Search Results - subject:"structural vector autoregressive"

Effectiveness of fiscal policy measures in different public debt regimes

Gherghina, Rodica; Grecu, Robert-Adrian; … - In: Journal of Business Economics and Management (JBEM) 25 (2024) 4, pp. 628-646

Structural Vector Autoregressive) model was implemented, based on two regimes, calibrated as a function of the evolution of …

Persistent link: https://www.econbiz.de/10015401591

Macroeconomic effects of demand and supply shocks in the global oil price on the Vietnamese economy

Thuy Hang Duong - In: International journal of energy sector management 18 (2024) 1, pp. 119-140

Persistent link: https://www.econbiz.de/10014461574

Oil shocks, monetary policy, and stock returns : a case of oil-based economy

Alharbi, Abdullah M. H. - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 56-63

Persistent link: https://www.econbiz.de/10014430653

Interest rate, demand, GDP, inflation, and expectations in a New Keynesian economy for Mexico

Cernichiaro Reyna, Christopher - In: Análisis económico 38 (2023) 99, pp. 7-22

Persistent link: https://www.econbiz.de/10014457700

The impacts of demand and supply shocks in the dry bulk shipping market

Park, Sunghwa; Kim, Hyunsok; Kwon, Janghan - In: The Asian Journal of Shipping and Logistics 39 (2023) 1, pp. 13-22

risk in the shipping market. Based on the recursive structural vector autoregressive (recursive SVAR) model, we analyze the …

Persistent link: https://www.econbiz.de/10014281587

Monetary policy implications on macroeconomic performance in the Common Monetary Area : a panel-SVAR framework

Shumba, Theron; Mukorera, Sophia - In: Economies : open access journal 11 (2023) 5, pp. 1-18

Vector Autoregressive model (Panel-SVAR) and annual data from 1980-2021, the findings show that a positive shock in the repo … this case, South Africa, affects the macroeconomic performance in the entire CMA region. Employing a Panel Structural …

Persistent link: https://www.econbiz.de/10014319526

Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)

Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28

quantify the contemporaneous impact of oil price shocks on inflation, a Structural Vector Autoregressive Model (SVAR) is …

Persistent link: https://www.econbiz.de/10014331929

Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises

Kubota, Hiroyuki; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014228025

Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020 : evidence from the structural VAR models

Da̜browski, Marek A.; Widiantoro, Dimas Mukhlas - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 703-731

Persistent link: https://www.econbiz.de/10014452041

Time Series Econometrics

Neusser, Klaus - 2025 - 2nd ed. 2025.

autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical …

Persistent link: https://www.econbiz.de/10015406991