Search Results - subject:"response function"

Globalization, long memory, and real interest rate convergence : a historical perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2331-2355

Persistent link: https://www.econbiz.de/10013440481

"Finance-growth" nexus in India through the evolutionary phases of banking

Mitra, Saptarshi - In: Journal of quantitative economics 20 (2022) 2, pp. 401-419

Persistent link: https://www.econbiz.de/10013441657

The response of regional well-being to place-based policy interventions

Ferrara, Antonella Rita; Dijkstra, Lewis; McCann, Philip; … - In: Regional science & urban economics 97 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013445502

Early human capital : the driving force to economic growth in island economies

Tandrayen-Ragoobur, Verena; Narsoo, Jason - In: International journal of social economics 49 (2022) 11, pp. 1680-1695

Persistent link: https://www.econbiz.de/10013389610

The impact of foreign direct investment on the economy of Bangladesh : a time-series analysis

Al Faisal, Mohammad Abdullah; Islam, Mohammed Saiful - In: Theoretical and applied economics : GAER review 29 (2022) 1/630, pp. 123-142

Persistent link: https://www.econbiz.de/10013259162

Impact of macroeconomic variables on commodity indices in India : an application of ARDL model

Garg, Sonia; Narwal, Karam Pal - In: International journal of management concepts and … 15 (2022) 1, pp. 57-79

Persistent link: https://www.econbiz.de/10013093065

Accounting for real exchange rates in emerging economies : the role of commodity prices

Yépez, Carlos; Dzikpe, Francis - In: International review of economics & finance : IREF 79 (2022), pp. 476-492

Persistent link: https://www.econbiz.de/10013345745

Practical methods for modeling weak VARMA processes : identification, estimation and specification with a macroeconomic application

Dufour, Jean-Marie; Pelletier, Denis - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1140-1152

Persistent link: https://www.econbiz.de/10013539468

Does oil prices shock matter in the Nigerian economy? Empirical evidence from sign-identified Structural Vector Autoregression

Aliyu, Nazifi; Saheed, Z. S.; Alexander, A. A.; … - In: West African Journal of Monetary and Economic Integration 18 (2018) 2, pp. 47-69

model. Structural inferences are deduced from structural impulse response function, forecast error variance decomposition … and historical decomposition. Findings from structural impulse response function indicates that real gross domestic …

Persistent link: https://www.econbiz.de/10013362910

Identifying shocks via time-varying volatility

Lewis, Daniel J. - 2018

An n-variable structural vector auto-regression (SVAR) can be identified (up to shock order) from the evolution of the residual covariance across time if the structural shocks exhibit heteroskedasticity (Rigobon (2003), Sentana and Fiorentini (2001)). However, the path of residual covariances is...

Persistent link: https://www.econbiz.de/10012144714