Search Results - subject:"vector auto regression" - EconBiz

Japan's productivity and GDP growth: The role of private, public and foreign R&D 1967-2017

Ziesemer, Thomas - In: Economies 8 (2020) 4, pp. 1-25

We analyze the dynamic interaction of Japan's total factor productivity, gross domestic product (GDP) domestic and foreign private and public research and development (R&D) in vector-error-correction models (VECMs) for Japan with data from 1963-2017. Extensive testing leads to favoring a model...

Persistent link: https://www.econbiz.de/10013199706

Japan's productivity and GDP growth : the role of private, public and foreign R&D 1967-2017

Ziesemer, Thomas - In: Economies : open access journal 8 (2020) 4/77, pp. 1-25

We analyze the dynamic interaction of Japan's total factor productivity, gross domestic product (GDP) domestic and foreign private and public research and development (R&D) in vector-error-correction models (VECMs) for Japan with data from 1963-2017. Extensive testing leads to favoring a model...

Persistent link: https://www.econbiz.de/10012296324

Monetary policy transmission mechanism in a small open economy : the case of Uganda

Opolot, Jacob - 2020

Persistent link: https://www.econbiz.de/10012253808

Spillover effects of trade shocks in the Central and Eastern European and Baltic countries

Khan, Nazmus Sadat - In: Journal of economic integration : jei 35 (2020) 1, pp. 39-68

Persistent link: https://www.econbiz.de/10012208318

Modeling mortality with a Bayesian vector autoregression

Njenga, Carolyn Ndigwako; Sherris, Michael - In: Insurance / Mathematics & economics 94 (2020), pp. 40-57

Persistent link: https://www.econbiz.de/10012419110

Do institutional quality and oil prices matter for economic growth in Russia : an empirical study

Bass, Alexander - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 1, pp. 76-83

Persistent link: https://www.econbiz.de/10011954708

The business cycles of urban housing market (case study: urban housing market of Isfahan, 1980-2014)

Yarmohammadian, Naser - In: Iranian economic review : journal of University of Tehran 23 (2019) 1, pp. 109-128

Persistent link: https://www.econbiz.de/10012152553

Japan's productivity and GDP growth : the role of GBAORD, public and foreign R&D

Ziesemer, Thomas - 2019

Persistent link: https://www.econbiz.de/10012137302

On the international co-movement of natural interest rates

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533144

Minimum connectedness portfolios and the market for green bonds : advocating socially responsible investment (SRI) activity

Broadstock, David C.; Chatziantoniou, Ioannis; Gabauer, … - In: Applications in Energy Finance : The Energy Sector, …, (pp. 217-253). 2022

Persistent link: https://www.econbiz.de/10013283203

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