Exchange (NSE) which include the Nifty Index would be considered for the period July 2012 to June 2014. The study shows …

supply, an aggregate supply, an aggregate demand and a monetary policy shock. It is worth emphasising that a negative labour … supply shock cannot be distinguished from minimum wage hikes in this model. Impulse response analysis shows that after an … aggregate supply shock, real wages react more persistently and to a greater extent than prices. In addition, aggregate supply …

This paper estimates the effects of exogenous fiscal policy shocks in Spain in a VAR framework. Government expenditure …

empirical relationship between US monetary policy and commodity prices by means of a standard VAR system, commonly used in … overwhelmingly large. This finding is also confirmed under different identification strategies for the monetary policy shock. …

to model the interaction between the banking sector and the macroeconomy. Our identified-VAR analysis indicates that the …

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

misspecified VAR are optimal. When the model is tested on US data, all predictions are supported. …

crisis within a structural VAR framework. An expansionary balance sheet shock stimulates bank lending, stabilizes financial …

We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution …-run and long-run restrictions that maintains the qualitative properties of a monetary policy shock found in the established … fall by 1.5 percent due to a monetary policy shock that raises the federal funds rate by ten basis points. A stock price …

How do trade patterns change after an external shock such as an economic crisis, and is this shift structural? This …