Results 11 to 20 of about 88,438 (264)
The shale revolution, geopolitical risk, and oil price volatility
Energy Reports, 2023 The U.S. shale revolution, using new technologies to extract crude oil, has led to new dynamics in the supply side of the global oil market. We ask whether the shale revolution has dampened the role of geopolitical risk in oil price volatility. We extend
Wenxue Wang, Fuyu Yang
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Identification of Technology Shocks in Structural Vars [PDF]
The Economic Journal, 2010 The usefulness of SVARs for developing empirically plausible models is actually subject to controversies in macroeconomics. We propose a two-step SVARs-based procedure which consistently estimates the effect of permanent technology shocks on aggregate variables.
Fève, Patrick, Guay, Alain
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Measuring nonfundamentalness for structural VARs [PDF]
Journal of Economic Dynamics and Control, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Financial Integration and Consumption Smoothing in Nigeria and Egypt: Do Global Uncertainties Matter? [PDF]
Međunarodna politikaIn this study, we adopt the structural vector auto-regressive (SVAR) model to assess the degree to which global uncertainties affect the relationship between financial integration and consumption smoothing in Egypt and Nigeria using quarterly data ...
Emeka Okoro Akpa +1 more
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Dissecting Taylor Rules in a Structural VAR [PDF]
IMF Working Papers, 2010 This paper uncovers Taylor rules from estimated monetary policy reactions using a structural VAR on U.S. data from 1959 to 2009. These Taylor rules reveal the dynamic nature of policy responses to different structural shocks. We find that U.S. monetary policy has been far more responsive over time to demand shocks than to supply shocks, and more ...
Woon Gyu Choi, Yi Wen
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The Power of Long-Run Structural VARs [PDF]
SSRN Electronic Journal, 2009 Are structural vector autoregressions (VARs) useful for discriminating between macro models? Recent assessments of VARs have shown that these statistical methods have adequate size properties. In other words, in simulation exercises, VARs will only infrequently reject the true data generating process.
Christopher J. Gust, Robert J. Vigfusson
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Codependent VAR models and the pseudo-structural form [PDF]
AStA Advances in Statistical Analysis, 2012 This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated variables eliminates the serial correlation after q lags.
Trenkler, Carsten, Weber, Enzo
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The causes of Spanish unemployment: A structural VAR approach [PDF]
European Economic Review, 1997 We review the causes of Spanish unemployment by estimating a simple macroeconomic model using the VAR methodology. In our model, the labour market presents full hysteresis, hypothesis which provides a sufficient number of identifying restrictions to be imposed in the estimation.
Jimeno Serrano, Juan Francisco +1 more
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Analyzing the Inflation, Output Growth, and Economic Stability in Iran [PDF]
پژوهشهای اقتصادی, 2017 In this paper, output growth and inflation were examined in Iran by using a dynamic aggregate supply and aggregate demand model during 1971-2013. For this purpose, at first the relationships among time series were evaluated.
Seyed Habibollah Mosavi, Shiva Soltani
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Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia
Journal of Enterprise and Development, 2019 Purpose — This paper investigates the presence of structural breaks in order to determine the regime shift in case of Indonesia economy. Research method — We use the Bai-Perron (2003) to test the breaks within the period of January 2014 – December 2018 ...
Imronjana Syapriatama +1 more
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