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The sovereign spread in Asian emerging economies: The significance of external versus internal factors
Banerji, Sanjay; Ventouri, Alexia; Wang, Zilong - In: Economic Modelling 36 (2014) C, pp. 566-576
Vector Autoregression (SVAR) model to investigate empirically how the spread of sovereign debt is influenced over time by …
Persistent link: https://www.econbiz.de/10010729809
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The saving–growth–inequality triangle in China
Gu, Xinhua; Tam, Pui Sun - In: Economic Modelling 33 (2013) C, pp. 850-857
provides a new explanation for the complex issue of Chinese saving using a structural vector autoregressive (SVAR) model. We …
Persistent link: https://www.econbiz.de/10010738018
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Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries
Jean Louis, Rosmy; Balli, Faruk - In: Economic Modelling 30 (2013) C, pp. 546-564
aggregate demand collapsed. Using SVAR methodology, this paper formally investigates whether unanticipated deviation of OECD …
Persistent link: https://www.econbiz.de/10011048907
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic Modelling 43 (2014) C, pp. 142-157
This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate …
Persistent link: https://www.econbiz.de/10010939695
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On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?
Jean Louis, Rosmy; Brown, Ryan; Balli, Faruk - In: Economic Modelling 28 (2011) 6, pp. 2701-2718
whether the shocks themselves are symmetric or asymmetric. Using quarterly data and SVAR methodology, we conducted two layers …
Persistent link: https://www.econbiz.de/10010577099
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Oil income shocks and economic growth in Iran
Emami, Karim; Adibpour, Mehdi - In: Economic Modelling 29 (2012) 5, pp. 1774-1779
SVAR model over the period 1959–2008. The results indicate that positive and negative oil revenue shocks significantly …
Persistent link: https://www.econbiz.de/10010597488
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A structural VAR model of the Fiji Islands
Narayan, Seema - In: Economic Modelling 31 (2013) C, pp. 238-244
A four-dimensional Structural Vector Auto-regression (SVAR) model is applied to investigate the implications of fuel …
Persistent link: https://www.econbiz.de/10010636307