, Nini Johana; González-Ruíz, Juan David - In: Economies : open access journal 13 (2025) 1, pp. 1-28

, as well as a global EPU index. Using a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with monthly data …

Persistent link: https://www.econbiz.de/10015206927

Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence

Tita, Anthanasius Fomum; French, Joseph J.; Gurdgiev, … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015330577

Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty : new evidence from Australia

Gong, Yuting; Chang, Chia-Hsun; Lee, Paul T.-W.; Yin, Jingbo - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2159-2180

Persistent link: https://www.econbiz.de/10015145378

Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications

Mensi, Waild; Gubareva, Mariya; Al-Yahyaee, Khamis Hamed; … - In: Financial innovation : FIN 10 (2024), pp. 1-27

employing a time-varying parameter vector autoregression approach. We fnd that lower and upper quantile spillovers are higher …

Persistent link: https://www.econbiz.de/10014547078

Spillover effects between oil, gold, stock, and exchange rate returns in Thailand : an extended joint connected TVP-VAR Approach

Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 62-72

Persistent link: https://www.econbiz.de/10015108231

Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach

Du Rand, Gideon; Hollander, Hylton; Van Lill, Dawie - 2023

by using a large time-varying parameter vector autoregression approach estimated with Bayesian methods. We argue for an …

Persistent link: https://www.econbiz.de/10014477472

Time-varying fiscal multipliers for South Africa : a large time-varying parameter vector autoregression approach

Du Rand, Gideon; Hollander, Hylton; Van Lill, Dawie - 2023

by using a large time-varying parameter vector autoregression approach estimated with Bayesian methods. We argue for an …

Persistent link: https://www.econbiz.de/10014336362

Phillips curve in Canada : a tale of wage bargaining and tariff rate

Devaguptapu, Adviti; Dash, Pradyumna - In: Review of Economic Analysis : REA 15 (2023) 3/4, pp. 285-302

In this paper, we re-examine the Phillips curve for Canada from June 1976 to October 2022 in a time-varying manner. Our findings reveal that the impulse response of inflation to the changes in the unemployment rate gap has reduced over time till 2010 and strengthened thereafter. The response of...

Persistent link: https://www.econbiz.de/10014481227

Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - 2022

Persistent link: https://www.econbiz.de/10013366320

Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression

Alqaralleh, Huthaifa; Uddin, Mohammed Gazi Salah; … - 2022

Persistent link: https://www.econbiz.de/10013167183