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Fuentes de fluctuación sectorial de la economía española
Cuadrado, Juan R.; Ortíz, Álvaro - Instituto Universitario de Análisis Económico y … - 1999
la economía española mediante un modelo de vectores autorregresivos estructural (SVAR). Los resultados muestran que …
Persistent link: https://www.econbiz.de/10010681492
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Does anticipation of government spending matter? The role of (non-)defense spending
Tenhofen, Jörn; Wolff, Guntram B. - 2010
autoregression (SVAR). By simulating data from a theoretical model featuring (imperfect) fiscal foresight, we demonstrate the ability … increases significantly. A standard SVAR does not produce clear consumption responses, highlighting the importance of … anticipation. Our results thus reconcile the different findings of the narrative and SVAR approaches to the study of fiscal policy …
Persistent link: https://www.econbiz.de/10010271589
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Monetary Policy, Commodity Prices and Infl ation – Empirical Evidence from the US
Verheyen, Florian - 2010
econometric methods like Granger causality tests and SVAR models to US data. The results corroborate the notion that there was a … vektorautoregressiven (SVAR) Modellen. Die Ergebnisse zeigen, dass der Zusammenhang zwischen Rohstoff- und Konsumentenpreisen in den 1970er …
Persistent link: https://www.econbiz.de/10010273566
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The US inflation-unemployment tradeoff: methodological issues and further evidence
Karanassou, Marika; Sala, Héctor - 2009
inflation/unemployment responses to money growth shocks. SVAR (structural vector autoregression) and GMM (generalised method of …
Persistent link: https://www.econbiz.de/10010276468
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Electricity generation as a determinant of unemployment in Pakistan
Rashid, Adnan; Ul Haq, Anwaar - In: Journal of Chinese Economic and Foreign Trade Studies 9 (2016) 2, pp. 102-112
Purpose The area about unemployment and its participation in the economic progress has been widely debated in literature. A significant number of studies on this impediment of economic boom have been found to consider the concept through Okun’s law. This study aims to apply some different...
Persistent link: https://www.econbiz.de/10014847608
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Private sector balance, financial markets, and US cycle: a SVAR analysis
Casadio, Paolo; Paradiso, Antonio - In: Journal of Economic Studies 39 (2012) 6, pp. 709-723
Purpose – Considering the sectoral balance approach of Godley, and focusing only on the two main components of the private sector balance for the US economy (household and non‐financial corporate balance), the purpose of this paper is to investigate the relationship between these two...
Persistent link: https://www.econbiz.de/10014863349
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Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model
Alom, Fardous - 2011
conducted withinthe framework of SVAR model using quarterly data over the period 1980 to 2010 althoughstart date varies based on …
Persistent link: https://www.econbiz.de/10009442814
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Are Countries of Association of South East Asia Nations (ASEAN) Candidates of Optimum Currency Area for Monetary Union? A Structural VAR Approach
Sin, Lew Yuen; Asam Tuan Lorik, Ku - 2006
Intra-trade among ASEAN countries have remained around 20% over the period 1993 until 2001 (ASEAN Secretariat). With this significant amount of trade being conducted between members of ASEAN countries, businesses were faced with exchange rate exposure due to the volatility of the exchange rate...
Persistent link: https://www.econbiz.de/10009444769
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DESVALORIZAÇÕES CAMBIAIS E CAPTAÇÃO DE DIVISAS: O CASO BRASILEIRO DE SOJA EM GRÃO
Cassuce, Francisco Carlos da Cunha; Santos, Maurinho … - 2005
(SVAR Models)where used to calculate the offer of foreign currency elasticities, determining if depreciations in the …
Persistent link: https://www.econbiz.de/10009445680
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Empirical investigation of exchange rate transmission into general inflation level in Ethiopia – SVAR approach
Sheferaw, Henok Ezezew; Sitotaw, Kalid Wendimnew - In: Cogent Business & Management 10 (2023) 2, pp. 1-28
(SVAR) analysis. The results revealed that a unit change in the nominal effective exchange rate (appreciation) was …
Persistent link: https://www.econbiz.de/10014527445