Narrow search
Showing 1 - 10 of 208
Cover Image
VAR meets DSGE : uncovering the monetary transmission mechanism in low-income countries
Li, Bin; O'Connell, Stephen A.; Adam, Christopher S.; … - 2016
VAR methods suggest that the monetary transmission mechanism may be weak and unreliable in low-income countries (LICs). But are structural VARs identified via short-run restrictions capable of detecting a transmission mechanism when one exists, under research conditions typical of these...
Persistent link: https://www.econbiz.de/10011705702
Cover Image
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods
Mirestean, Alin - 2009
we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables … our methodology is well suited for inference in dynamic panel data models with short time periods in the presence of …
Persistent link: https://www.econbiz.de/10014402391
Cover Image
Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Chen, Huigang - 2011
This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as …. These findings suggest that our methodology is well suited for inference in short dynamic panel data models with endogenous …
Persistent link: https://www.econbiz.de/10014398254
Cover Image
Made in Mexico : energy reform and manufacturing growth
Alvarez, Jorge; Valencia, Fabian - 2015
labor costs in a panel VAR setting leads to an additional indirect channel which amplifies the impact of electricity prices …
Persistent link: https://www.econbiz.de/10011281920
Cover Image
Flying to paradise : the role of airlift in the Caribbean tourism industry
Acevedo, Sebastian; Han, Lu; Hye Sun Kim; Laframboise, … - 2016
structural panel VAR and individual country VARs. Among the four airlift supply measures, increasing the number of flights is …
Persistent link: https://www.econbiz.de/10011434735
Cover Image
An empirical investigation of oil-macro-financial linkages in Saudi Arabia
Miyajima, Ken - 2016
Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and …
Persistent link: https://www.econbiz.de/10011436735
Cover Image
Small and medium size enterprises, credit supply shocks, and economic recovery in Europe
Klein, Nir - 2014
Persistent link: https://www.econbiz.de/10010388836
Cover Image
The impact of r-g on the Euro-Area government spending multiplier
Di Serio, Mario; Fragetta, Matteo; Melina, Giovanni - 2021
multiplier is inversely correlated with r-g. The calculations are based on the estimates of a factor-augmented interacted panel …
Persistent link: https://www.econbiz.de/10012518304
Cover Image
Testing Piketty's hypothesis on the drivers of income inequality : evidence from panel VARs with heterogeneous dynamics
Góes, Carlos - 2016
theoretical causal chain. In this paper, I build a set of Panel SVAR models to check if inequality and capital share in the …
Persistent link: https://www.econbiz.de/10011715117
Cover Image
The impact of oil prices on the banking system in the GCC
Khandelwal, Padamja; Miyajima, Ken; Santos, André Oliveira - 2016
GCC. Using a range of multivariate panel approaches, including a panel vector autoregression approach, it finds strong …
Persistent link: https://www.econbiz.de/10011715134