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Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?

Herwartz, Helmut; Lange, Alexander; Maxand, Simone - In: Economic inquiry 60 (2022) 2, pp. 668-693

Persistent link: https://www.econbiz.de/10013168173

Searching for the Causal Structure of a Vector Autoregression

Hoover, Kevin D.; Demiralp, Selva - 2008

transformations are not unique. It is widely believed that practitioners must choose among them using a priori theory or other …

Persistent link: https://www.econbiz.de/10014087890

Re-examining the effects of official development assistance on foreign direct investment applying the VAR model

Ono, Saori; Sekiyama, Takashi - In: Economies : open access journal 10 (2022) 10, pp. 1-20

impulse response analysis with the panel VAR model was conducted. It was concluded that ODA did not necessarily have an effect …

Persistent link: https://www.econbiz.de/10013499172

Dynamic effect of Tobin's Q on price-to-earnings ratio

Sum, Vichet - In: Managerial Finance 40 (2014), pp. 634-643

Purpose - The purpose of this paper is to investigate the dynamic effect of Tobin's q ratio on price-to-earnings (PE) ratio. Design/methodology/approach -The objective of this study is to investigate the dynamic effect of Tobin's q on PE ratio. To achieve this objective, a vector autoregressive...

Persistent link: https://www.econbiz.de/10010778790

Dynamic effect of Tobin's Q on price-to-earnings ratio

Sum, Vichet - In: Managerial Finance 40 (2014) 6, pp. 634-643

Purpose – The purpose of this paper is to investigate the dynamic effect of Tobin's q ratio on price-to-earnings (PE) ratio. Design/methodology/approach – The objective of this study is to investigate the dynamic effect of Tobin's q on PE ratio. To achieve this objective, a vector...

Persistent link: https://www.econbiz.de/10014941571

Measuring the relationship between energy consumption and production of the selected SAARC countries : panel co-integration and causality analysis

Kausar, Asia; Siddiqui, Faiza; Gadhi, Abdul Khalique; … - In: International journal of energy sector management 16 (2022) 2, pp. 284-301

Persistent link: https://www.econbiz.de/10012886143

Do investor sentiments have an impact on the stock market? : a study on NIFTY 50 and other sectoral indices

Jamadar, Dharav; Dangi, Meghna - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 211-224

Persistent link: https://www.econbiz.de/10014414074

A study of spillovers in banking indices of India and the US using VAR-M-GARCH approach

Panigrahi, Tushar Ranjan; Mall, Sunita; Patil, Prasad - In: Finance India : the quarterly journal of Indian … 36 (2022) 4, pp. 1361-1380

Persistent link: https://www.econbiz.de/10014340808

Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713

The vector auto regression analysis of the link between renewable energy consumption and economic development for Turkey and Kazakhstan

Saiymova, Meiramkul; Troyanskaya, Marija; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 309-315

Persistent link: https://www.econbiz.de/10014365746

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