Results 21 to 30 of about 1,866 (186)
The Economic Journal, 2018 This paper investigates the contribution of sentiments shocks to US fluctuations in a Structural VAR setup with long, medium and short run restrictions. Sentiments shocks are identified as shocks orthogonal to fundamentals that accounts for most of the variance of confidence.
Fève, Patrick, Guay, Alain
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The Macroeconomic Effects of the Taylor Rule Deviations in Central and Eastern European Countries
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2023 A standard Taylor rule was estimated for several Central and Eastern European (CEE) countries (Czechia, Hungary, Poland, Romania) based on quarterly data over the 2002-2021 period.
Viktor Shevchuk
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Oil Price Shocks and Dutch Disease: The Case of Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 Applying the SVAR method of 'Kilian' to the monthly data over the period of 1973-2007, in this paper, we decompose oil price shocks into five structural shocks, namely, Iran political supply shocks, OPEC political supply shocks, non- OPEC supply shocks ...
Javid Bahrami, Samira Nasiri
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Money Demand in Indonesia: Does Economic Uncertainty Matter?
Jurnal Ekonomi & Studi Pembangunan, 2022 Since the global financial crisis of 2008, there has been a rise in economic uncertainty and money demand research. The money demand is vital in monetary policy, which has implications for the regional economy. This study aims to analyse the money demand
Mahrus Lutfi Adi Kurniawan +2 more
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Narrative Sign Restrictions for SVARs [PDF]
American Economic Review, 2018 We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and/or the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes.
Antolín-Díaz, Juan +1 more
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The Long-Run Superneutrality of Money Revised: the Extended European Evidence
Review of Economic Perspectives, 2016 This article investigates the validity of the money superneutrality concept for the large panel of European economies. While focusing exclusively on endogenous growth theories including the Mundell-Tobin effect, we examine the long-run response of real ...
Deev Oleg, Hodula Martin
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Inference in Bayesian Proxy-SVARs [PDF]
Federal Reserve Bank of Atlanta, Working Papers, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arias, Jonas E. +2 more
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ANALYZING THE RELATIONSHIP BETWEEN TRADE OPENNESS AND ECONOMIC GROWTH IN NORTH MACEDONIA: A SVAR APPROACH [PDF]
Zbornik Radova Ekonomskog Fakulteta u Istočnom SarajevuThe relationship between trade openness and economic growth is complex. We employ a structural vector auto-regression (SVAR) model using quarterly data for the period from 2005 to 2022 to estimate the impact of trade openness on the economic growth in ...
Katerina Shapkova Kocevska +2 more
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Structural Scenario Analysis with SVARs [PDF]
SSRN Electronic Journal, 2017 Macroeconomists seeking to construct conditional forecasts often face a choice between taking a stand on the details of a fully-specified structural model or relying on empirical correlations from vector autoregressions and remain silent about the underlying causal mechanisms. This paper develops tools for constructing ``structural scenarios'' that can
Juan Antolín-Díaz +2 more
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Asymmetric Exchange Rate Pass-Through to Domestic Price Indexes with the Approach of SVAR [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 Tracing the impact of exchange rate movements on prices is one the most important issues in monetary policy making. In this paper by applying a SVAR model to a quarterly data set spanning from 1990q1 to 2013q4, we assess the effect of exchange rate ...
Javid Bahrami +2 more
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