Search Results - subject:"vector autoregression model"

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The effects of capital inflows on Turkish macroeconomic performance

Berument, Hakan; Denaux, Zulal S.; Emirmahmutoglu, Furkan - In: Empirica : journal of european economics 42 (2015) 4, pp. 813-824

Persistent link: https://www.econbiz.de/10011485682

Impact of macroeconomic variables on stock returns : evidence from Bombay stock exchange (BSE)

Nisha, Nabila - In: Journal of investment and management : JIM 4 (2015) 5, pp. 162-170

Persistent link: https://www.econbiz.de/10011391732

The relationship between organizations' acquired knowledge, skills, abilities (SKAs) and shareholders wealth maximization ; the mediating role of training investment

Dwomoh, Gabriel; Boachie, Williams Kwasi; Kwarteng, Kofi - In: Journal of investment and management : JIM 4 (2015) 5, pp. 171-179

Persistent link: https://www.econbiz.de/10011391751

Oil prices, exchange rates, and inflation expectations in South Africa

Sibanda, Kin; Hove, Progress; Murwirapachena, Genius - In: International business and economics research journal 14 (2015) 4, pp. 587-601

Persistent link: https://www.econbiz.de/10011380594

Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR

Gefang, Deborah; Strachan, Rodney - Department of Economics, Leicester University - 2008

- tion vector autoregression model. 2 1 Introduction The study of international business cycle linkages is of special …

Persistent link: https://www.econbiz.de/10005422700

EU fiscal stance vulnerability: Are the old members the gold members?

Dybczak, Kamil; Melecky, Martin - In: Economic Modelling 38 (2014) C, pp. 87-101

aggregate shocks, we use impulse responses derived from a pooled structural vector autoregression model estimated on annual …

Persistent link: https://www.econbiz.de/10010753321

EU fiscal stance vulnerability : are the old members the gold members?

Dybczak, Kamil; Melecký, Martin - In: Economic modelling 38 (2014), pp. 87-101

Persistent link: https://www.econbiz.de/10010418158

Reuters sentiment and stock returns

Uhl, Matthias - In: The journal of behavioral finance : a publication of … 15 (2014) 4, pp. 287-298

Persistent link: https://www.econbiz.de/10011303202

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

Boivin, Jean; Giannoni, Marc P.; Mihov, Ilian - Center for Financial Studies - 2007

, Factor-Augmented Vector Autoregression Model (FAVAR) 1 Introduction Inthispaper …

Persistent link: https://www.econbiz.de/10005176458

Sticky prices and monetary policy: Evidence from disaggregated US data

Boivin, Jean; Giannoni, Marc P.; Mihov, Ilian - 2006

This paper uses factor-augmented vector autoregressions (FAVAR) estimated using a large data set to disentangle fluctuations in disaggregated consumer and producer prices which are due to macroeconomic factors from those due to sectorial conditions. This allows us to provide consistent estimates...

Persistent link: https://www.econbiz.de/10010298363

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