Showing 1 - 10 of 62
The goal of the paper is to decompose gross exports/imports to/from Germany for seven selected economies in Central and Eastern Europe (CEE): the Czech Republic, Estonia, Hungary, Lithuania, Latvia, Poland, and Slovakia for 2000 and 2014, to identify the role of German in absorbing, reflecting,...
Persistent link: https://www.econbiz.de/10012033048
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …
Persistent link: https://www.econbiz.de/10010435454
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …
Persistent link: https://www.econbiz.de/10011097611
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory … series of statistical tools to perform our analyses. The results shed light on the forecast quality of VaR models of the …
Persistent link: https://www.econbiz.de/10010986415
Using vector autoregressions on U.S. time series relative to an aggregate of industrialized countries, this paper provides new evidence on the dynamic effects of government spending and technology shocks on the real exchange rate and the terms of trade. To achieve identification, we derive...
Persistent link: https://www.econbiz.de/10010986488
identified in a VAR model so they can be interpreted as countryspecific and global supply shocks. The dynamic properties of the … model are analyzed and the relative importance of each shock is measured. It is shown that the VAR model matches most of the …
Persistent link: https://www.econbiz.de/10010958556
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory … series of statistical tools to perform our analyses. The results shed light on the forecast quality of VaR models of the …
Persistent link: https://www.econbiz.de/10005120785
Using vector autoregressions on U.S. time series relative to an aggregate of industrialized countries, this paper provides new evidence on the dynamic effects of government spending and technology shocks on the real exchange rate and the terms of trade. To achieve identi¬fication, we derive...
Persistent link: https://www.econbiz.de/10005138848
Youth in Egypt hold rising aspirations for their adult lives, yet face an increasingly uncertain and protracted transition from school to work and thus into adulthood. This paper investigates how labor market insertion has been evolving over time in Egypt and how the nature of youth transitions...
Persistent link: https://www.econbiz.de/10012948637
This paper examines the relationship between consanguinity and frequency of communication between spouses using a nationally representative sample of young married respondents in Egypt. Using a variety of estimation techniques, the results suggest that being related to one's spouse does not...
Persistent link: https://www.econbiz.de/10012914347