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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - 2012
This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …
Persistent link: https://www.econbiz.de/10011489949
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Fiscal sustainability assessment for Suriname 1978-2017 : a fiscal reaction function approach
Mungroo, Albert; Tjon Kie Sim-Balker, Peggy - 2020
following econometric techniques OLS, VAR, TAR, GMM and VECM. The results showed a positive and significant, but weak …
Persistent link: https://www.econbiz.de/10012298406
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The oil story : is it still the same?
Rawat, Pranjal; Srinivasan, Naveen - 2020
Persistent link: https://www.econbiz.de/10013471092
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A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices
Chevallier, Julien - In: Economics Bulletin 30 (2010) 2, pp. 1564-1584
This article investigates the cointegrating and vector autoregressive relationships in CO2 allowances spot and futures prices, valid for compliance under the EU Emissions Trading Scheme (EU ETS). Our empirical analysis yields to reject a cointegrating relationship between CO2 spot and futures...
Persistent link: https://www.econbiz.de/10008465221