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The indirect effect of the Russian-Ukrainian war through international linkages : early evidence from the stock market
Biermann, Marcus; Leromain, Elsa - 2023
Persistent link: https://www.econbiz.de/10013536499
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The welfare and trasfer effects of cotton price policies in Egypt 1963-1978
Levy, Victor - 1981
Persistent link: https://www.econbiz.de/10003528633
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Energy policy in a price regulated developing economy : a study of Egypt
Pearce, David; Edwards, Ron - 1983
Persistent link: https://www.econbiz.de/10002619040
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Economic theories and macroeconomic reality
Loria, Francesca; Matthes, Christian; Wang, Mu-Chun - 2021
Economic theories are often encoded in equilibrium models that cannot be directly estimated because they lack features that, while inessential to the theoretical mechanism that is central to the specific theory, would be essential to fit the data well. We propose an econometric approach that...
Persistent link: https://www.econbiz.de/10012792815
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Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2021
The VAR/SVAR (Vector Autoregressive and Structural Vector Autoregressive) models are the cornerstone of the … General Equilibrium) models – the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to …
Persistent link: https://www.econbiz.de/10012486165
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Growth expectations, undue optimism, and short-run fluctuations
Enders, Zeno; Kleemann, Michael; Müller, Gernot J. - 2017
VAR model. It is based on nowcast errors regarding current output growth, that is, the difference between actual growth …
Persistent link: https://www.econbiz.de/10011649164
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Value at risk : proposals on a generalization
Schröder, Michael - 1996
The Value at Risk approach (VaR) is more and more used as a tool for risk measurement. The approach however has … shortcomings both from a theoretical and a practical point of view. VaR can be classified within existing concepts of risk … measurement: it is particularly interpretable as a special measure of shortfall risk. From that point of view VaR will be extended …
Persistent link: https://www.econbiz.de/10011622673
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Fiscal multipliers of central, state and local government and of the social security funds in Germany : evidence of a SVAR
Hollmayr, Josef; Kuckuck, Jan - 2018
By applying a Structural Vector Autoregressive (SVAR) approach this paper estimates the effects of fiscal policy shocks of different government sub-sectors on aggregate GDP in Germany. From a general government perspective, the results show that besides investment, it is particularly changes in...
Persistent link: https://www.econbiz.de/10011897960
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The financial market effects of the ECB's asset purchase programs
Lewis, Vivien; Roth, Markus - 2017
The European Central Bank's asset purchase programs, while intended to stabilize the economy, may have unintended side effects on financial stability. This paper aims at gauging the effects on financial markets, the banking sector, and lending to non-financial firms. Using a structural vector...
Persistent link: https://www.econbiz.de/10011712553
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How can bilateral contracts support electricity trade? : a regional electricity model perspective for the GCC Plus Egypt, Jordan, and Iraq
Petitet, Marie; Ricaud, Benjamin; Felder, Frank A.; … - 2024
Persistent link: https://www.econbiz.de/10014563083