Search Results - subject:"Vector auto-regressive model"

Budget deficits, money growth and inflation : empirical evidence from Vietnam

Hoang Van Khieu - In: Fulbright review of economics and policy 1 (2021) 1, pp. 61-78

period 1995-2012. Design/methodology/approach: The paper uses a structural vector auto-regressive model of five endogenous …

Persistent link: https://www.econbiz.de/10013543290

Do various sectors respond to oil price shocks? : new evidence for Indonesia as emerging market

Sukarno, Subiakto; Setiawati, Marla - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 371-376

Persistent link: https://www.econbiz.de/10012501482

Causal inference for contemporaneous effects and its application to tourism product sales data

Moriyama, Taku; Kuwano, Masashi - In: Journal of marketing analytics : JMA 10 (2022) 3, pp. 250-260

Persistent link: https://www.econbiz.de/10013390766

Commodity dynamics : a sparse multi-class approach

Barbaglia, L.; Wilms, I.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658741

Multi-class vector autoregressive models for multi-store sales data

Wilms, I.; Barbaglia, L.; Croux, Christophe - 2016

Persistent link: https://www.econbiz.de/10011658937

Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression

Shibamoto, Masahiko; Shizume, Masato - Research Institute for Economics and Business … - 2014

A veteran finance minister, Takahashi Korekiyo, brought an early recovery for Japan from the Great Depression of the 1930s by prescribing a combination of expansionary fiscal, exchange rate, and monetary policies. To explore the comprehensive transmission mechanism of Takahashi's macroeconomic...

Persistent link: https://www.econbiz.de/10010756055

Budget deficit, money growth and inflation: Empirical evidence from Vietnam

Khieu Van, Hoang - Volkswirtschaftliche Fakultät, … - 2014

This study empirically examines the nexus among budget deficit, money supply and inflation by using a monthly data set from January 1995 to December 2012 and a SVAR model with five endogenous variables, inflation, money growth, budget deficit growth, real GDP growth and interest rate. Since real...

Persistent link: https://www.econbiz.de/10011112250

A comparative analysis of exchange rate pass-through in China, Eurozone and the U.S. : a vector error correction model

Xu, Sheng; Zhang, Hailun; Atri, Said - In: International journal of economics and finance 9 (2017) 8, pp. 51-65

Persistent link: https://www.econbiz.de/10011714706

Foreign institutional investment and economic growth : a case study of Indian economy

Tripathi, Neeta - In: Focus : journal of international business 4 (2017) 1, pp. 83-94

Persistent link: https://www.econbiz.de/10011840572

Impacts of oil price shocks on Chinese stock market liquidity

Zheng, Xinwei; Su, Dan - In: International review of economics & finance : IREF 50 (2017), pp. 136-174

Persistent link: https://www.econbiz.de/10011754117