Showing 301 - 310 of 315
Persistent link: https://www.econbiz.de/10013483805
Persistent link: https://www.econbiz.de/10010254530
Persistent link: https://www.econbiz.de/10010356095
Persistent link: https://www.econbiz.de/10012200559
Persistent link: https://www.econbiz.de/10012200796
the topic, the article deploys a method of the Vector Autoregressive Model (VAR). The analysis includes weekly data over … the European Renewable Energy Total Return (ERIX) index. The estimated bivariate VAR model indicates a statistically …
Persistent link: https://www.econbiz.de/10014520652
This paper analyzes the effectiveness of monetary policy on money and credit in Pakistan by using the data rich environment. FAVAR model is used which consists of 115 macroeconomic variable for the period 1992:01 to 2010:12. Results depict that after a positive shock in interest rate (discount...
Persistent link: https://www.econbiz.de/10014544493
-at-Risk (VaR). We use the proposed new test to study the VaR and CoVaR (Adrian and Brunnermeier (2016)) of a collection of US …
Persistent link: https://www.econbiz.de/10014536932
Persistent link: https://www.econbiz.de/10001551925
included in the analysisin a traditional VAR model. Following the actual use of instruments,we test the effectiveness of …
Persistent link: https://www.econbiz.de/10014558380