Similar Search Results

Assessing the power of VaR : new empirical evidence

Rusu, Andrei - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 321-334

Persistent link: https://www.econbiz.de/10011996888

The INR/USD exchange rate determination : an empirical investigation of the Flexible Price Monetary model in a Vector Auto regression framework

Karamcheti, Bhargavi; Padake, Vaishali; Geetha, T. - In: Theoretical economics letters 8 (2018) 5, pp. 1070-1082

Persistent link: https://www.econbiz.de/10011882622

Safe‐haven currency : an empirical identification

Lee, Kang-Soek - In: Review of international economics 25 (2017) 4, pp. 924-947

Persistent link: https://www.econbiz.de/10011885017

Multivariate seasonal adjustment, economic identities, and seasonal taxonomy

McElroy, Tucker - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 611-625

Persistent link: https://www.econbiz.de/10011893858

A note on news about the future : the impact on DSGE models and their VAR representation

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick - 2016

In this paper we investigate the role of news shocks in aggregate fluctuations by comparing the empirical performance of models with and without the feature of the news shocks. We found a trivial difference between the two models. That is, the model with news shocks explains the variation as...

Persistent link: https://www.econbiz.de/10011688781

Monetary transmission via the Central Bank Balance Sheet

Behrendt, Stefan - 2013

, economic activity and bank lending at the hand of a VAR analysis, covering episodes of balance sheet policies of 9 countries … with inflation, as laid out in several theories such as the static monetarist interpretation of the quantity theory of …

Persistent link: https://www.econbiz.de/10010221429