Search Results - subject:"response function"

The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras

Al-Mohamad, Somar; Rashid, Audil; Bakry, Walid; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

causality between the stock market indices. The study also extends the investigation by employing the impulse response function …

Persistent link: https://www.econbiz.de/10012657591

Measuring dynamic effects of remittances on poverty and inequality with evidence from Kosovo

Arapi-Gjini, Arjola; Möllers, Judith; Herzfeld, Thomas - In: Eastern European Economics 58 (2020) 4, pp. 283-308

time a dose-response function approach to assess poverty effects due to variations in the time-length of receiving …

Persistent link: https://www.econbiz.de/10012261559

Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand

Warsono Warsono; Russel, Edwin; Putri, Almira Rizka; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 360-373

Persistent link: https://www.econbiz.de/10012488433

Heterogeneity in the fiscal reaction function : an empirical analysis for EU member states

Bökemeier, Bettina; Stoian, Andreea; Dumitrescu, Bogdan; … - 2020

This paper studies heterogeneity in the fiscal reaction function for European Union members by resorting to the unconditional quantile regression estimation. Based on annual observations spanning from 2005 to 2018, the results point to significant asymmetries concerning the fiscal response...

Persistent link: https://www.econbiz.de/10013191997

A new approach to modeling the effects of temperature fluctuations on monthly electricity demand

Chang, Yoosoon; Kim, Chang Sik; Miller, J. Isaac; Park, … - 2015 - This version: September 1, 2015

Persistent link: https://www.econbiz.de/10011446990

Employment, gender gap, and the Mexican industry : the effect of COVID-19 on the dynamic structure and recovery in the labor market

Moreno, Jorge O.; Cuellar, Cecilia Y.; Ramos, Maria E. - In: Creating Economic Stability Amid Global Uncertainty : …, (pp. 141-164). 2023

Persistent link: https://www.econbiz.de/10014448321

Impulse response function analysis for Markov switching VAR models

Cavicchioli, Maddalena - In: Economics letters 232 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014464479

Testing cointegration between workers' remittances and human capital formation in Sri Lanka

Aslam, Ahamed Lebbe Mohamed; Sivarajasingham, Selliah - In: Journal of economic and administrative sciences 39 (2023) 3, pp. 687-708

Persistent link: https://www.econbiz.de/10014338842

COVID-19 and overconfidence bias : the case of developed, emerging and frontier markets

Shrotryia, Vijay Kumar; Kalra, Himanshi - In: International journal of emerging markets 18 (2023) 3, pp. 633-665

Persistent link: https://www.econbiz.de/10014333515

Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694