Search Results - subject:"Vector autoregression model"

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Nonperforming loans in Asia : determinants and macrofinancial linkages

Lee, Junkyu; Rosenkranz, Peter - 2019

The recent rise of nonperforming loans (NPLs) in some Asian economies calls for close analysis of the determinants, the potential macrofinancial feedback effects, and the implications for financial stability in the region. Using a dynamic panel model, we assess the determinants of the evolution...

Persistent link: https://www.econbiz.de/10011984160

Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components

Ramsauer, Franz; Min, Aleksey; Lingauer, Michael - In: Econometrics : open access journal 7 (2019) 3/31, pp. 1-43

This article extends the Factor-Augmented Vector Autoregression Model (FAVAR) to mixed-frequency and incomplete panel …

Persistent link: https://www.econbiz.de/10012161533

Relación entre el precio del petróleo y la gasolina para Colombia

Cerquera Losada, Óscar Hernán; Marín Muñoz, Stefany … - In: Revista finanzas y política económica 10 (2018) 2, pp. 373-387

Persistent link: https://www.econbiz.de/10012162588

Causal relations among macroeconomic variables under various exchange rate levels : an implementation of threshold vector autoregression model

Teker, Dilek; Teker, Suat; Alp, Elçin Aykaç - In: International journal of economics and financial issues … 8 (2018) 4, pp. 177-184

Persistent link: https://www.econbiz.de/10011979485

Oil prices and stock market interplay in Dubai

Murali, Shruthi; Thiyagarajan, S.; Gopal, Naresh - In: International journal of management practice : IJMP 14 (2021) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10012515034

Panel vector autoregression in R with the package panelvar

Sigmund, Michael; Ferstl, Robert - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 693-720

Persistent link: https://www.econbiz.de/10012655612

Reassessment of the fiscal multiplier in developing countries : regime-switching model

Hlaváček, Michal; Ismayilov, Ilgar; Zeynalov, Ayaz - In: CESifo economic studies : a joint initiative of the … 67 (2021) 4, pp. 440-462

Persistent link: https://www.econbiz.de/10012694304

Financial reforms, financial development, and economic growth in the Ivory Coast

Sanogo, Vassik; Moussa, Richard K. - In: Economies 5 (2017) 1, pp. 1-23

development; and (2) a vector of control variables for economic growth. Second, a vector autoregression model (VAR) with …

Persistent link: https://www.econbiz.de/10011708745

Financial reforms, financial development, and economic growth in the Ivory Coast

Sanogo, Vassik; Moussa, Richard K. - In: Economies : open access journal 5 (2017) 1, pp. 1-23

development; and (2) a vector of control variables for economic growth. Second, a vector autoregression model (VAR) with …

Persistent link: https://www.econbiz.de/10011613301

What determines bank lending standards in Cyprus?

Michail, Nektarios A.; Savva, Christos S. - In: Cyprus economic policy review 14 (2020) 1, pp. 16-26

Persistent link: https://www.econbiz.de/10012305757

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