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  • Search: subject:"structural vector autoregressive models"
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Year of publication
Subject
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VAR model 7 VAR-Modell 7 structural vector autoregressive models 5 Geldpolitik 4 Impact assessment 4 Monetary policy 4 Wirkungsanalyse 4 Geldpolitische Transmission 3 Monetary transmission 3 Structural Vector Autoregressive models 3 Interest rate derivative 2 Interest rate policy 2 Japan 2 Low-interest-rate policy 2 Niedrigzinspolitik 2 SVAR 2 Schock 2 Shock 2 Structural vector autoregressive models 2 Trinidad and Tobago 2 Unconventional monetary policy 2 Visegrad Group countries 2 Zinsderivat 2 Zinspolitik 2 employment 2 energy revenue shocks 2 government expenditure 2 monetary policy 2 output 2 unemployment 2 Arbeitslosigkeit 1 Arbeitsmarkt 1 Economic crisis 1 Economic growth 1 Effective lower bound 1 Energiewende 1 Energy transition 1 Estimation 1 European economies 1 External instruments 1
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Online availability
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Free 10
Type of publication
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Article 5 Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 4 Non-commercial literature 4 Article 1
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Language
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English 9 Spanish 1
Author
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Khadan, Jeetendra 2 Kubota, Hiroyuki 2 Shintani, Mototsugu 2 Włodarczyk, Przemysław 2 Alemar, Emanuelle 1 Bali, Morad 1 Casoli, Chiara 1 Da̜browski, Marek A. 1 Rapelanoro, Nady 1 Rodríguez Ramos, Carlos Antonio 1 Romani, Ilenia Gaia 1 Widiantoro, Dimas Mukhlas 1
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Published in...
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CARF working paper 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Document de travail 1 Economía teoría y práctica 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 IDB Working Paper Series 1 Working paper 1 Working paper series : CEEPR WP 1
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Source
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ECONIS (ZBW) 8 EconStor 2
Showing 1 - 10 of 10
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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Understanding the future of critical raw materials for the energy transition : SVAR models for the U.S. market
Romani, Ilenia Gaia; Casoli, Chiara - 2024
Persistent link: https://www.econbiz.de/10014504830
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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
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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
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Efectos dinámicos de impulsos de la oferta y la demanda agregada, y la productividad sobre la demanda laboral : el caso de Puerto Rico
Rodríguez Ramos, Carlos Antonio; Alemar, Emanuelle - In: Economía teoría y práctica 30 (2022) 56, pp. 105-130
Persistent link: https://www.econbiz.de/10013256983
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International economic sanctions: multipurpose index modelling in the Ukrainian crisis case
Bali, Morad; Rapelanoro, Nady - 2020
Persistent link: https://www.econbiz.de/10012242235
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Monetary policy transmission and the labour market in the non-eurozone Visegrad Group Countries in 2000-2014: Evidence from a SVAR Analysis
Włodarczyk, Przemysław - In: Comparative Economic Research. Central and Eastern Europe 20 (2017) 4, pp. 23-43
This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money-labour nexus in the emerging markets of the non-eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of the...
Persistent link: https://www.econbiz.de/10011922465
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Monetary policy transmission and the labour market in the non‑eurozone Visegrad Group Countries in 2000-2014 : evidence from a SVAR Analysis
Włodarczyk, Przemysław - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 23-43
This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money‑labour nexus in the emerging markets of the non‑eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of...
Persistent link: https://www.econbiz.de/10011877095
Saved in:
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An econometric analysis of energy revenue and government expenditure shocks on economic growth in Trinidad and Tobago
Khadan, Jeetendra - 2016
Energy revenues represent roughly 45 percent of Trinidad and Tobago's GDP and are highly volatile since they are correlated with the price of oil and gas. Hence, sharp changes in energy prices, whether temporary or sustained, can have important consequences for economic growth and overall...
Persistent link: https://www.econbiz.de/10011786391
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An econometric analysis of energy revenue and government expenditure shocks on economic growth in Trinidad and Tobago
Khadan, Jeetendra - 2016
Energy revenues represent roughly 45 percent of Trinidad and Tobago's GDP and are highly volatile since they are correlated with the price of oil and gas. Hence, sharp changes in energy prices, whether temporary or sustained, can have important consequences for economic growth and overall...
Persistent link: https://www.econbiz.de/10011575513
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