Results 21 to 30 of about 869 (166)
Sources of Real Exchange Rate Fluctuations in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2008 The main purpose of this paper is to investigate the sources of real exchange rate fluctuations in Iran by decomposing real exchange rate fluctuations into those attributable to real and nominal shocks.
Ebrahim Hadian, Morteza Khorsandi
doaj
Analyzing the Importance of Balance Sheet Channel in Monetary Transmission Mechanism in Iran [PDF]
پژوهشهای اقتصادی, 2018 This paper aims to analyze the importance of balance sheet channel of credit approach in monetary transmission mechanism in Iran during 1989:2-2014:1. This analysis is based on a structural vector auto-regression (SVAR) model with ten variables including
Seyed Jamaledin Mohseni Zonouzi
doaj
Inference for Structural Impulse Responses in Svar-Garch Models [PDF]
SSRN Electronic Journal, 2018 Conditional heteroskedasticity can be exploited to identify the structural vector autoregressions (SVAR) but the implications for inference on structural impulse responses have not been investigated in detail yet. We consider the conditionally heteroskedastic SVAR-GARCH model and propose a bootstrap-based inference procedure on structural impulse ...
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Monetary Policy Shocks and Economic Growth: Evidence From SVAR Modelling
International Journal of Indonesian Business Review, 2022 ABSTRACT This study assesses the effect of monetary policy on economic growth in Nigeria. It used quarterly time series data from 1986Q1 to 2017Q4. SVAR analysis was used to assess the effects of monetary policy following the framework of Inflation Targeting (IT) on economic growth in Nigeria.
Ibrahim Musa, Sule Magaji, Ali Salisu
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Macroeconomic impacts of global food price shocks on the economy of Turkey
Agricultural Economics (AGRICECON), 2018 The purpose of this study is to examine the impact of food prices on the macroeconomic variables of Turkey. The effects are investigated using monthly data for the period January 1980-January 2016.
Ayhan KAPUSUZOGLU +2 more
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Validating DSGE Models Through SVARs Under Imperfect Information [PDF]
Oxford Bulletin of Economics and StatisticsABSTRACT We study the ability of SVARs to match impulse responses of a well‐established DSGE model where the information of agents can be imperfect. We derive conditions for the solution of a linearized NK‐DSGE model to be invertible given this information set. In the absence of invertibility, an approximate measure is constructed. An
Levine, P. +3 more
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İzmir İktisat DergisiChina achieved rapid economic development as a result of the reforms implemented in 1978. It is widely believed that foreign direct investments and foreign trade, which increased alongside these reforms, had a significant impact on this rapid economic ...
Nurbay Sey
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At-Taradhi: Jurnal Studi Ekonomi, 2017 Pengalaman krisis keuangan global yang telah terjadi menunjukkan kebijakan moneter perlu untuk memperluas tujuannya, yakni tidak hanya terpaku terhadap tujuan tradisional kebijakan moneter (inflasi) namun juga memperhatikan harga asset. Struktural Vector
Ryan Juminta Anward +3 more
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Drivers of Food Prices: New Evidences from Turkey [PDF]
Statistika: Statistics and Economy Journal, 2021 This study intends to determine the drivers of high food prices in Turkey by employing the Structural Vector Auto Regression (SVAR) model for the January 2011 and March 2021 periods.
Mustafa Ozan Yıldırım
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Analysis of the Dynamics of Crude Oil Commercial Stocks with Respect to Structural Shocks and Convenience yield [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2018 Crude oil commercial stocks are one of the main components of the oil market, and its fluctuations are important in the analysis of the oil market. The purpose of this study is to investigate the unprecedented accumulation of crude oil commercial stocks ...
Abdolsadeh Neisy +3 more
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