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A generalised stochastic volatility in mean VAR : an updated algorithm
Mumtaz, Haroon - 2020
In this note we present an updated algorithm to estimate the VAR with stochastic volatility proposed in Mumtaz (2018 …
Persistent link: https://www.econbiz.de/10012243290
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Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2017
This paper uses a range of structural VARs to show that the response of US stock prices to fiscal shocks changed in 1980. Over the period 1955-1980 an expansionary spending or revenue shock was associated with modestly higher stock prices. After 1980, along with a decline in the fiscal...
Persistent link: https://www.econbiz.de/10011627039
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A generalised stochastic volatility in mean VAR
Mumtaz, Haroon - 2018
This paper introduces a VAR with stochastic volatility in mean where the residuals of the volatility equations and the …
Persistent link: https://www.econbiz.de/10011812167
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Business process analysis of exporting and importing few specific products : import of palm oil
Aboud, Sahar; Mahdy, Mohanad - 2023
Persistent link: https://www.econbiz.de/10014428201
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Business process analysis of exporting and importing few specific products : import of parts and accessories for tractors and motor vehicles
Aboud, Sahar; Mahdy, Mohanad - 2023
Persistent link: https://www.econbiz.de/10014428232
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Business process analysis of exporting and importing few specific products : import of iron and steel
Aboud, Sahar; Mahdy, Mohanad - 2023
Persistent link: https://www.econbiz.de/10014428234
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Business process analysis of exporting and importing few specific products : import of polymers ethylene in primary forms
Aboud, Sahar; Mahdy, Mohanad - 2023
Persistent link: https://www.econbiz.de/10014428236