Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic [PDF]
We investigate the evolution of the monetary policy transmission mechanism in the Czech Republic over the 1996-2010 period by employing a time-varying parameters Bayesian vector autoregression model with stochastic volatility.
Marek Rusnak +2 more
core
Market return spillover from the US to the Asia-Pacific Countries: The Role of Geopolitical Risk and the Information & Communication Technologies. [PDF]
PLoS One, 2023 Tran MP, Vo DH.
europepmc +1 more source
Transmisión de la política monetaria en Colombia: Una aproximación TVP-VAR
, 2018 El presente trabajo de tesis pretende evaluar cómo ha cambiado el impacto de la política monetaria en Colombia durante el periodo 2000-2017, mediante el uso de un modelo de parámetros cambiantes de vectores autoregresivos (TVP-VAR). El estudio busca presentar como diversos choques internacionales y entornos económicos podrían promover o desincentivar ...
openaire +1 more source
The international spill over effect of American economy on China's macro-economy based on MCMC-Gibbs sampling algorithm. [PDF]
PLoS One, 2023 Hu J.
europepmc +1 more source
The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model [PDF]
Interest rates in several countries have recently been decreased to exceptionally low levels and a Quantitative Easing Monetary Policy (QEMP) has been adopted by most major central banks.
Moussa, Zakaria
core +1 more source
The impact of China's clean energy market on the market connectivity of rare earth industrial chain. [PDF]
PLoS OneLi J, Zhao Y, Dou S, Zhu Y, Xu D.
europepmc +1 more source
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
iScienceZhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. [PDF]
PLoS OnePeykani P +4 more
europepmc +1 more source
The Transmission of Nurse Employment Spillovers and Their Impact on Inpatient Care Quality: A Dynamic Connectedness Network Analysis. [PDF]
Risk Manag Healthc PolicyChen WY, Chen CY.
europepmc +1 more source