Results 31 to 40 of about 869 (166)
Impact of Fluctuations in Inflation Rate on unemployment in Algeria: A Svar Approach
Studia Ekonomiczne i RegionalneThis article aims to analyze the relationship between inflation rates (INF) and unemployment rates (UR) in the Algerian economy during the period 1970-2021 by studying the extent to which the unemployment rate responds to shocks and structural changes ...
Djamal Dekkiche, Fairouz Cherayett
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International Business and Accounting Research Journal, 2018 The study empirically examines the effect of oil price shocks and food importation on economic growth in Nigeria along with two control variables i.e. exchange rate and inflation using Structural Vector Autoregressive (SVAR) Model covering the period of ...
Sani Abdulrahman Bala, Ali Alhassan
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Locally robust inference for non‐Gaussian SVAR models
Quantitative EconomicsAll parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and follow non‐Gaussian distributions. Unfortunately, standard inference methods that exploit such features of the data for identification fail to yield correct coverage for structural functions of the model parameters when
Hoesch, Lukas, Lee, Adam, Mesters, Geert
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Bayesian analysis of recursive SVAR models with overidentifying restrictions [PDF]
Przegląd Statystyczny. Statistical ReviewThe paper provides a Bayesian methodological framework for the estimation of structural vector autoregression (SVAR) models with recursive identification schemes that allows for the inclusion of overidentifying restrictions. The proposed framework enables the researcher (i) to elicit the prior on non-zero contemporaneous relations between economic ...
Andrzej Kocięcki +2 more
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Buletin Ekonomi Moneter dan Perbankan, 2022 This paper investigates the dynamic relationship between capital inflows and bank lending in Indonesia. We use a Structural Vector AutoRegression (SVAR) model that allows exogenous international commodity prices and global financial market fluctuations ...
Doni Satria +3 more
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EconometricsThis study compared standard VAR, SVAR with short-run restrictions, and SVAR with long-run restrictions to investigate the effects of oil price shocks and the foreign exchange rate (ZAR/USD) on consumer prices in South Africa after the 2008 financial ...
Luyanda Majenge +2 more
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المجلة الدولية للأداء الاقتصادي, 2023 تهدف الدراسة إلى قياس وتحليل مدى استجابة التضخم للتغيرات المفاجئة للعرض النقدي في الجزائر للفترة 1990-2020 باستخدام نموذج متجه الانحدار الذاتي الهيكلي SVAR، وقد تم التوصل بناء على دوال الاستجابة الفورية في إطار النموذج المذكور إلى أن حدوث صدمة هيكلية في ...
Wafa RAMDANI
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The Impact of US Crisis on Trade and Stock Market in Indonesia
Buletin Ekonomi Moneter dan Perbankan, 2013 This paper analyzes the impact of the financial crisis in United States 2008 on Indonesia’s economy, by using Structural Vector Autoregressive (SVAR) model of 5 variables; Dow Jones Industrial Average, exchange rate, composite stock price index (IHSG ...
Mita Nezky
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Hvor mye koster ukoordinert klimapolitikk? : To modeller – to svar
, 2023 Scenarioer er det mest brukte verktøyet for å forstå hvordan verden kan gjennomføre en overgang til et lavutslippssamfunn. Network for Greening the Financial System (NGFS) har gjort et utvalg av slike "klimascenarioer" tilgjengelige for allmennheten.
Johansen, Rønnaug M. +2 more
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Pemodelan Time Series Multivariat secara Automatis
Jurnal Teknik Industri, 2011 This research aims at establishing model of multivariate time series by means of econometric instruments. Four instruments in use are vector auto regressive (VAR), structural vector auto regressive (SVAR), vector error correction model (VECM), and ...
Siana Halim, Arif Chandra
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