Interdependence of Industrial Production Index and capital market in Croatia: VAR model
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- Nataša Erjavec & Petar Soriæ & Mirjana Èižmešija, 2016. "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 555-579.
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More about this item
Keywords
VAR model; causality; industrial production; CROBEX; the exchange rate.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-09-26 (Macroeconomics)
- NEP-TRA-2015-09-26 (Transition Economics)
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