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Persistent link: https://www.econbiz.de/10009614602
We review some aspects of financial dollarization in Russia, applying the main relevant theories to analyze the dynamics of several dollarization indicators. An econometric model of the short run dynamics of deposit and loan dollarization is estimated for the last decade. We find that ruble...
Persistent link: https://www.econbiz.de/10012148655
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Persistent link: https://www.econbiz.de/10009517703
We review some aspects of financial dollarization in Russia, applying the main relevant theories to analyze the dynamics of several dollarization indicators. An econometric model of the short run dynamics of deposit and loan dollarization is estimated for the last decade. We find that ruble...
Persistent link: https://www.econbiz.de/10013066920
We review some aspects of financial dollarization in Russia, applying the main relevant theories to analyze the dynamics of several dollarization indicators. An econometric model of the short run dynamics of deposit and loan dollarization is estimated for the last decade. We find that ruble...
Persistent link: https://www.econbiz.de/10009401718
We review some aspects of financial dollarization in Russia, applying the main relevant theories to analyse the dynamics of several dollarization indicators. An econometric model of the short-run dynamics of deposit and loan dollarization is estimated for the last decade. We find that ruble...
Persistent link: https://www.econbiz.de/10010717946
A good set of forecasts of key macroeconomic indicators is useful for making informed policy decisions.  This analysis undertakes to perform joint forecasting of vital time series in large Bayesian VAR framework for an emerging economy such as India, where policy decisions are further...
Persistent link: https://www.econbiz.de/10010860442
The authors reassess the predictive power of financial indicators for output and inflation in the US by studying predictive densities generated by set of linear and nonlinear forecasting models.  They argue that, if the linkage between financial and real economy is state-dependent as implied...
Persistent link: https://www.econbiz.de/10010683769
The aim of this handbook is to introduce key topics in Bayesian econometrics from an applied perspective. The handbook assumes that readers have a fair grasp of basic classical econometrics (e.g. maximum likelihood estimation).  It is recommended that readers familiarise themselves with...
Persistent link: https://www.econbiz.de/10011031866