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Export, import, economic growth, and carbon emissions in Bangladesh : a granger causality test under VAR (restricted) environment
Ferdousi, Farhana; Qamruzzaman, Md. - In: Management of cities and regions, (pp. 79-98). 2017
Persistent link: https://www.econbiz.de/10011862265
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Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron - 2000
Persistent link: https://www.econbiz.de/10001542801
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Relationship between budget deficit and interest rate in the economy of Sri Lanka : an econometric study
Mukhopadhyay, Chandan Kumar; Datta, Kanchan - In: Economic issues in SAARC context, (pp. 236-255). 2008
Persistent link: https://www.econbiz.de/10003794386
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Causality between government expenditure and revenue : evidence from the Malaysian ; a seasonal cointegration test
Mithani, Dawoodali Mohamed Ali; Khon, Goh Soo - In: Fifty years of development economics : from planning to …, (pp. 343-359). 1999
Persistent link: https://www.econbiz.de/10001490078
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Fiscal synchronization in Maldives : a study with Vector Autoregression, impulse response function and variance decomposition
Mukhopadhyay, Chandan Kumar; Maitra, Biswajit - In: Economic issues in SAARC context, (pp. 256-280). 2008
Persistent link: https://www.econbiz.de/10003794392
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Ther effect of government purchases on economic growth in Japan
Guerrero, Federico; Parker, Elliott - In: Asia and China in the global economy, (pp. 381-407). 2011
Persistent link: https://www.econbiz.de/10010219582
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Testing for two-step Granger noncausality in trivariate VAR models
Giles, Judith A. - In: Handbook of applied econometrics and statistical inference, (pp. 371-399). 2002
Persistent link: https://www.econbiz.de/10001701983
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Vector autoregressive model and analysis
Akkaya, Murat - In: Handbook of research on emerging theories, models, and …, (pp. 197-214). 2021
The aim of this study is to explain vector autoregressive (VAR) models and Granger causality. VAR is an econometric model that generalizes univariate autoregressive (AR) models. VAR is a regression model that can be considered as a kind of hybrid among univariate time series models. VAR models...
Persistent link: https://www.econbiz.de/10012604209
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Housing prices and external shocks' impact on South Africa and the Czech Republic's housing prices : a Vector Error Correction model and impulse response functions approach
Li, Rita Yi Man; Ng, Joe Cho Yiu; Chau, K. W.; Leung, Tat Ho - In: Econometric analyses of international housing markets, (pp. 131-146). 2016
Persistent link: https://www.econbiz.de/10011507531
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin; Teräsvirta, Timo - In: VAR models in macroeconomics - new developments and …, (pp. 273-326). 2013
Persistent link: https://www.econbiz.de/10010252324