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Structural change and international stock market interdependence : evidence from Asian emerging markets

Awokuse, Titus O.; Chopra, Aviral; Bessler, David A. - In: Economic modelling 26 (2009) 3, pp. 549-559

Persistent link: https://www.econbiz.de/10003870623

Price discovery in the black pepper market in Kerala, India

Chopra, Aviral; Bessler, David A. - In: Indian economic review : biannual journal of the Delhi … 40 (2005) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003227762

Vector autoregressions, policy analysis, and directed acyclic graphs : an application to the US economy

Awokuse, Titus O.; Bessler, David A. - In: Journal of applied economics 6 (2003) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10002092138

Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs : An Application to the U.S. Economy

Awokuse, Titus O.; Bessler, David A. - 2012

The paper considers the use of directed acyclic graphs (DAGs), and their construction from observational data with PC-algorithm TETRAD II, in providing over-identifying restrictions on the innovations from a vector autoregression. Results from Sims' 1986 model of the US economy are replicated...

Persistent link: https://www.econbiz.de/10014070068