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The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019 - First draft: December 18, 2018, this draft: September 8, 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012268062
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Uncertainty and the effectiveness of fiscal policy in the United States and Brazil : SVAR approach
Rodrigues, Eduardo de Sá Fortes Leitão - In: The world economy : the leading journal on … 47 (2024) 1, pp. 238-267
Persistent link: https://www.econbiz.de/10014480819
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The impact of monetary policy shock on stock market in the United States
Chen, Chen - In: Proceedings of the 5th International Conference on …, (pp. 801-814). 2022
Persistent link: https://www.econbiz.de/10013355180
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Analysing the asymmetric effect of oil price shock on inflationary at the aggregate and disaggregated levels in Malaysia
Wong, Hock Tsen; Kasim Mansur; Qi, Cheong Jia - In: Eurasian Business and Economics Perspectives : …, (pp. 233-249). 2023
Persistent link: https://www.econbiz.de/10014436542
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Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos; Xu, Libo - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 3-21). 2023
Persistent link: https://www.econbiz.de/10014282544
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On the macroeconomic determinants of the housing market in Greece : a VECM approach
Panagiōtidēs, Theodōros; Printzis, Panagiotis - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 387-409
Persistent link: https://www.econbiz.de/10011714531
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World shocks, world prices, and business cycles : an empirical investigation
Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - In: Journal of international economics 108 (2017), pp. 2-14
Persistent link: https://www.econbiz.de/10011915826
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The macroeconomics shocks and the Brazilian agricultural price evolution : a VAR analysis approach
Spolador, Humberto Francisco Silva; Barros, Geraldo … - 2011
The findings presented in this paper come from our study of the effects of Brazilian macroeconomic policy on the Brazilian Farm [product] Price Index using an adapted version of Frankel's (1986 & 2006) theoretical model. The study examined the connection between Brazilian farm prices and...
Persistent link: https://www.econbiz.de/10011548191
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Inter-regional spillovers in Fukuoka Prefecture : using VAR model
Sakamoto, Hiroshi - 2011 - Draft version
This paper examines the question of inter-regional spillovers in Fukuoka Prefecture. Fukuoka Prefecture is located on the west side of Japan, and is near the Korean peninsula. There are two government-designated major cities in Fukuoka Prefecture. One is Fukuoka City, which is the central city...
Persistent link: https://www.econbiz.de/10011548520