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External shocks and macroeconomic responses in Nigeria : a global VAR approach

Oyelami, Lukman Oyeyinka; Olomola, Phillip Akanni - In: Cogent economics & finance 4 (2016) 1, pp. 1-18

autoregression (GVAR) comprising of the US, EU, China, Japan and Nigeria as the reference country. The adoption as of this method of … econometric properties of our GVAR model, the results from our estimation based on impulse response function show that oil price …

Persistent link: https://www.econbiz.de/10011597510

International effects of a compression of euro area yield curves

Feldkircher, Martin; Gruber, Thomas; Huber, Florian - 2019

In this paper, we use a Bayesian global vector autoregressive model to analyze the macroeconomic effects of a flattening of euro area yield curves. Our findings indicate positive effects on real activity and prices, both within the euro area as well as in neighboring economies. Spillovers...

Persistent link: https://www.econbiz.de/10012030981

Macroeconomic linkages and international shock transmissions in East Asia : a global vector autoregressive approach

Hassan, Ibrahim Bakari; Azali, Mohamed; Lee, Chin; Wan … - In: Cogent economics & finance 5 (2017) 1, pp. 1-21

Vector Autoregressive model (GVAR) is used on the quarterly data of real output, inflation, equity prices, exchange rates …

Persistent link: https://www.econbiz.de/10011886554

Explaining the impact of the global financial crisis on European transition countries: a GVAR approach

Hoxha, Arta - In: Focus on European economic integration (2018) 2, pp. 81-97

Persistent link: https://www.econbiz.de/10012193659

Monetary policy contagion in the West African monetary zone

Tule, Moses Kpughur; Ajilore, Taiwo Olubanjo; Ujunwa, … - In: Foreign trade review : FTR ; quarterly journal of … 54 (2019) 4, pp. 375-398

Persistent link: https://www.econbiz.de/10012137194

The international transmission of US tax shocks : a proxy-SVAR approach

Metelli, Luca; Natoli, Filippo - 2019

Persistent link: https://www.econbiz.de/10012137764

Measuring the effects of commodity price shocks on Asian economies

Inoue, Tomoo; Okimoto, Tatsuyoshi - 2017

Persistent link: https://www.econbiz.de/10012131907

Does joint modelling of the world economy pay off? : evaluating global forecasts from a Bayesian GVAR

Dovern, Jonas; Feldkircher, Martin; Huber, Florian - In: Journal of economic dynamics & control 70 (2016), pp. 86-100

Persistent link: https://www.econbiz.de/10011708641

Debt dynamics in Europe : a Network General Equilibrium GVAR approach

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of economic dynamics & control 93 (2018), pp. 175-202

Persistent link: https://www.econbiz.de/10011974489

Assessing the costs and benefits of capital-based macroprudential policy

Behn, Markus; Groß, Marco; Peltonen, Tuomo - 2016

We develop an integrated Early Warning Global Vector Autoregressive (EW-GVAR) model to quantify the costs and benefits …

Persistent link: https://www.econbiz.de/10011975043

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