Search Results - subject:"SVEC Model"

An investigation of the interrelations among macroeconomic variables inThailand under inflation-targeting for the post-financial crisis period

Hossain, Akhand Akhtar; Popkarn Arwatchanakarn - In: Journal of Southeast Asian economies 38 (2021) 1, pp. 51-80

Persistent link: https://www.econbiz.de/10012693261

Exchange rates and stock prices : how do they interact in Eastern Europe?

Ozcelebi, Oguzhan; Yildirim, Nurtac - In: Argumenta oeconomica 36 (2016) 1, pp. 31-65

Persistent link: https://www.econbiz.de/10012284602

The Growth Effects on Degrowth: What Remains of The Center-Periphery Model?

Issaoui, Fakhri; Boufateh, Talel; Jamoussi, Hanène Ben … - In: Economic Research Guardian 4 (2014) 1, pp. 33-57

countries’ growth shocks on the growth of peripheral countries. By using a SVEC model, we have shown that although peripheral …

Persistent link: https://www.econbiz.de/10010928115

Understanding Food Inflation in India

Sen Gupta, Abhijit; Bhattacharya, Rudrani; Rao, Narhari - Volkswirtschaftliche Fakultät, … - 2014

Persistently high food inflation has been one of the major concerns facing India over the last few years. With nearly a quarter of the population living below the poverty line, the persistence of food inflation at high levels is extremely undesirable. In this paper, we analyse the behaviour and...

Persistent link: https://www.econbiz.de/10011112677

Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach

Boufateh, Talel; Ajmi, Ahdi Noomen; El Montasser, Ghassen; … - Volkswirtschaftliche Fakultät, … - 2013

This study examines the short-run and long-run dynamics binding energy consumption to GDP using a structural vector error correction (SVECM) model during the period 1971-2009. In addition, a comparative study between Tunisia,the USA and Sweden is conducted. Results spread over two axes....

Persistent link: https://www.econbiz.de/10011260283

Sources of fluctuations in Islamic, U.S., EU, and Asia equity markets : the roles of economic uncertainty, interest rates, and stock indexes

Hammoudeh, Shawkat; Kim, Won Joong; Sarafrazi, Soodabeh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1195-1209

Persistent link: https://www.econbiz.de/10011563286

Exchange rates and stock prices : how do they interact in Eastern Europe?

Ozcelebi, Oguzhan; Yildrim, Nurtac - In: Argumenta oeconomica (2016) 1, pp. 31-65

Persistent link: https://www.econbiz.de/10011626332

Does Cointegration Matter? An Analysis in a RBC Perspective

Bisio, Laura; Faccini, Andrea - Dipartimento di Economia e Diritto, Facoltà di Economia - 2010

might be the case of a smaller degree of estimates distorsions when the RBC dynamics is approximated through a SVEC model as …

Persistent link: https://www.econbiz.de/10009649894

Does cointegration matter? An analysis in a RBC perspective

Laura, Bisio; Andrea, Faccini - Department of Communication, University of Teramo - 2010

be the case of a smaller degree of estimates distorsions when the RBC dynamics is approximated through a SVEC model as …

Persistent link: https://www.econbiz.de/10008504483

Money neutrality : rethinking the myth

Issaoui, Fakhri; Boufateh, Talel; Guesmi, Mourad - In: Panoeconomicus 62 (2015) 3, pp. 287-320

Persistent link: https://www.econbiz.de/10011298535