Results 121 to 130 of about 40,361 (309)

Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model [PDF]

Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to ...
Framroze Møller, Niels
core   +1 more source

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

The effectiveness of monetary policy: an assessment [PDF]

When monetary policies are endogenous, the conventional VAR approach for detecting the effect of monetary policies is powerless. This paper proposes to test the implication of monetary policies along a different dimension.
Yi Wen
core  

Temporary VAT Reduction in Vietnam: Consumer Behavior Analysis

International Studies of Economics, EarlyView.
ABSTRACT This study investigates the impact of temporary VAT rate changes on consumer behavior in Vietnam, particularly concerning the VAT reduction implemented during 2023–2024. The research analyzes annual survey data and household expenditure reports to assess changes in consumer spending on durable goods during the first half of 2024 (2024 H1 ...
Hang Thi Thu Trinh
wiley   +1 more source

Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions [PDF]

We investigate the direct and long-run effects of fertility on employment in Europe estimating dynamic models of labor supply under different assumptions regarding the exogeneity of fertility and modeling assumptions related to initial conditions ...
Michaud, Pierre-Carl, Tatsiramos, Konstantinos   +1 more
core  

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Empirically probing the quantity-quality model [PDF]

This paper tests whether family size has a causal effect on girls' education in Mexico. It exploits son preference as the main source of random variation in the propensity to have more children, and estimates causal effects using instrumental variables ...
Bansi Malde, Emla Fitzsimons
core  

Exogenous ochronosis

Indian Journal of Dermatology, Venereology, and Leprology, 2013
Avina, Jain, Sathish B, Pai, Shrutakirthi D, Shenoi   +2 more
openaire   +2 more sources

What Explains International Interest Rate Co‐Movement?

Journal of Applied Econometrics, EarlyView.
ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
wiley   +1 more source

The loan puzzle in Mexico

Latin American Journal of Central Banking
Empirical evidence for advanced economies suggests that following a monetary tightening, commercial and industrial bank loans show a positive “puzzling response”.
Luis Fernando Colunga-Ramos
doaj   +1 more source