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análise Impulso Resposta, Causalidade de Granger com modelos de Vetores Auto-regressivos Estruturais (SVAR). Assim …
Persistent link: https://www.econbiz.de/10011858386
Economic policy transmission between trade partners has been analyzed over different contexts in the literature. Depending on real or nominal frictions, the results indicate possible beggar-thy-neighbor effects for policies, given international trade, and need for coordinating policies. The...
Persistent link: https://www.econbiz.de/10011864672
Economic policy transmission between trade partners has been analyzed over different contexts in the literature. Depending on real or nominal frictions, the results indicate possible beggar-thy-neighbor effects for policies, given international trade, and need for coordinating policies. The...
Persistent link: https://www.econbiz.de/10010885086
selected macroeconomic indicators is examined, in addition to oil price shock using the structural autoregressive (SVAR) model …
Persistent link: https://www.econbiz.de/10013362897
This paper evaluates the macroeconomic effects of the European Central Bank's (ECB) Expanded asset purchase programme (APP) on Latvia and other euro area jurisdictions and investigates the cross-border transmission mechanism. To that end, we employ two different vector autoregressive (VAR)...
Persistent link: https://www.econbiz.de/10013470750
structural vector autoregressive (SVAR) models for six economies in the region. We find that a monetary expansion in Mainland …
Persistent link: https://www.econbiz.de/10012148549
This study investigates the international spillover effects of US unconventional monetary policy (UMP) - frequently called large-scale asset purchases or quantitative easing (QE) - on advanced and emerging market economies, using structural vector autoregressive models with high-frequency daily...
Persistent link: https://www.econbiz.de/10012798677
This paper evaluates the macroeconomic effects of the European Central Bank's (ECB) Expanded asset purchase programme (APP) on Latvia and other euro area jurisdictions and investigates the cross-border transmission mechanism. To that end, we employ two different vector autoregressive (VAR)...
Persistent link: https://www.econbiz.de/10012296198
whether the shocks themselves are symmetric or asymmetric. Using quarterly data and SVAR methodology, we conducted two layers …
Persistent link: https://www.econbiz.de/10011258668
selected macroeconomic indicators is examined, in addition to oil price shock using the structural autoregressive (SVAR) model …
Persistent link: https://www.econbiz.de/10013348340