Results 11 to 20 of about 1,911,183 (308)
Exchange Rate Uncertainty and Cereals Exports: A Panel VAR Approach
Revista de Economía Mundial, 2021 This paper empirically investigates the effect of exchange rate uncertainty on cereals export flows for a broad sample of 75 countries during the 2010/01 - 2016/12 period. To do this, we first estimate the exchange rate volatility, and then, we estimate
Ronald Miranda, Leonel Muinelo-Gallo
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Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis [PDF]
Social Sciences, 2013 The European sovereign-debt crisis began in Greece when the government announced in December, 2009, that its debt reached 121% of GDP (or 300 billion euros) and its 2009 budget deficit was 12.7% of GDP, four times the level allowed by the Maastricht ...
Florence Bouvet +2 more
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Forecasting with High‐Dimensional Panel VARs [PDF]
Oxford Bulletin of Economics and Statistics, 2019 AbstractThis paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions of large dimensions with time‐varying parameters and stochastic volatility. We exploit a hierarchical prior that takes into account possible pooling restrictions involving both VAR coefficients and the error covariance matrix, and propose a ...
Koop, Gary, Korobilis, Dimitris
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International Effects of Oil Price Shocks and Trade Spillover [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2020 Oil price shocks have direct and indirect impacts on the economies of oil-exporting and oil-importing countries. The direct impacts are through demand and supply channels and the indirect (spillover) impacts are through interaction between the countries.
Elham Kheirandish +3 more
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Buletin Ekonomi Moneter dan Perbankan, 2023 This paper examines the interrelationship between inflation, inflation uncertainty, growth, and growth uncertainty. We find a negative effect of output uncertainty on output growth and a positive effect of output growth on output uncertainty.
Rifai Afin
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Economic Growth and the Development of Telecommunications Infrastructure [PDF]
مجله توسعه و سرمایه, 2020 Objective: Theoretical increase in the use of information technology has led to economic growth, and a strong network is a prerequisite for increasing economic growth, and also in recent years, the transformation of has played an important role in the ...
Mohammad Sokhanvar, Roya Hoseinpour
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DETERMINANTS OF NONPERFORMING LOANS IN ROMANIA AND CENTRAL, EASTERN AND SOUTHEASTERN EUROPE [PDF]
Financial StudiesThis paper investigates the macroeconomic and bank-specific determinants of nonperforming loans in Romania and selected Central and Eastern European countries.
Cosmin Laurențiu COSTACHE
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The Relationship between Tourism and Environmental Performance: The Case of Caspian Sea Nations [PDF]
Iranian Journal of Economic Studies, 2015 Tourism is a multidimensional economic activity that has an interaction with the environment. On one hand, environmental resources provide the raw material for tourism, while on the other, tourism imposes a variety of negative and positive impacts ...
Saeed Rasekhi, Soraya Mohammadi
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External Shocks, Trade Margins, and Macroeconomic Dynamics
Economies, 2020 This paper studies the role of the exchange rate regime for trade of new products. It first provides VAR evidence that a rise in external productivity shifts trade away from new products and more so in fixed regimes.
Stefano D’Addona, Lilia Cavallari
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Firm growth and productivity growth: evidence from a panel VAR [PDF]
Applied Economics, 2011 This paper offers new insights into the processes of firm growth by applying a reduced-form vector autoregression (VAR) model to longitudinal panel data on French manufacturing firms. We observe the co-evolution of key variables such as growth of employment, sales, and gross operating surplus, as well as growth of multifactor productivity.
Coad, Alex, Broekel, Tom
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