Results 111 to 120 of about 1,779,916 (322)

A Structural Vector Autoregression Model of Monetary Policy in Australia [PDF]

This paper examines the effects of monetary policy in Australia using a small structural vector autoregression model. The model we use is a modification of the small open economy model developed for the G6 economies (the G7 less the United States) by Kim
Graham Voss, Andrea Brischetto
core  

Supplementary appendix to "noncausal vector autoregression" [PDF]

, 2012
This is a supplementary appendix to "Noncausal Vector Autoregression"
Saikkonen, Pentti, Lanne, Markku
core  

Vector autoregression: Useful in rare diseases?-Predicting organ response patterns in a rare case of secondary AA amyloidosis. [PDF]

PLoS One, 2023
Ihne-Schubert SM, Kircher M, Werner RA, Lapa C, Einsele H, Geier A, Schubert T.   +6 more
europepmc   +1 more source

Long‐run confidence: Estimating uncertainty when using long‐run multipliers

American Journal of Political Science, EarlyView.
Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley   +1 more source

A bleak outlook for the U.S. economy [PDF]

Economic activity in the United States has been growing more slowly than average for the past three years, and it is not likely to speed up soon. The slow growth has been due primarily to pessimism among consumers about their long-run personal income ...
David E. Runkle
core  

Consumption, investment and unemployment: SVAR tests of the effects of changes in the consumption-saving pattern

Cogent Economics & Finance, 2014
In this paper, we provide evidence supporting the hypothesis that permanent shifts in the consumption-saving pattern will have permanent effects on investment, with subsequent consequences for the unemployment rate, by estimating a structural vector ...
Roberto Bande-Ramudo, Manuel Fernandez-Grela, Dolores Riveiro-Garcia   +2 more
doaj   +1 more source

The causality between inflation and unemployment: the Indonesian evidence

Business: Theory and Practice, 2019
Two closely watched indicators of economic performance are inflation and unemployment. This study empirically analyzes the causality between inflation and unemployment in Indonesia during 1984 to 2017.
Gatot Sasongko, Andrian Dolfriandra Huruta   +1 more
doaj   +1 more source

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

Business Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani, Zaineb Hlioui, Marwa Zouawi   +2 more
wiley   +1 more source

Market efficiency assessment for multiple exchanges of cryptocurrencies [PDF]

REGE Revista de Gestão
Purpose – This study aims to analyze the efficient market hypothesis (EMH) of cryptocurrencies on multiple platforms by observing whether there is a discrepancy in the levels of efficiency between different exchanges.
Orlando Telles Souza, João Vinícius França Carvalho   +1 more
doaj   +1 more source

Vector Autoregression for Forecasting the Number of COVID-19 Cases and Analyzing Behavioral Indicators in the Philippines: Ecologic Time-Trend Study. [PDF]

JMIR Form Res, 2023
Latorre AAE, Nakamura K, Seino K, Hasegawa T.   +3 more
europepmc   +1 more source