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Does Energy Efficiency Promoteeconomic Growth? : Evidence from a Multi-Country and Multi-Sector Panel Data Set
Rajbhandari, Ashish - 2017
This paper examines the causal relationship between energy efficiency and economic growth based on panel data for 56 … high- and middle-income countries from 1978 to 2012. Using a panel vector autoregression approach, the study finds evidence …
Persistent link: https://www.econbiz.de/10012954323
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Competition and Credit Procyclicality in European Banking
Lucotte, Yannick - 2017
estimating both an interacted panel VAR (IPVAR) model using macroeconomic data and a single-equation model with bank …
Persistent link: https://www.econbiz.de/10012961270
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Effects of Monetary and Macro-Prudential Policies – Evidence from Inflation Targeting Economies in the Asia-Pacific Region and Potential Implications for China
Kim, Soyoung - 2017
targeting economies have adopted macroprudential policies in order to safeguard financial stability. Using structural panel …
Persistent link: https://www.econbiz.de/10012961475
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A Panel VAR Analysis of Macro-Financial Imbalances in the EU
Comunale, Mariarosaria - 2017
financial (or output) gaps within EU countries. We apply panel techniques, including a Bayesian panel VAR, to 27 EU members over …
Persistent link: https://www.econbiz.de/10012961964
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Panel Vector Autoregression in R with the Package Panelvar
Sigmund, Michael - 2019
In this paper, we extend two general methods of moment (GMM) estimators to panel vector autoregression models (PVAR …
Persistent link: https://www.econbiz.de/10012902456
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The World Uncertainty Index
Ahir, Hites - 2018
volatility, and negatively with GDP growth. In a panel vector autoregressive setting, we find that innovations in the WUI …
Persistent link: https://www.econbiz.de/10012908757
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The Change of Fiscal Multiplier when Switching from Managed Exchange Rate Regime to the Floating One
Pyltsyna, Ekaterina - 2019
spending multiplier was estimated for Russia. The study was conducted with the use of panel SVAR and DSGE models …
Persistent link: https://www.econbiz.de/10012896222
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International Transmission and Forecasting of Macroeconomic Uncertainty in Small Open Economies : Empirical Results from Large Panel of flexible Bayesian VARs
Abubakar, Jamaladeen - 2020
Increasing interconnectedness of global economies has consistently generated a lot of interests among empirical macro-economists in their quest to properly understand the channels of international spillover and macroeconomic shocks and how such crises when they arise, are managed by Small Open...
Persistent link: https://www.econbiz.de/10012825379
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Are US-Dollar-Hedged-ETF Investors Aggressive on Exchange Rates? A Panel VAR Approach
Shank, Corey A. - 2017
benchmark and foreign exchange rate from July 2011 to November 2015 using a panel VAR approach. We find that investors are able …
Persistent link: https://www.econbiz.de/10012969245
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Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis : A Panel VAR Approach
Galariotis, Emilios C. - 2017
recent financial crisis in the EU. We employ a Panel Vector Autoregressive (PVAR) model which combines the advantages of … traditional VAR modelling with the advantages of a panel-data approach. In addition to variables that proxy for global and …
Persistent link: https://www.econbiz.de/10012970235