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The influence of global financial liquidity on the Indonesian economy : dynamic analysis with threshold VAR
Ekananda, Mahjus; Suryanto, Tulus - In: Economies : open access journal 9 (2021) 4, pp. 1-20
studied. This research aims to investigate the interdependent relationships between world GDP, world commodity prices, world … autoregression (TVAR) to capture regime changes in the variables of the world economy. World economic data and Indonesia's economic … data were utilized to prove different responses to the world economic situation in two different regimes. This research …
Persistent link: https://www.econbiz.de/10012799838
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Essays on international macroeconomics and conflict analysis
Bhattacharya, Prasad S. - 2005
Persistent link: https://www.econbiz.de/10003553273
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The nominal rand/dollar exchange rate : before and after 1995
Gossel, Sean J.; Biekpe, Nicholas - In: Studies in economics and finance 29 (2012) 2, pp. 105-117
Persistent link: https://www.econbiz.de/10009559812
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Global commodity cycles and linkages a FAVAR approach
Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10003972625
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Global commodity cycles and linkages : a FAVAR approach
Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 651-670
Persistent link: https://www.econbiz.de/10009630320
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Global Commodity Cycles and Linkages : A FAVAR Approach
Lombardi, Marco J. - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10013146204
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Globalization and inflation : evidence from a time-varying VAR
Bianchi, Francesco; Civelli, Andrea - In: Review of economic dynamics 18 (2015) 2, pp. 405-433
Persistent link: https://www.econbiz.de/10011564179
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Modelling Croatian export dynamics using global macroeconometric model
Jakšić, Saša; Žmuk, Berislav - In: Zagreb international review of economics & business 17 (2014), pp. 31-48
Persistent link: https://www.econbiz.de/10010487082
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Globalization and international business cycle dynamics : a conditional GVAR approach
Binder, Michael; Offermanns, Christian J. - 2014
We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...
Persistent link: https://www.econbiz.de/10010414228
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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2018
Persistent link: https://www.econbiz.de/10012672302