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A Vectorautoregressive Investment Model (VIM) and monetary policy transmission : panel evidence from German firms
Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von - 2003
investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints … substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real … Ergebnissen zeigt das Papier, dass der Panel VAR-Ansatz für die Modellierung der unternehmerischen Dynamik, der Interaktion von …
Persistent link: https://www.econbiz.de/10011432001
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Flying to paradise : the role of airlift in the Caribbean tourism industry
Acevedo, Sebastian; Han, Lu; Hye Sun Kim; Laframboise, … - 2016
structural panel VAR and individual country VARs. Among the four airlift supply measures, increasing the number of flights is …
Persistent link: https://www.econbiz.de/10011434735
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An empirical investigation of oil-macro-financial linkages in Saudi Arabia
Miyajima, Ken - 2016
Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and …
Persistent link: https://www.econbiz.de/10011436735
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Forecasting with high dimensional panel VARs
Koop, Gary; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10011413079
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Public debt, economic growth and the real interest rate : a panel VAR approach to EU and OECD countries
Ogawa, Kazuo; Sterken, Elmer; Tokutsu, Ichiro - 2016
explicit in their analysis. We estimate a panel VAR model that incorporates the long-term real interest rate on government …
Persistent link: https://www.econbiz.de/10011418197
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Comparing the transmission of monetary policy shocks in Latin America : a hierarchical panel VAR
Pérez Forero, Fernando J. - 2015
Persistent link: https://www.econbiz.de/10011503670
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International spillovers of ECBś unconventional monetary policy : the effect on Central and Eastern Europe
Halova, Klara; Horváth, Roman - 2015
Central and Eastern European economies. We estimate various panel vector autoregressions using monthly data from 2008 …
Persistent link: https://www.econbiz.de/10011375694
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Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002
common stochastic trends and common stochastic cycles. When modeling the dynamics of multiple time series for a panel of …
Persistent link: https://www.econbiz.de/10011409009
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Estimation of panel vector autoregression in stata : a package of programs
Abrigo, Michael Ralph M.; Love, Inessa - 2016
Persistent link: https://www.econbiz.de/10011450149
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Is unemployment on steroids in advanced economies?
Di Bella, Gabriel; Grigoli, Francesco; Ramirez, Francisco - 2018
Despite conventional macroeconomic theory is based on the idea that demand shocks can only have temporary effects on unemployment, several European economies display highly persistent unemployment dynamics. The theory of hysteresis challenges this view and points out that, under certain...
Persistent link: https://www.econbiz.de/10012130633