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The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods
Cunado, Juncal; Ferreira, Susana - Agricultural and Applied Economics Association - AAEA - 2011
We analyze the economic impacts of floods using new data on 3,184 large flood events in 118 countries between 1985 and 2008. We use panel vector auto-regressions to trace the dynamic response of output to three types of flood shocks. Our results robustly indicate that flood shocks tend to have a...
Persistent link: https://www.econbiz.de/10009021495
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MILITARY EXPENDITURE AND GRANGER CAUSALITY: A CRITICAL REVIEW
Dunne, J. Paul; Smith, Ron - In: Defence and Peace Economics 21 (2010) 5-6, pp. 427-441
sensitive to specification. GNC testing is usually done in the context of a vector autoregression, VAR, and the test results are … sensitive to the variables and deterministic terms included in the VAR, lag length, sample or observation window used, treatment …
Persistent link: https://www.econbiz.de/10009215204
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Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach
Adesoye, A. Bolaji; Maku, Olukayode E.; Atanda, … - Volkswirtschaftliche Fakultät, … - 2012
and real growth of output in formulating Vector Autoregressive (VAR) models which showed interdependence interaction …
Persistent link: https://www.econbiz.de/10009397156
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Does the stock market cause economic growth? Portuguese evidence of economic regime change
Marques, Luís Miguel; Fuinhas, José Alberto; Marques, … - In: Economic Modelling 32 (2013) C, pp. 316-324
Vector Autoregressive (VAR) modeling, Granger causality, variance decomposition and impulse response function are discussed …
Persistent link: https://www.econbiz.de/10011048858