Search Results - subject:"vector auto regression"

Exchange rate pass-through to inflation in Egypt: A structural VAR approach

Helmy, Omneia; Fayed, Mona; Hussien, Kholoud - In: Review of Economics and Political Science (REPS) 3 (2018) 2, pp. 2-19

as the exchange rate pass-through. Design/methodology/approach - The paper uses a structural vector auto-regression (SVAR …

Persistent link: https://www.econbiz.de/10015394465

Measuring the role of factors on website effectiveness using vector autoregressive model

Roy, Gobinda; Sharma, Swati - In: Journal of retailing and consumer services 62 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012648972

What influences aggregate inflation expectations of households in India?

Goyal, Ashima; Parab, Prashant Mehul - In: Journal of Asian economics 72 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012703311

Impact of crude oil price shocks on industrial output, inflation and exchange rate : evidence from five emerging Asian economies

Mishra, Shekhar; Tripathy, Nalini Prava; Debasish, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 2, pp. 290-308

Persistent link: https://www.econbiz.de/10012503990

Inflation targeting and exchange rate pass-through in India : an empirical investigation

Peer, Arshid Hussain; Baig, Mirza Allim - In: Critical perspIectives on emerging economies : an …, (pp. 115-127). 2021

. The vector auto-regression (VAR) model is employed with variables on exchange rate, oil price, output, policy interest …

Persistent link: https://www.econbiz.de/10012668378

Cyclical dynamics and the gender pay gap : a structural VAR approach

Kovalenko, Tim; Töpfer, Marina - In: Economic modelling 99 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012795830

Intraday interactions between high-frequency trading and price efficiency

Ben Ammar, Imen; Hellara, Slaheddine - In: Finance research letters 41 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013336225

Revenue- versus spending-based fiscal consolidation announcements : multipliers and follow-up

Beetsma, Roel; Furtuna, Oana; Giuliodori, Massimo; … - In: Journal of international economics 131 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013167844

Examining the "natural resource curse" and the impact of various forms of capital in small tourism and natural resource-dependent economies

Petar, Kurecic; Kokotovic, Filip - In: Economies 5 (2017) 1, pp. 1-24

The problem of the relevance of human and natural capital, as well as the potential adverse effect of natural capital on economic growth, has gained increased attention in development economics. The aim of this paper is to assess, theoretically and empirically, the relevance of several forms of...

Persistent link: https://www.econbiz.de/10011708743

Consequences of oil and food price shocks on the ecuadorian economy

Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151

Persistent link: https://www.econbiz.de/10011749677