Results 121 to 130 of about 28,910 (183)
The Characteristics of Macroeconomic Shocks in the CFA Franc Zone [PDF]
CFA, VECM, monetary union ...
Fielding, David +2 more
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Agricultural Output and Economic Growth Nexus: A VECM Approach on Bangladesh
Journal of Agricultural SciencesAgriculture is the engine of an economy. In Bangladesh, 50% of the entire laborer force is employed in farming, and around 87% of rural families depend on agriculture for any part of their wages.
Zobayer Ahmed +3 more
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Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study [PDF]
Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships.
George Athanasopoulos +2 more
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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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Dynamics of U.S. House Prices : A VECM Approach
, 2020 This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. housing market, using fundamental underlying macroeconomic factors. For this, in line with the empirical literature, a vector error-correction model is employed.
openaire +1 more source
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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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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Inflation Targeting Macroeconomic Distortions and the Policy Reaction Function [PDF]
The paper examines the evolution of monetary policy design in Australia over the past quarter of a century culminating recently in the adoption of an inflation targeting approach through the institutional mechanism of CBI (Central Bank Independence ...
Prof. Neil D. Karunaratne
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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
Finance and growth in a small open emerging market [PDF]
This study contributes to the debate on financial development and economic growth in Malaysia using quarterly observations for a sample period from 1980 to 2002. It utilises a battery of financial indicators.
Azman-Saini, W.N.W. +2 more
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