Estimating a VECM for a small open economy
, 2018 One of the most popular ways to model macro economic variables is bythe vector error correction model (VECM). Besides forecasting and testing ofhypotheses, the VECM is often used for calculating impulse responses, whichdescribe how shocks today aect the variables in the future.
Ankargren, Sebastian, Lyhagen, Johan
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The hidden carbon impact of animal disease. [PDF]
PLoS One, 2023 Soliman T, Barnes A, Helgesen IS.
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The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond [PDF]
A large literature suggests that standard exchange rate models cannot outperform a random walk forecast and that the forward rate is not an optimal predictor of the spot rate.
Giorgio Valente +3 more
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Consumer credit analysis: a VAR/VECM methodology
, 2019 The main objective of this dissertation is to present an empirical analysis that is able to describe the credit channel for households in Portugal, focusing on the disparities caused by the 2008 crisis. For this purpose, it was analysed a set of four times series including GDP (GDP), 3 months Euribor rate (EURIBOR), Inflation Rate (CPI) and Households ...
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Business fixed investment and credit market frictions. A VECM approach for Hungary [PDF]
The aim of this paper is to model the interaction between the loan market and real activity, while financial frictions are explicitly taken into account. The econometric methodology used is VECM.
Marianna Endrész
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Industrialization, globalization, ICT, and environmental degradation in Malaysia: A frequency domain analysis. [PDF]
Heliyon, 2023 Ehigiamusoe KU +3 more
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A Markov-switching vector equilibrium correction model of the UK labour market [PDF]
There is a wide literature on the dynamic adjustment of employment and its relationship with the business cycle. Our aim is to propose a statistical model that offers a congruent representation of post-war UK labour market.
Krolzig, Hans-Martin +2 more
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Energy Consumption and Economic Growth In Turkey: An Empirical Analysis
Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2014 Energy is one of the most important fundamental inputs of the economy and social life. Globally; increasing population, economic growth, urbanization, and technological developments have been increasing energy needs of countries. However, the fact that
Nurgün Topallı, Mehmet Alagöz
doaj
Nexus between inflation, income inequality, and economic growth in Ethiopia. [PDF]
PLoS One, 2023 Ali AK, Asfaw DM.
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AI readiness, STEM education, economic growth, and climate transition in China: a long-run systems analysis. [PDF]
Sci RepLiu S, Xu M, Xiang X.
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