Showing 1 - 9 of 9
Using households with a pair of male-female siblings from DHS surveys, this paper estimates gender based within-household inequality in immunization status of children (aged 1-5 years) from Bangladesh, India, Nepal and Pakistan. I find substantial level of gender based within-household...
Persistent link: https://www.econbiz.de/10011249521
A factor-augmented vector autoregressive (FAVAR) model is applied to determine the effects of a rise in US government expenditure on the United States and Canadian economies. The results obtained reasonably characterize the effect of a rise in US government spending to the United States and...
Persistent link: https://www.econbiz.de/10009144887
, previous empirical works dealing with vector auto-regression (VAR) have not considered the effect of debt on fiscal policy and … the macro economy. In this paper, we incorporate debt dynamics in a VAR model in the spirit of Favero and Giavazzi (2007 …, 2011). The inclusion of the debt feedback rule in VAR can help overcome the misspecification problem and provide direction …
Persistent link: https://www.econbiz.de/10009275595
This paper employs impulse response function of VAR model and the estimation variance decomposition method to …
Persistent link: https://www.econbiz.de/10010629904
The new cars of today are used cars of tomorrow and some people assume a competition between new and used markets. There are numerous, preconceived ideas and academic theories regarding the interactions between primary and secondary markets. To investigate the relations, we provide a...
Persistent link: https://www.econbiz.de/10008596628
This article investigates the cointegrating and vector autoregressive relationships in CO2 allowances spot and futures prices, valid for compliance under the EU Emissions Trading Scheme (EU ETS). Our empirical analysis yields to reject a cointegrating relationship between CO2 spot and futures...
Persistent link: https://www.econbiz.de/10008465221
(2003). Traditional approaches, such as vector auto regressive (VAR) models have not yielded satisfactory results because of … augmenting VAR model with factors summarizing the information of a vast data set that is used by central banks in monetary policy …
Persistent link: https://www.econbiz.de/10010836224
We make use of a bootstrap panel analysis of causality between energy use and economic growth for a sample of sixteen African countries over the period 1988-2010. Our results show that growth and energy use are strongly linked in Africa. However, African countries are heterogeneous and there is...
Persistent link: https://www.econbiz.de/10010836236
affect China's economy, for example, I operate the VAR model to specify the relationship between the parameters of the …
Persistent link: https://www.econbiz.de/10011208236