Results 31 to 40 of about 24,674,854 (304)
Journal of Economic Dynamics and Control, 2018 The globalization process leads to increasing synchronization of business cycles among different countries. As a consequence, many policy makers and Central Banks are afraid of vulnerabilities of their countries arising from external risk drivers.
Pu Chen, W. Semmler
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Subgrouping with Chain Graphical VAR Models
Multivariate Behavioral Research, 2022 Recent years have seen the emergence of an "idio-thetic" class of methods to bridge the gap between nomothetic and idiographic inference. These methods describe nomothetic trends in idiographic processes by pooling intraindividual information across individuals to inform group-level inference or vice versa.
Jonathan J. Park +3 more
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Asymmetric Effects of Oil Shocks on Government Expenditures and Investment: An Application of Murk Rule [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2013 Oil revenues play an important role in the political economy of Iran. In this study we analyze the asymmetric effects of oil price shocks on government expenditures and investment for the period of 1978-2008.
Mir Hossein Mousavi, Fatemeh Sorkhe-Dehi
doaj
A Gibbs Simulator for Restricted VAR Models [PDF]
SSRN Electronic Journal, 2000 Many economic applications call for simultaneous equations VAR modeling. We show that the existing importance sampler can be prohibitively inefficient for this type of models. We develop a Gibbs simulator that works for both simultaneous and recursive VAR models with a much broader range of linear restrictions than those in the existing literature.
Daniel F. Waggoner, Tao Zha
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The Impacts of Nominal Shocks on Real Wage of Industrial Sector in Iran [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2011 In this research ,the impacts of nominal shocks (money supply) on real wage in the industrial sector of Iran has been investigated for period 1981-2008. The model that we have used in this study is Vector Autoregressive Model.According to the results of
Somayeh Khanjari, Masud Homayounifar
doaj
Makroekonomik değişkenlerin BIST turizm endeksi üzerindeki etkisinin incelenmesi
Sakarya Üniversitesi İşletme Enstitüsü Dergisi, 2021 Bu çalışmanın amacı BIST Turizm endeksi, USD/TL, faiz oranı ve petrol fiyatları arasındaki karşılıklı ilişkiyi araştırmaktır. Çalışmada Ocak2008-Aralık 2020 dönemi aylık verileri kullanılmıştır.
Özge Demirkale, Esin Nesrin Can
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, 2017 Rice as one of the strategic commodities has an important role in the life of Indonesian society. This is cause of rice is the main food of the Indonesian nation.
Wiwik Anggraeni +3 more
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The Effect of Financial Markets Volatilities on Oil Market; An Emphasis on 2008 Financial Crisis [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2019 The significance of oil market and its impact on economic growth in oil-exporting and oil-consuming countries has led to examination of factors affecting it in different studies.
abbas shakeri +2 more
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Monetary Policy Misspecification in VAR Models [PDF]
SSRN Electronic Journal, 2000 We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecification is substantial: short run coefficients often have wrong signs; impulse responses and variance ...
Fabio Canova, Joaquim Pires Pina
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Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis [PDF]
Journal of Asset Management and FinancingThe behavioral finance perspective posits that fluctuations in security prices are significantly influenced by investors' emotional responses, which can, in turn, affect stock returns.
Mohammad Javad Zare Bahnamiri +2 more
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