Results 1 to 10 of about 850 (147)
Capital flows in Montenegro: SVAR model [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 Analysing push and pull determinants of capital flows has become increasingly important with global financial crisis. Namely, global financial crisis has shown that large and volatile capital flows can pose risks, especially, for small and open ...
Milena Lipovina-Božović +1 more
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Responses of Islamic banking variables to monetary policy shocks in Indonesia [PDF]
Islamic Economic Studies, 2021 Purpose – This paper investigates the structural model of vector autoregression (SVAR) of the interdependent relationship of inflation, monetary policy and Islamic banking variables (RDEP, RFIN, DEP, FIN) in Indonesia.
Aula Ahmad Hafidh
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Testing for identification in SVAR-GARCH models [PDF]
Journal of Economic Dynamics and Control, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Helmut Luetkepohl, George Milunovich
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The Impact of Foreign Shocks on the Polish Economy
Gospodarka Narodowa. The Polish Journal of Economics, 2021 This study concerns the impact of foreign shocks on the Polish economy. We consider output shocks from China, the euro area, and the United States. We estimate structural vector autoregressive (SVAR) models with the level of foreign economic activity as ...
Anna Sznajderska
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Global Food Commodity Prices and Domestic Food Inflation: Some Insights from Morocco
New Medit, 2020 This paper examines the world commodity prices pass-through to food inflation in Morocco, over the period 2004-2018, by using Structural Vector Autoregression (SVAR) model on monthly data. Several interesting results are found from this study. First, the
Mounir EL-KARIMI, Ahmed EL GHIN
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Extending a SVAR Model of the Australian Economy* [PDF]
Economic Record, 2009 Dungey and Pagan (2000) present a SVAR model of the Australian economy which models macroeconomic outcomes as transitory deviations from a deterministic trend. In this paper we extend that model in two directions. First, we relate it to an emerging literature on Dynamic Stochastic General Equilibrium modelling of small open economies. Second, we allow
Dungey, Mardi, Pagan, Adrian
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Comparing SVARs and SEMs: two models of the UK economy [PDF]
Journal of Applied Econometrics, 2005 AbstractThe structural vector autoregression (SVAR) and simultaneous equation macroeconometric model (SEM) styles of empirical macroeconomic modelling are compared and contrasted, with reference to two models of the UK economy, namely the long‐run structural VAR model of Garratt, Lee, Pesaran and Shin and the COMPACT model.
Jacobs, J. P. A. M., Wallis, K. F.
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Analysis of financial liberalization in Indonesia: SVAR approach
Russian Journal of Economics and Law, 2021 Objective: to analyze the impact of the financial liberalization policy on the macroeconomic stability of the Indonesian economy.Methods: retrospective and econometric analysis.Results: the article updates the issues of financial liberalization policy in
I. D. Rakov
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Diagnostics, 2020 (1) Background: Dynapenia is defined as lower muscle strength alone. Only a few studies have investigated muscle quality in subjects with dynapenia. (2) Methods: The muscle quality, characterized by texture parameters of biceps brachii, triceps brachii ...
Kuen-Cheh Yang +4 more
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Assessing Identifying Restrictions in SVAR Models [PDF]
SSRN Electronic Journal, 2015 Structural vector autoregressive models are usually identified by combining covariance restrictions implied by the data and identifying restrictions suggested, for example, by economic theory. This paper proposes an approach to assess, in a Bayesian sense, whether or not the data support a candidate set of identifying restrictions.
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