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Trade Linkages and Output-Multiplier Effects: A Structural VAR
Forbes, Kristin J.; Abeysinghe, Tilak - Sloan School of Management, Massachusetts Institute of … - 2002
This paper develops a structural VAR model to measure how a shock to one country can affect the GDP of other countries …
Persistent link: https://www.econbiz.de/10005574686
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Stock market integration of emerging Asian economies : patterns and causes
Narayan, Seema; Sriananthakumar, S.; Islam, S. Z. - In: Economic modelling 39 (2014), pp. 19-31
Persistent link: https://www.econbiz.de/10010419505
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Can trade partners help better FORCEE the future? : impact of trade linkages on economic growth forecasts in selected CESEE countries
Slačik, Tomáš; Steiner, Katharina; Wörz, Julia - In: Focus on European economic integration (2014) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10010251663
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The indirect effect of the Russian-Ukrainian war through international linkages : early evidence from the stock market
Biermann, Marcus; Leromain, Elsa - 2023
Persistent link: https://www.econbiz.de/10013536499
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Exploring How Macroeconomic Factors Affect REITs and Evaluating Its Downside Risk – Empirical Evidence From China and the US
Hu, Xiaoyu - In: Junior Management Science (JUMS) 7 (2022) 4, pp. 874-898
questions have been answered using the literature review methodology. The VAR model is constructed to evaluate the relation … between the REIT market and macroeconomic factors. Ultimately, downside risk of REIT market is assessed by the GARCH(1,1)-VaR …
Persistent link: https://www.econbiz.de/10014528919
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Détermination de la structure des taux d'intérêt : Une analyse empirique
Mayeyenda, Abel - Centre de Recherche sur l'Emploi et les Fluctuations … - 1997
dynamiques de chaque processus. Pour examiner les effets de changement des variables retenues, nous avons utilisé le modèle VAR … that the equations assume to be autoregressive process issue of the optimization. After, we use the VAR model to …
Persistent link: https://www.econbiz.de/10005827148
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Testing for common trends in conditional I(2) VAR models
Paolo, Paruolo - Facoltà di Economia, Università degli Studi dell'Insubria - 2002
processes (VAR). The statistical analysis is performed under the assumption that some variables are weakly exogenous with …
Persistent link: https://www.econbiz.de/10005827383
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Common features and common I(2) trends in VAR systems
Paolo, Paruolo - Facoltà di Economia, Università degli Studi dell'Insubria - 2002
This paper discusses serial correlation common features, CF, and integration of order 2, I(2), in VAR systems. The … interplay of the CF restrictions and the I(2) conditions is discussed both for full VAR systems and for conditional systems with …
Persistent link: https://www.econbiz.de/10005827394
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ANALYSIS OF THE BEHAVIOUR OF MONEY DEMAND
Pelinescu, Elena; Scutaru, Cornelia - In: Journal for Economic Forecasting (2000) 1, pp. 35-47
The purpose of this paper is to offer an analysis of the behaviour of the money demand, inflation and their determinants, with a focus on the short-term impact of external shocks. Taking into account the weak structure of the Romanian economy (Dobrescu, 1997) the authors confined the study to...
Persistent link: https://www.econbiz.de/10005827556
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IMPULSE ANALYSES OF THE ROMANIAN INFLATION
Pelinescu, Elena; Dospinescu, Andrei Silviu - In: Journal for Economic Forecasting 2 (2005) 4, pp. 5-24
influenced the persistent inflation in Romania, and a VAR model for the impulse analyses. The purpose of the paper is to present …
Persistent link: https://www.econbiz.de/10005827603