The paper proposes a structural approach to VAR analysis in panels, which takes into account responses to both idiosyncratic and common structural shocks, while permitting full cross member heterogeneity of the response dynamics.
Peter Pedroni
exaly +3 more sources
Labor Costs and Foreign Direct Investment: A Panel VAR Approach
This paper examines the endogenous interaction between labor costs and Foreign Direct Investment (FDI) in the OECD countries via the Panel VAR approach under system GMM estimates for the period 1995–2009.
Bahar Bayraktar-Sağlam
exaly +3 more sources
An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union [PDF]
Our study examines the dynamic relationship between financial development and environmental degradation in the European Union (EU) in a panel VAR (Vector Autoregressive) methodological framework over the period 1996-2018.
Alexandra Horobeț +4 more
doaj +1 more source
Agriculture, climate change and sustainability in Iran: Application of numerical taxonomy method and Panel-VAR [PDF]
The purpose of the paper is twofold. Firstly, through the Taxonomic Method, we construct a composite indicator, called the Index of Sustainable (IS), and analyze the provinces of Iran from 2011 to 2018, according to 9 variables.
Seyed Mehdi Hosseini +2 more
doaj +1 more source
Modeling the Balance Sheet Channel of Monetary Transmission in Russia [PDF]
Topicality. After the global financial crisis of 2008–2009, research on the impact of financial variables on the real sector has intensified. According to the theory of monetary transmission, a change in the short-term interest rate affects the volume of
Mariya A. Shchepeleva
doaj +1 more source
Gelişmekte Olan Ülkelerde Özel Sektör Döviz Borçluluğunun Ülke Riskine Etkisi
Son dönem literatürde, teoride risksiz kabul edilen yerel para cinsinden devlet tahvillerinin bir risk primi ile fiyatlandığı görülmektedir ve bunun sebebi özel sektörün taşıdığı yüksek döviz borcundan dolayı para basarak borç ödemenin maliyetlerini göze
Haydar Anıl Küçükgöde, Ahmet Köse
doaj +1 more source
Investigating the effect of information supply and demand in cyberspace on the profitability of shares of companies listed on Tehran Stock Exchange [PDF]
This study examines the impact of information demand and supply in cyberspace on stock return and stock return variance. This research seeks to determine whether the information demand and supply can have a significant impact on stock return and stock ...
saeid shikavand +2 more
doaj +1 more source
اثر شوک های سلامت بر مصرف بیمه عمر و رشد اقتصادی در کشورهای توسعهیافته و درحالتوسعه [PDF]
هدف: شوکهای سلامت دارای هزینههای اقتصادی از جمله افزایش مخارج سلامت به علت بیماریها و کاهش درآمد در اثر کاهش بهرهوری نیروی کار است، افزایش این دو هزینه باعث عدم تقارن اطلاعاتی میشود که به نوبه خود سبب اختلال در مکانیزم طبیعی قیمتها در بازار
میر حسین موسوی +1 more
doaj +1 more source
Monetary Policy Transmission in the Euro Zone [PDF]
This paper focuses on monetary policy transmission through the bank lending channel in the euro zone. We analyze the relationship between output, inflation, short-term and long-term interest rates, and bank loans. In addition, based on recent concerns of
Ayla Oğuş Binatli , Niloufer Sohrabji
doaj +1 more source
Factors Affecting Innovation in OECD Countries
Innovation has a key role in countries’ ability to integrate into the global economy, thereby necessitating the creation and sustainability of a national innovation climate.
Umut Akduğan, Nilhun Doğan
doaj +1 more source

