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Successful inflation targeting in Mozambique despite vulnerability to internal and external shocks
Andersson, Per-Åke; Sjö, Bo - 2012
Persistent link: https://www.econbiz.de/10009627473
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Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - 2012
Persistent link: https://www.econbiz.de/10009627569
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The importance of real and nominal shocks on the UK housing market
Narayan, Seema; Narayan, Paresh Kumar - In: International journal of business and economics 10 (2011) 3, pp. 219-234
Persistent link: https://www.econbiz.de/10009627708
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Identification of monetary policy shocks and their effects : FAVAR methodology for the Brazilian economy
Carvalho, Marina Delmondes de; Rossi Júnior, José Luiz - In: Brazilian review of econometrics : the review of the … 29 (2009) 2, pp. 285-313
Persistent link: https://www.econbiz.de/10009627787
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco; Souza, Reinaldo Castro - In: Brazilian review of econometrics : the review of the … 29 (2009) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
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A back-of-the-envelope rule to identify atheoretical VARs
Urzúa, Carlos M. - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10009627808
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Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo; Ryu, Doojin - 2012
This study re-examines the return-volatility relationship and dynamics under a new VAR framework. By analyzing two model-free implied volatility indices - VIX (the U.S.) and VKOSPI (Korea) - and their corresponding stock market indices, we found an asymmetric volatility phenomenon in both...
Persistent link: https://www.econbiz.de/10009628165
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Monetary transmission mechanisms in a small open economy : a Bayesian structural VAR approach
Bhuiyan, Rokon - In: The Canadian journal of economics 45 (2012) 3, pp. 1037-1061
Persistent link: https://www.econbiz.de/10009628585
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Determinantes do comércio Brasil-China de commodities e produtos industriais : uma aplicação VECM
Mortatti, Caio Marcos; Miranda, Sílvia Helena Galvão de; … - In: Economia aplicada : EA 15 (2011) 2, pp. 311-335
Persistent link: https://www.econbiz.de/10009628651
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Discricionariedade na política monetária Brasileira após o Plano Real : um teste baseado na correlação de longo prazo entre inflação e produto
Araujo, Eurilton; Donha, Talita - In: Revista de economia contemporânea : revista … 15 (2011) 3, pp. 375-405
Persistent link: https://www.econbiz.de/10009629268