Showing 1 - 10 of 4,174
Persistent link: https://www.econbiz.de/10012802996
Persistent link: https://www.econbiz.de/10012621521
study investigates the impact of Brent oil price shocks on oil related stocks in Nigeria. Methods: This study uses a vector … autoregressive (VAR) model with the impulse response function and the forecast variance decomposition error. Findings: The empirical … should apply to oil importing countries and is therefore uncharacteristic of an oil exporting country like Nigeria …
Persistent link: https://www.econbiz.de/10011825898
Persistent link: https://www.econbiz.de/10011415397
Persistent link: https://www.econbiz.de/10011977910
Persistent link: https://www.econbiz.de/10010416399
This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10010411883
Persistent link: https://www.econbiz.de/10009536776
innovations and the variables themselves. By formulating the MSVAR as an extended linear non-Gaussian VAR for the combination of …
Persistent link: https://www.econbiz.de/10012621564
This paper identifies and measures fiscal spillovers in the EU countries empirically using a global vector autoregression (GVAR) model. Our aim is to look at the sign and the absolute values of fiscal spillovers in a country-wise perspective and at the time profile (impulse response) of the...
Persistent link: https://www.econbiz.de/10011570987