Results 41 to 50 of about 869 (166)

How Does Fiscal Policy Affect Bank Credit? Evidence from China

Discrete Dynamics in Nature and Society, 2021
Using a set of Chinese economic data and a structural vector autoregression (SVAR) model, this paper investigates the transmission channels of fiscal policy to bank credit in China.
Huan Yan, Weiguo Xiao, Qi Deng, Sisi Xiong   +3 more
doaj   +1 more source

Econometric modelling of the Lithuanian economic indicators

Lietuvos Matematikos Rinkinys, 1999
The paper is devoted to model relations between Lithuanian indicators of production, foreign trade, income and prices and to present short-term forecasts.
Žilvinas Kalinauskas
doaj   +3 more sources

PENGARUH KRISIS EKONOMI AMERIKA SERIKAT TERHADAP BURSA SAHAM DAN PERDAGANGAN 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
doaj   +1 more source

Empirical Analysis of Monetary Transmission in Tunisia: What do SVAR Models Tell Us? [PDF]

The Open Economics Journal, 2009

Hachicha, Ahmed, Bates, Samuel
openaire   +4 more sources

Monetary policy transmission mechanism in post-communist economies: Evidence from Uzbekistan

Central Bank Review
This study aims to evaluate the transmission mechanisms of monetary policy in a post-communist economy using structural vector autoregression (SVAR) model.
Elyor Davlatov, Judit Sági
doaj   +1 more source

Corruption and Economic Growth: The Case of Portugal

Notas Económicas, 2019
In this paper we investigate the impact of corruption on economic growth in Portugal over the period 1980-2018. The empirical approach makes use of a VAR model inspired by the standard Cobb-Douglas aggregate production function.
Pedro Bação, Inês Gaspar, Marta Simões   +2 more
doaj   +1 more source

Budget multiplier calculation of Mongolia: TV-SVAR model

Mongolian Journal of Economic Review
This study aims to assess Mongolia's budget multiplier using the time-varying SVAR (TV-SVAR) model. Notably, it is the first study in Mongolia utilizing the TV-SVAR model to analyze the budget's effects within the economic framework. The research is of significant importance as it contributes to an understanding of the multifaceted impact of fiscal ...
Bayarmagnai Gerelmaa, Baasandavaa Bilegt
openaire   +1 more source

Aggregate shocks and the Brazilian housing market dynamics

EconomiA, 2019
In this paper we seek to understand the recent dynamics of the Brazilian housing market, which experienced a significant growth in recent years. In particular, we assess the effects of aggregate productivity and monetary policy shocks on housing market ...
Marcelo E.A. Silva, Cássio da Nóbrega Besarria, Diogo Baerlocher   +2 more
doaj   +1 more source

VAR, SVAR and SVEC Models: Implementation WithinRPackagevars [PDF]

Journal of Statistical Software, 2008
The structure of the package vars and its implementation of vector autoregressive, structural vector autoregressive and structural vector error correction models are explained in this paper. In addition to the three cornerstone functions VAR(), SVAR() and SVEC() for estimating such models, functions for diagnostic testing, estimation of a restricted ...
openaire   +3 more sources

The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR

Arab Economic and Business Journal, 2018
The paper aims to analyze the current account of the Saudi economy using an intertemporal modeling and tested by the structural VAR methodology. By deriving the long-run current account to GDP ratio, we analyze the impacts of global and local shocks on ...
Hassan Ghassan, Essam El-Jeefri
doaj   +1 more source