Results 51 to 60 of about 2,848 (204)
Humanities & Social Sciences CommunicationsThe housing markets in districts across the United Kingdom (UK) co-move over time. We use the dynamic factor model to decompose the co-movement in house prices of the smallest possible geographical unit into national, regional, and idiosyncratic factors.
Oguzhan Cepni +2 more
doaj +1 more source
Risk spillovers between the S&P500, green bonds, real estate, oil market, and dollar index June 2022 [PDF]
Iranian Journal of FinanceOne of the main concepts in finance is portfolio diversification and optimization. Typically, investors use the risk and return approach to diversify their portfolios. However, risk spillovers and market connectivity should also be considered when making
Hamid Jamshidi, Alimohammad Ghanbari
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
TÜRKİYE’DE BERNANKE- BLINDER MAL KREDİ (CC) YAKLAŞIMININ TVP VAR TEKNİĞİ İLE ANALİZİ
Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2017 Bu calismanin amaci Bernanke ve Blinder (1988)’in Mal-Kredi (CC) yaklasiminin, Turkiye’de parasal aktarim mekanizmasinin kredi kanali cercevesinde analiz edilmesidir. Calismada para politikasinin kredi kanali ile meydana getirdigi etkiler zamana gore degisen parametreli VAR (TVP-VAR) teknigi ile ceyreklik verilerle 1992Q1-2016Q1 donemi icin ...
TÜZÜN, Osman +2 more
openaire +4 more sources
Forecasting Related Time Series
Journal of Applied Econometrics, EarlyView.ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley +1 more source
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy [PDF]
This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters
Jouchi Nakajima +2 more
core +3 more sources
On the evolution of monetary policy [PDF]
, 2007 This paper investigates the evolution of monetary policy in the U.S. using a standard set of macroeconomic variables. Many recent papers have addressed the issue of whether the monetary transmission mechanism has changed (e.g.
Koop, G.M. +2 more
core +1 more source
Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell +3 more
wiley +1 more source
Effects of oil shocks on EMU exports: technological level differences
Review of Economic Perspectives, 2017 This article provides some new empirical perspectives on the relationship between oil-market fluctuations and technological structure of EMU export.
Hodula Martin, Vahalík Bohdan
doaj +1 more source
Dynamic spillovers between climate risk, energy transition, and sustainable finance: implications for financial markets [PDF]
International Journal of Climate Change Strategies and ManagementPurposeThe purpose of this paper is to analyze the dynamic interconnections and spillover effects among climate risk, carbon emissions, renewable and nonrenewable energy markets and sustainable finance instruments over time and across different market ...
Dhoha Mellouli
doaj +1 more source