Similar Search Results - EconBiz

External instrument SVAR analysis for noninvertible shocks

Forni, Mario; Gambetti, Luca; Ricco, Giovanni - 2023

Persistent link: https://www.econbiz.de/10013557118

Why Does the Fed React to the Stock Market Changes? : A Covariance Decomposition Analysis

Tas, Bedri Kamil Onur - 2011

This paper investigates the factors that affect the covariance between the federal funds rate and stock returns. I estimate a VAR system and implement covariance decomposition analysis. Most of the covariance between the federal funds rate and stock returns is affected by changes in stock market...

Persistent link: https://www.econbiz.de/10013125852

Model z racjonalnymi oczekiwaniami a wspólna polityka pienie̜żna w strefie euro

Torój, Andrzej - In: Bank i kredyt 40 (2009) 5, pp. 21-48

Persistent link: https://www.econbiz.de/10003901435

The impact of ICT shocks on business cycle some evidence from Iran

Jafari-Samimi, Ahmad; Roshan, Yosof Essazadeh - In: Iranian economic review : journal of University of Tehran 16 (2012) 31, pp. 123-145

Persistent link: https://www.econbiz.de/10009614499

Housing market volatility in the OECD area : evidence from VAR based return decompositions

Engsted, Tom; Pedersen, Thomas Q. - In: Journal of macroeconomics 42 (2014), pp. 91-103

Persistent link: https://www.econbiz.de/10011286631

Always and everywhere inflation? : treasuries variance decomposition and the impact of monetary policy

Kontonikas, Alexandros; Nolan, Charles; Zekaite, Zivile - 2015

Persistent link: https://www.econbiz.de/10011325731

Revisiting the relationship between exchange rates and fundamentals

Chen, Shiu-sheng; Chou, Yu-Hsi - In: Journal of macroeconomics 46 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011578034

Monetary policy shocks, inflation persistence, and long memory

Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of macroeconomics 55 (2018), pp. 117-127

Persistent link: https://www.econbiz.de/10012127581

External instrument svar analysis for noninvertible shocks

Forni, Mario; Gambetti, Luca; Ricco, Giovanni - 2022

Persistent link: https://www.econbiz.de/10013471049

Dynamic interaction among macroeconomic fundamentals : evidence from India using the SVAR framework

Adil, Masudul Hasan; Ghosh, Taniya; Nurudeen, Ibrahim; … - In: Journal for studies in economics and econometrics : SEE 46 (2022) 1, pp. 43-63

Persistent link: https://www.econbiz.de/10013413079

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