Economic effect of the golf simulation industry in Korea: an analysis based on the SVAR model. [PDF]
Humanit Soc Sci Commun, 2022 Hao Y, Kong M.
europepmc +1 more source
Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey
Romanian Economic Journal, 2014 In this study, it was analyzed if there is a long term relationship among the nominal exchange rate and monetary fundamentals within the periods of 1998:1-2011:2 in Turkey. This relationship has been analysed by using structural VAR (SVAR) model. Besides,
Ugur Ahmet +2 more
doaj
Bi-Demographic Changes and Current Account using SVAR Modeling
, 2018 50 pages, 18 figures, 7 ...
Ghassan, Hassan B. +2 more
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Croatian Operational Research Review, 2017 Assumptions on market structure are crucial in formulating dynamic stochastic general equilibrium (DSGE) models. The inclusion of the price stickiness assumption in DSGE models has questioned the money neutrality, which is a characteristic of DSGE models
Ksenija Dumičić +2 more
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Determinant Factors in Disinflation Costs of Developing Countries [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2012 This paper investigates some determinants of disinflation costs (sacrifice ratio) in some developing countries. The ratio is calculated by a SVAR model using annual data during 1985-2008 for 40 developing countries.
Ebrahim Eltejaei, Khadijeh Riahi
doaj
Monetary policy and income inequality in Brazil: structural vector autoregressive approach
Discover SustainabilityThe main objective of this study is to investigate the impact of monetary policy shock on income inequality in Brazil. To estimate the Structural Vector Autoregressive (SVAR) model, time series data is gathered from the first quarter of 1998 to the last ...
Eshetie Woretaw Meried
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Fiscal policy on Peru’s gross domestic product through fiscal multipliers, 2000 – 2022
Cogent Economics & FinanceThis study examines the impact of fiscal policy on Peru’s Gross Domestic Product (GDP) using fiscal multipliers and a structured vector autoregressive (SVAR) model to analyze the economic response to fiscal shocks. Fiscal multipliers were analyzed in the
Jhunniors Puscan Visalot +5 more
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Impact of Geopolitical Risk on Price Indices of Selected Industries in the Tehran Stock Exchange: An Approach Based on QQC and SVAR Models [PDF]
فصلنامه پژوهشهای اقتصادی ایرانConsidering the impact of global variables on stock market industries, the present study relied on the Quantile-on-Quantile Connectedness (QQC) and Structural Vector Autoregression (SVAR) to examine the impact of geopolitical risk fluctuations on the ...
Iman Dadashi, Vahid Omidi
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Short-run and long-run effects of copper price on Junín’s economic growth [PDF]
Decision Science LettersOur research used a SVAR to analyze the underlying copper price shocks, that is, a commodity shock for the Junín department in Peru. The results of a short- and long-run SVAR were based on traditional matrix constraints that capture the fact ...
Augusto Aliaga-Miranda +4 more
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What drives house prices in Turkey? Evidence from Bayesian SVAR model
Economic Change and RestructuringTurkey has experienced one of the largest rises in house prices in the world, particularly after the COVID-19. Given the entangled relationship between house prices, macroeconomics, and financial markets, it is crucial to understand the causes of house price hikes from both academic and policy perspectives.
Mustafa Ozan Yildirim +1 more
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