Search Results - subject:"parameter vector"

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

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

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

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

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

Persistent link: https://www.econbiz.de/10015466284

Emerging commodity-equity interdependencies : TVP-VAR analysis of oil, gold, and global stock markets

Bepari, Christo Aditya Bikram; Dash, Manoranjan; … - In: International journal of trade and global markets 21 (2025) 1, pp. 91-114

Persistent link: https://www.econbiz.de/10015439475

Time-varying impacts of monetary policies on state-level housing markets : evidence from the Covid-19 period

Huang, MeiChi - In: The quarterly review of economics and finance 100 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015405507

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