an additional source of demand and growth. The central objective of this paper is to use vector autoregression (VAR … developing Asian countries. The study's results from a three-variable VAR model indicate that PRC's imports have a significant … positive effect on the GDP of regional countries. However, the study's results from a four-variable VAR model indicate that the …

economy. We use a two-stage non-recursive VAR model to identify monetary shocks. We construct then various overall monetary …

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …

fluctuations in the UK data as well as an unrestricted VAR(1) does. …

global levels. Then, by employing a panel vector autoregression (VAR) model, we estimate the degree of real economic …