Search Results - subject:"structural vector autoregression"

Quantifying macroeconomic spillovers : the role of trade linkages in propagating conflict shocks

Eydam, Ulrich; Leupold, Florian - 2026

-Related Conflict Exposure (TRCE) index for 2009–2023 within an external-instrument Structural Vector Autoregression (SVAR) framework …

Persistent link: https://www.econbiz.de/10015620636

Dual nature of innovation's impact on income inequality : a comparative panel study of developed and developing countries

Qian, Yu; Xu, Zeshui; Qin, Yong; Škare, Marinko - In: Journal of innovation & knowledge : JIK 11 (2026), pp. 1-13

been extensively debated. This study employs panel structural vector autoregression to examine the complex effects of …

Persistent link: https://www.econbiz.de/10015607636

Artificial intelligence shock in manufacturing : a threat or an opportunity for South Africa’s Labour Market?

Giwa, Fiyinfoluwa; Ho, Sin-yu - In: Journal of open innovation : technology, market, and … 12 (2026) 1, pp. 1-10

Vector Autoregression (SVAR) model, we find that a positive AI shock triggers an immediate and statistically significant … characterised by structural unemployment and uneven technological readiness. Using quarterly data (2014-2024) and a Structural …

Persistent link: https://www.econbiz.de/10015639541

Review of proxy vector autoregressive analysis

Bruns, Martin; Lütkepohl, Helmut - 2026

In structural vector autoregressive analysis it has become quite popular to identify some structural shocks of interest by external instruments or proxies. This study points out a range of areas where such proxies have been used and sketches the way the proxies have been constructed. It reviews...

Persistent link: https://www.econbiz.de/10015618295

Time-varying sources of fluctuations in global inflation

Kim, Won Joong; Ko, Juyoung; Kwon, Won Soon; Piao, Chunyan - In: Economic modelling 143 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015193343

Review of proxy vector autoregressive analysis

Bruns, Martin; Lütkepohl, Helmut - 2026 - This version: January 30, 2026

Persistent link: https://www.econbiz.de/10015607672

Inflation without a central bank : the role of oil and fiscal shocks in Ecuador

Camacho-Villagomez, Freddy Ronalde - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 136-145

Persistent link: https://www.econbiz.de/10015472442

Countercyclical fiscal policy in the Philippines : navigating external shocks for sustained macroeconomic growth

Ruiz, Mark Gerald C.; Rivera, John Paolo R. - 2026

vector autoregression (SVAR) framework. The analysis traces the transmission of external disturbances, captured through … responses of government expenditure and tax revenues, both in aggregate and across their subcomponents, using a structural …

Persistent link: https://www.econbiz.de/10015643958

How OPEC oil shocks shape U.S. CPI inflation : evidence from an IV-SVAR approach

Bhandari, Subash; Kim, Hyeongwoo - 2026

Persistent link: https://www.econbiz.de/10015641836

The interplay between economic policy, oil price and economic growth in Malaysia

Siow, Xiu Yun; Wong, Hock Tsen - In: Ekonomika : mokslo žurnalas 104 (2025) 2, pp. 59-77

overall sectors by using a Structural Vector Autoregression (SVAR) model. The variance decomposition has revealed an …

Persistent link: https://www.econbiz.de/10015450704