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Proponemos un nuevo esquema de identificación VAR que nos permite separar perturbaciones migratorias de otras … propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic shocks …
Persistent link: https://www.econbiz.de/10012530555
We estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10010420573
and Sack (2003) to identify and estimate a VAR in the presence of heteroskedasticity. This procedure fully takes into … account the endogeneity of interest rates and stock returns that is ignored in the traditional VAR literature. We find a …
Persistent link: https://www.econbiz.de/10012143687
We estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10012143847
We propose a new VAR identification scheme that enables us to disentangle labour supply shocks from wage bargaining …
Persistent link: https://www.econbiz.de/10012143863
We propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic …
Persistent link: https://www.econbiz.de/10012143896
Female labor force participation has remained low in Egypt. This paper examines whether male international migration provides a leeway for women to enter the labor market and/or to increase their labor supply. In line with previous studies, we find a decrease in wage work in both rural and urban...
Persistent link: https://www.econbiz.de/10013127959
This paper aims at analyzing the response of banks' customers, due to changes of banking market structure, where many of these customers may switch their banks, and this is why, determinants of these decisions should be elaborated. In this study, the sample contains 6 cases, out of 20 cases of...
Persistent link: https://www.econbiz.de/10013083565
analysis, by monthly returns (1-month, 0.99 VaR) for the pre-crisis, during-crisis and all the research periods. Also …, robustness check investigates the effect of financial stability, using time series analysis, by daily returns (1-day, 0.99 VaR) …
Persistent link: https://www.econbiz.de/10013001298
This paper analyzes the Egyptian banking performance, and measures the effects of the elements of marketing mix on performance indicators. Banking performance is measured, using Return On Assets (ROA) and Return On Equity (ROE) as measures of profitability performance, and Market Share of Assets...
Persistent link: https://www.econbiz.de/10013153320