Results 81 to 90 of about 3,856 (236)
Investigating the spillover effect of traditional and modern currency market with the Tehran Stock Exchange index [PDF]
فصلنامه بورس اوراق بهادارThe aim of the study is to investigate The spillover effects of traditional and new financial markets (stock market, cryptocurrency and foreign exchange) by VAR model during the period of 5/2/2012 to 10/1/2023. Knowing the relationships between financial
shima javaheri, AHMAD Shabani
doaj +1 more source
Small open economies and external shocks: an application of Bayesian global vector autoregression model. [PDF]
Qual Quant, 2023 Onipede SF, Bashir NA, Abubakar J.
europepmc +1 more source
Striking a Bargain: Narrative Identification of Wage Bargaining Shocks
Journal of Applied Econometrics, EarlyView.ABSTRACT Wage markup shocks, an important driver of business cycles, are hard to pin down. We quantify the importance of exogenous variation in wage bargaining power, one source of those shocks, from German minimum wage introduction episodes and strikes. This disciplines the impulse responses of unemployment and output, and sharpens inference for other
Žymantas Budrys +2 more
wiley +1 more source
ANALISIS STABILITAS MODEL VECTOR AUTOREGRESSION (VAR) PADA DATA SUKU BUNGA BI DAN INFLASI
Jurnal LebesgueThis study aims to analyze the stability of the Vector Autoregression (VAR) model using data on inflation and Bank Indonesia (BI) interest rates. The VAR model is a widely used econometric method for analyzing dynamic relationships between macroeconomic ...
Desty Rakhmawati
doaj +1 more source
Agricultural Economics (AGRICECON), 2019 Average consumption propensity (ACP) and average food consumption propensity (AFCP) are important indices for implementing macroeconomic and food policies.
Byeong-Il Ahn
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Economic policy uncertainty, investor sentiment and financial stability-an empirical study based on the time varying parameter-vector autoregression model. [PDF]
J Econ Interact Coord, 2022 Qi XZ, Ning Z, Qin M.
europepmc +1 more source
The Formation of Islamic REIT Prices in Malaysia: Analyses of Linkages and Transmissions
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT This paper examines the linkages and transmissions of five Islamic‐real estate investment trusts (I‐REITs) listed on the Kuala Lumpur stock exchange in Malaysia. In general, the five I‐REITs do not co‐move and are not linked. When the price linkage of each I‐REIT is analyzed, however, two of them, KLCC and AME, co‐move.
Takayasu Ito
wiley +1 more source
International Review of Economics & FinanceWe construct the Mixed-Frequency Vector Autoregression of Frequency Domain Decomposition model, labeled as MF-VAR-FDD, to investigates the risk spillovers between financial market and the macroeconomic sectors.
Mengting Li +3 more
doaj +1 more source
SAGE Open, 2018 Daily high/low and close/open prices are the key parameters of candlestick approach in technical analysis. Besides, the price spreads are also important as they represent an upward or a downward trend.
Samet Gunay
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JCPP Advances, EarlyView.Abstract Background Understanding symptom patterns of emerging psychopathology is essential for early detection and intervention. Network analysis offers a promising approach by conceptualizing emerging psychopathology as dynamic interactions between symptoms over time.
Xenia A. Häfeli +3 more
wiley +1 more source