Search Results - subject:"structural vector autoregressive models"

Understanding the future of critical raw materials for the energy transition : SVAR models for the U.S. market

Romani, Ilenia Gaia; Casoli, Chiara - 2024

Persistent link: https://www.econbiz.de/10014504830

Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020 : evidence from the structural VAR models

Da̜browski, Marek A.; Widiantoro, Dimas Mukhlas - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 703-731

Persistent link: https://www.econbiz.de/10014452041

Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises

Kubota, Hiroyuki; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014228025

Efectos dinámicos de impulsos de la oferta y la demanda agregada, y la productividad sobre la demanda laboral : el caso de Puerto Rico

Rodríguez Ramos, Carlos Antonio; Alemar, Emanuelle - In: Economía teoría y práctica 30 (2022) 56, pp. 105-130

Persistent link: https://www.econbiz.de/10013256983

International economic sanctions: multipurpose index modelling in the Ukrainian crisis case

Bali, Morad; Rapelanoro, Nady - 2020

Persistent link: https://www.econbiz.de/10012242235

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

How to simulate international economic sanctions : a multipurpose index modelling illustrated with EU sanctions against Russia

Bali, Morad; Rapelanoro, Nady - In: International economics : a journal published by CEPII … 168 (2021), pp. 25-39

Persistent link: https://www.econbiz.de/10013193353

Monetary policy transmission and the labour market in the non-eurozone Visegrad Group Countries in 2000-2014: Evidence from a SVAR Analysis

Włodarczyk, Przemysław - In: Comparative Economic Research. Central and Eastern Europe 20 (2017) 4, pp. 23-43

This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money-labour nexus in the emerging markets of the non-eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of the...

Persistent link: https://www.econbiz.de/10011922465

Monetary policy transmission and the labour market in the non‑eurozone Visegrad Group Countries in 2000-2014 : evidence from a SVAR Analysis

Włodarczyk, Przemysław - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 23-43

This paper is aimed at filling the gap in existing economic research by delivering new evidence on the money‑labour nexus in the emerging markets of the non‑eurozone Visegrad group countries (i.e. Czech Republic, Hungary and Poland). Analyses are based on the Strucutral VAR (SVAR) models of...

Persistent link: https://www.econbiz.de/10011877095

Nonperforming loans and competing rules of monetary policy : a statistical identification approach

Brancaccio, Emiliano; Califano, Andrea; Lopreite, Milena; … - In: Structural change and economic dynamics : SC+ED 53 (2020), pp. 127-136

Persistent link: https://www.econbiz.de/10012499453