Showing 1 - 10 of 815,978
Persistent link: https://www.econbiz.de/10001397855
Persistent link: https://www.econbiz.de/10014266805
Persistent link: https://www.econbiz.de/10011700949
principal foreign drivers of the Nigerian business cycle. The global demand shock elicits the strongest responses from output … growth and inflation; while oil price shock impacts the terms-of-trade and interest rate the most. The historical … of oil price shock to inflation and interest rate is dominant. Further sensitivity analysis of pre-crisis period of 2008 …
Persistent link: https://www.econbiz.de/10012178167
Long run neutrality restrictions have been widely used to identify structural shocks in VAR models. This paper revisits the seminal paper by Blanchard and Quah (1989), and investigates their identification scheme. We use structural VAR models with smoothly changing covariances for identification...
Persistent link: https://www.econbiz.de/10011349551
Persistent link: https://www.econbiz.de/10012940002
Persistent link: https://www.econbiz.de/10012144439
Persistent link: https://www.econbiz.de/10003507130
Persistent link: https://www.econbiz.de/10011871521
Persistent link: https://www.econbiz.de/10011645559