The impact of exchange rate uncertainty on exports: a panel VAR analysis [PDF]
En este artículo analizamos el impacto de la incertidumbre del tipo de cambio sobre los flujos de exportaciones en un panel de 27 países durante el período 1994/01-2014/12. Para ello, aplicamos un enfoque de vectores autoregresivos con datos panel. Dividiendo el panel en dos subgrupos que incluyen economías exportadoras de manufactureras y economías ...
Muinelo-Gallo, Leonel +2 more
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Forecasting and turning point predictions in a Bayesian panel VAR model [PDF]
We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a flexible model which accounts for both interdependencies in the cross section and time variations in the parameters. Posterior distributions for the parameters are obtained for a particular type of diffuse, for Minnesota-type and for ...
Fabio Canova, Matteo Ciccarelli
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Comparative Analysis of Fragile Fives with Panel VAR Models
This study aims to show the similarities and differences between the fragile five classifications, which include countries that are quite different from each other, and to show whether there is a need for a different classification of fragile five, econometrically.
DEMİREL, Esin, AKGÜL, Şevket Işıl
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Intellectual capital investments: evidence from panel VAR analysis [PDF]
Purpose – Investments in intellectual capital (IC) are often linked to competitive advantages that improve economic profit and increase the value of a company. However, this effect is reciprocal: companies that generate higher cash flow can invest more in IC. The purpose of this paper is to analyze a dynamic relationship
Iuliia Naidenova, Petr Parshakov
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The impact of shadow banking on government size in selected countris [PDF]
Shadow banking comprises a set of non-bank financial intermediaries such as pension funds, investment funds, insurance companies, and other non-bank financial intermediaries that function similarly to traditional banks in terms of performance but are not
Mohammad Ibrahim Akbary +3 more
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The Nexus Between Economic Freedom and Tourist Arrivals: Evidence from Mediterranean Countries
Mediterranean countries are indispensable places of tourism with their world-famous shores, wonderful climate and impressive historical places. The aim of this paper is to investigate the relationship between tourist arrivals and economic freedom ...
Oğuz Öcal +2 more
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MEĐUZAVISNOST RENTABILNOSTI I LIKVIDNOSTI PRIMJENOM PANEL VAR MODELA
Cilj istraživanja je, empirijskom konfirmacijom, utvrditi postojanje međuzavisnosti rentabilnosti i likvidnosti. Uzorak obuhvaća dvadeset nefinancijskih društava uvrštenih u barem jedan od dioničkih agregatnih ili sektorskih indeksa Zagrebačke burze. Panel podatci obuhvaćaju vremensko razdoblje od devet godina, počevši od 2009.
Pušar Banović, Dolores +2 more
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A panel VAR analysis of macro-financial imbalances in the EU [PDF]
Abstract We investigate the interactions across current account misalignments, real effective exchange rate misalignments and financial gaps within EU countries, applying a Bayesian panel Vector Autoregression to 27 EU members over the period 1994-2012.
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Microsatellite typing of clinical and environmental Cryptococcus neoformans var. grubii isolates from Cuba shows multiple genetic lineages. [PDF]
BACKGROUND: Human cryptococcal infections have been associated with bird droppings as a likely source of infection. Studies toward the local and global epidemiology of Cryptococcus spp.
Maria-Teresa Illnait-Zaragozi +5 more
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Estimation of Government Spending Multiplier in EU Economies
The aim of this paper is to estimate government consumption multiplier and to examine the effect of various characteristics of countries on the size of fiscal multiplier. We apply a panel VAR model following Ilzetzki et al.
Senekovič Marko +2 more
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