Dynamics of Macroeconomy, Medicaid, and State Fiscal Conditions: A Role of Medicaid Expansion
Risk Management and Healthcare Policy, 2023 Jaeyoung Jang, Keon-Hyung Lee Askew School of Public Administration and Policy, Florida State University, Tallahassee, FL, USACorrespondence: Keon-Hyung Lee, Askew School of Public Administration and Policy, Florida State University, P.O.
Jang J, Lee KH
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The broad credit and bank capital channels of monetary policy transmission in the core and peripheral Euro Area [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2017 The goal of the paper is to identify and estimate transmission of monetary policy impulses through the broad credit and bank capital monetary policy transmission channels in the “core” and “peripheral” countries of the euro area.
Silvo Dajcman, Josip Tica
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Review of foreign experience in assessing the impact of qualitative indicators on economic processes using vector autoregression models [PDF]
, 2023 This paper provides an overview of foreign experience in using panel data to assess various economic phenomena and processes. Note that this paper presents two types of models: panel vector autoregression model and vector autoregression ...
Maria, Shapor
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Univariate and multivariate ARIMA versus vector autoregression forecasting [PDF]
The purposes of this study are two: 1) to compare the forecasting abilities of the three methods: univariate autoregressive integrated moving average (ARIMA), multivariate autoregressive integrated moving average (MARIMA), and vector autoregression (both
Michael L. Bagshaw
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Vector autoregression evidence on monetarism: another look at the robustness debate [PDF]
This paper is a case study of the use of vector autoregression (VAR) models to test economic theories. It focuses on the work of Christopher A. Sims, who in 1980 found that relationships in economic data generated by a small VAR model were inconsistent ...
Richard M. Todd
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Cointegrated Vector Autoregression Methods: An Application to Non-Normally Behaving Data on Selected U.S. Sugar-Related Markets [PDF]
The methods of the cointegrated vector autoregression/error correction (VAR/VEC) model are applied to monthly U.S. markets for sugar and for sugar-using markets for confectionary, soft drink, and bakery products.
Babula, Ronald A., Newman, Douglas
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A panel vector autoregressive analysis of Cambodian commercial banks’ loans
International Journal of Innovative Research and Scientific StudiesThis study investigates the dynamic relationship between the components of the CAMELS framework and the loan growth of commercial banks in Cambodia using a Panel Vector Autoregressive (PVAR) model. Regression results reveal that asset quality, management quality, efficiency, and liquidity significantly influence loan growth.
Bunthe Hor, Siphat Lim
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Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs [PDF]
This paper applies a combined methodology of a recently developed directed acyclic graph (DAG) analysis with Johansen and Juselius' methods of the cointegrated vector autoregression (VAR) model to a monthly U.S.
Rogowsky, Robert A. +2 more
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Agricultural Economics (AGRICECON), 2019 Border inspections by developed nations are an essential export barrier to developing countries. Import refusals, in particular, not only exhibit dynamic impacts on exporters' performance in the refused destination but may also spill over into exports ...
Jiehong Zhou, Yu Wang, Rui Mao
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Terms of Trade Shocks and the Current Account in Small Island States [PDF]
This paper investigates the dynamic relationship between terms of trade shocks and the current account in selected small islands developing states. The findings show that the terms of trade explain a significant proportion of the variation in the current
Santos-Paulino, Amelia U.
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