Results 71 to 80 of about 1,911,399 (201)

Efficiency and Risk of ASEAN Commercial Banks: Panel Vector Autoregressive Approach

Journal of Risk and Financial Management
This study investigates the causal relationship between profit efficiency and bank risk in Southeast Asian commercial banks using a Panel Vector Autoregression framework. The banking data is unbalanced panel data collected from BankFocus from 2007 to 2022 from the data of financial institutions in 11 Southeast Asian countries.
Duong Thi Anh Tien, Anh Tuan Nguyen
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The Contemporaneous Correlation of Structural Shocks and Inflation— Output Variability in Pakistan [PDF]

Monetary policy has changed in a number of ways during the last two decades . Along with the other characteristics, modern monetary policy is forward-looking, and the central banks respond contemporaneously to structural shocks that are expected to make ...
Muhammad Nasir, Wasim Shahid Malik
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Panel data analysis of foreign direct investment, control of corruption, and economic growth: Evidence from ASEAN-6 countrie [PDF]

International Journal of Data and Network Science
This research is to examine the role of management of foreign direct investment and control of corruption in economic growth. The research data were collected from the ASEAN-6 countries including Indonesia, Malaysia, Thailand, Singapore ...
Thu-Trang Thi Doan
doaj   +1 more source

The causal interpretation of panel vector autoregressions

This paper discusses the different contemporaneous causal interpretations of Panel Vector Autoregressions (PVAR). I show that the interpretation of PVARs depends on the distribution of the causing variable, and can range from average treatment effects, to average causal responses, to a combination of the two. If the researcher is willing to postulate a
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EGG PRICES REVISITED [PDF]

Recent egg price quotes are evaluated in a vector autoregression. The results indicate that empirical relationships observed over the period 1975-1976 differ from those observed over the period 1979-1982.Demand and Price Analysis,
Schrader, Lee F., Bessler, David A., Preston, Warren P.   +2 more
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A Bayesian VAR forecasting model for the Philadelphia Metropolitan Area [PDF]

Vector-autoregression (VAR) forecast models have been developed for many state economies, including the three states in the Third Federal Reserve District--Pennsylvania, New Jersey, and Delaware.
Theodore M. Crone, Michael P. McLaughlin
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A Structural Vector Autoregression Model of Monetary Policy in Australia [PDF]

This paper examines the effects of monetary policy in Australia using a small structural vector autoregression model. The model we use is a modification of the small open economy model developed for the G6 economies (the G7 less the United States) by Kim
Graham Voss, Andrea Brischetto
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The dynamic relationship among green logistics, technological innovation and green economy: Evidence from China

Heliyon
Under the background of “double carbon”, exploring the growth path of green logistics and enhancing the driving force of technological innovation is the urgent need of our country to comply with the green transformation of its economy and realize high ...
Chaoyi Xu, Lan Li
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Best-seller pricing on Amazon.com: A panel vector autoregressive approach

, 2020
72
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Capturing asymmetry in real exchange rate with quantile autoregression [PDF]

Quantile autoregression is used to explore asymmetries in the adjustment process of pair wise real exchange rate between the Italian lire, French franc, Deutsch mark, and the British pound.
Mauro S. Ferreira
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