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The present study examines the dynamic interactions among macroeconomic variables such as real output, prices, money supply, interest rate and exchange rate in India during the pre-economic crisis and economic crisis periods, using the ARDL bounds test for cointegration, Johansen and Juselius...
Persistent link: https://www.econbiz.de/10011112036
autoregressive approach of Bernanke, Boivin and Eliasz (2005) as well as on a standard VAR model. We focus on the reaction of …
Persistent link: https://www.econbiz.de/10010298834
empirical relationship between US monetary policy and commodity prices by means of a standard VAR system, commonly used in …
Persistent link: https://www.econbiz.de/10011605278
We analyze the transmission of structural shocks between the US and the euro area within a two-country VAR framework …
Persistent link: https://www.econbiz.de/10013370062
The present paper attempts to study the economic and financial crises of 15th century Egypt, which was ruled by Mamluk dynasty. Two social thinkers of the time – al-Maqrizi at the beginning of the century and al-Asadi at the middle – addressed the situation. To the former, deterioration of...
Persistent link: https://www.econbiz.de/10012922263
Purpose - The purpose of this study is to empirically examine the impact of financial development on poverty reduction in Egypt. The paper also investigates whether financial development affects poverty via gross domestic product (GDP) growth. Design/methodology/approach - This study uses the...
Persistent link: https://www.econbiz.de/10012156882
, exchange rate channel, bank lending channel, and monetary channel. First, we design a VAR framework for each CIS member …
Persistent link: https://www.econbiz.de/10011259833
relationship between US monetary policy and commodity prices by means of a standard VAR system, commonly used in analysing the …
Persistent link: https://www.econbiz.de/10009654295
estimating a VECM for the endogenous variables, and a stationary VAR in first differences for the exogenous variables. Our …
Persistent link: https://www.econbiz.de/10009415604
We analyze the transmission of structural shocks between the US and the euro area within a two-country VAR framework …
Persistent link: https://www.econbiz.de/10005802641