Results 91 to 100 of about 1,911,399 (201)
Economic growth, energy, and the environment
Lecturas de EconomíaThe dynamic interrelationship between economic growth, the percentage of fossil fuels in the energy matrix, energy use, and CO2 emissions was examined.
Yuri Cesar de Lima e Silva +2 more
doaj +1 more source
Journal of Applied EconometricsSummaryThis paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled level. We demonstrate robustness of the method under cross‐sectional correlation and heterogeneity through simulation experiments.
Herwartz, Helmut, Wang, Shu
openaire +3 more sources
The Dynamics of Municipal Fiscal Adjustment [PDF]
The dynamic fiscal policy adjustment of local jurisdictions is investigated empirically using a panel of more than 1000 U.S. municipalities over a quarter of a century.
Thiess Buettner, David E. Wildasin
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Supplementary appendix to "noncausal vector autoregression" [PDF]
, 2012 This is a supplementary appendix to "Noncausal Vector Autoregression"
Saikkonen, Pentti, Lanne, Markku
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Impact of Macroeconomic Policies on Agricultural Prices [PDF]
Existing empirical evidence on the impact of macroeconomic variables on agriculture remains mixed and inconclusive. This paper re-examines the dynamic relationship between monetary policy variables and agricultural prices using alternative vector ...
Awokuse, Titus O.
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Real Time Changes in Monetary Policy [PDF]
This paper investigates potential changes in monetary policy over the last decades using a nonparametric vector autoregression model. In the proposed model, the conditional mean and variance are time-dependent and estimated using a nonparametric local ...
Chauvet, Marcelle +1 more
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Forecasting with Bayesian Panel Vector Autoregressions Using the R Package bpvars
The R package bpvars was designed to forecast employment, unemployment, and labour market participation rates of 189 countries. However, it is generally applicable to dynamic panel data due to the flexibility of its modelling framework and robust coding.
Sanchez-Martinez, Miguel +1 more
openaire +2 more sources
A vector autoregression model of the Nevada economy [PDF]
Nevada ...
Thomas F. Cargill, Steven A. Morus
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Panel vector autoregression in R with the package panelvar
In this paper we extend two general methods of moment (GMM) estimators to panel vector autoregression models (PVAR) with p lags of endogenous variables, predetermined and strictly exogenous variables. We first extend the first difference GMM estimator to
Ferstl, Robert, Sigmund, Michael
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The First Report of the Congressional Oversight Panel for Economic Stabilization
, 2008 December report of the U.S. Congressional Oversight Panel describing their activities and findings regarding the U.S.
United States. Congressional Oversight Panel.
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