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Jordà, Òscar; Taylor, Alan M. - 2024

Persistent link: https://www.econbiz.de/10014637609

Do Oil Prices Matter? The Case of a Small Open Economy

Jalles, Joao Tovar - In: Annals of Economics and Finance 10 (2009) 1, pp. 65-87

This paper empirically evaluates the impact and effect of oil price fluctuations and shocks on French aggregate economic performance, industrial production index and inflation rate. Our methodology makes use of a multivariate VAR approach to analyse the stability and magnitude of this system by...

Persistent link: https://www.econbiz.de/10009207415

Econometric causality

Heckman, James Joseph - 2008

parameters are defined and identified to address specific policy problems. Economists embrace a scientific approach to causality …. Anticipated and realized subjective and objective outcomes are distinguished. Models for simultaneous causality are developed. The … paper contrasts the Neyman-Rubin model of causality with the econometric approach. …

Persistent link: https://www.econbiz.de/10010274247

Common methodological mistakes

Wulff, Jesper Nydam; Sajons, Gwendolin B.; Pogrebna, Ganna - In: The leadership quarterly : LQ ; an international … 34 (2023) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014282576

Econometric Causality

Heckman, James J. - Institute for the Study of Labor (IZA) - 2008

Persistent link: https://www.econbiz.de/10005703376

Credit intensity of economic growth : a sectoral analysis : case of Sri Lanka

Perera, W. S. Navin - In: Staff studies : official journal of the Central Bank of … 47 (2017) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10012140378

Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Mizon, Grayham E.; Hendry, David F. - In: Empirical Economics 23 (1998) 3, pp. 267-294

that the model be congruent and encompassing, and hence exogeneity, causality, cointegration, co-breaking, and invariance …

Persistent link: https://www.econbiz.de/10005166743

IS THE ANNOUNCED MONETARY UNION IN GCC COUNTRIES FEASIBLE? A MULTIVARIATE STRUCTURAL VAR APPROACH

KANDIL, MAGDA; TRABELSI, MOHAMED - In: Middle East Development Journal (MEDJ) 04 (2012) 01, pp. 1250001-1

This paper tests the desirability and feasibility of the establishment of a monetary union in GCC countries using a multivariate structural VAR during the period 1980–2006. The paper builds on the earlier work, capitalizing on a methodology that captures supply and demand disturbances...

Persistent link: https://www.econbiz.de/10010551492

Nexus between exchange rate volatility and oil price fluctuations: Evidence from Pakistan

Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 10 (2016) 1, pp. 122-148

Pakistan experienced too much variation in crude oil prices in the last decades and this variation received a great attention because it uses all the sectors of the economy. The purpose of this study is to ascertain the determinants of Real Exchange Rate and analyze the impact of Real Oil Price...

Persistent link: https://www.econbiz.de/10011938502

Asymmetric effect of oil price changes on trade balance in Saudi Arabia, Kuwait and United Arab Emirates

Faheem, Muhammad; Azali, Mohamed; Chin, Lee - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 14 (2020) 3, pp. 685-714

The fluctuations in oil price have vital importance for their presumed role in the trade balance. Our study investigates the oil price fluctuation effect on the trade balance for period 1980-2017. We employ linear and nonlinear autoregressive distributed lag models simultaneously and find the...

Persistent link: https://www.econbiz.de/10012293223

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