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Structural Panel VARs
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Cited by:
- Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2021.
"Interdependence between monetary policy and asset prices in ASEAN-5 countries,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Solikin M. Juhro & Bernard N. Iyke & Paresh K. Narayan, 2020. "Interdependence Between Monetary Policy And Asset Prices In Asean-5 Countries," Working Papers WP/01/2020, Bank Indonesia.
- Ibrahim Ayoade Adekunle & Sheriffdeen Adewale Tella & Oluwaseyi Adedayo Adelowokan, 2021. "Macroeconomic policy volatility and household consumption in Africa," SN Business & Economics, Springer, vol. 1(3), pages 1-22, March.
- Zhang, Yixiang & Xiong, Yali & Li, Feng & Cheng, Jinhua & Yue, Xiaochen, 2020. "Environmental regulation, capital output and energy efficiency in China: An empirical research based on integrated energy prices," Energy Policy, Elsevier, vol. 146(C).
- Colesanti Senni, Chiara & Goel, Skand & von Jagow, Adrian, 2024. "Economic and financial consequences of water risks: The case of hydropower," Ecological Economics, Elsevier, vol. 218(C).
- Nina Biljanovska & Francesco Grigoli & Martina Hengge, 2021.
"Fear thy neighbor: Spillovers from economic policy uncertainty,"
Review of International Economics, Wiley Blackwell, vol. 29(2), pages 409-438, May.
- Nina Biljanovska & Mr. Francesco Grigoli & Martina Hengge, 2017. "Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty," IMF Working Papers 2017/240, International Monetary Fund.
- Na Hao & Peter Pedroni & Gregory Colson & Michael Wetzstein, 2017.
"The linkage between the U.S. ethanol market and developing countries’ maize prices: a panel SVAR analysis,"
Agricultural Economics, International Association of Agricultural Economists, vol. 48(5), pages 629-638, September.
- Hao, Na & Colson, Greg & Wetzstein, Michael, 2015. "U.S. Ethanol Demand and World Hunger: Is There Any Connection?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205580, Agricultural and Applied Economics Association.
- Xinxin Wang & Zeshui Xu & Yong Qin & Marinko Skare, 2023. "The global impact of financial development on renewable energy in a panel structural vector autoregression analysis," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(3), pages 1364-1383, June.
- Barajas, Adolfo & Chami, Ralph & Ebeke, Christian & Oeking, Anne, 2018.
"What's different about monetary policy transmission in remittance-dependent countries?,"
Journal of Development Economics, Elsevier, vol. 134(C), pages 272-288.
- Mr. Adolfo Barajas & Mr. Ralph Chami & Mr. Christian H Ebeke & Anne Oeking, 2016. "What’s Different about Monetary Policy Transmission in Remittance-Dependent Countries?," IMF Working Papers 2016/044, International Monetary Fund.
- Timilsina,Govinda R. & Stern,David S. & Das,Debasish Kumar, 2021. "How Much Does Physical Infrastructure Contribute to Economic Growth ? An Empirical Analysis," Policy Research Working Paper Series 9888, The World Bank.
- Marco Capasso & Koen Frenken & Tania Treibich, 2017. "Sectoral co-movements of employment growth at regional level," Economic Systems Research, Taylor & Francis Journals, vol. 29(1), pages 82-104, January.
- Dakpoulé Da & Mahamadou Diarra, 2023. "Effect of International Commodity Price Shocks on Public Finances in Africa," Public Finance Review, , vol. 51(2), pages 236-261, March.
- Rui Mao & Mengying Xing & Xiaohua Yu, 2021.
"Quality response to real exchange rate shocks: A panel SVAR analysis on China's agricultural exports,"
Agricultural Economics, International Association of Agricultural Economists, vol. 52(5), pages 719-731, September.
- Mao, Rui & Xing, Mengying & Yu, Xiaohua, 2020. "The Quality Response to Real Exchange Rate Shocks: A Panel SVAR Analysis on China’s Agricultural Exports," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 303693, Agricultural and Applied Economics Association.
- Gahn, Santiago José, 2021. "On the adjustment of capacity utilisation to aggregate demand: Revisiting an old Sraffian critique to the Neo-Kaleckian model," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 325-360.
- Mishra, Prachi & Montiel, Peter & Pedroni, Peter & Spilimbergo, Antonio, 2014.
"Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates,"
Journal of Development Economics, Elsevier, vol. 111(C), pages 117-131.
- Montiel, Peter J & Spilimbergo, Antonio & Mishra, Prachi & Pedroni, Peter, 2014. "Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates," CEPR Discussion Papers 10230, C.E.P.R. Discussion Papers.
- Santiago J. Gahn, 2022. "Towards an explanation of a declining trend in capacity utilisation in the US economy," Working Papers PKWP2214, Post Keynesian Economics Society (PKES).
- Leyla Mammadova & Aytan Mammadova & Fuad Mammadov & Leyla Yusifzada, 2016.
"Determinants of Depositors’ Behaviour: Heterogeneous Panel Estimates,"
Working Papers
1603, Central Bank of Azerbaijan Republic.
- Mammadova, Aytan & Mammadova, Leyla & Mammadov, Fuad & Yusifzade, Leyla, 2016. "Determinants of depositors’ behaviour: Heterogeneous panel estimates," MPRA Paper 72159, University Library of Munich, Germany.
- Matteo Deleidi & Claudia Fontanari & Santiago José Gahn, 2023.
"Autonomous demand and technical change: exploring the Kaldor–Verdoorn law on a global level,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(1), pages 57-80, April.
- Matteo Deleidi & Claudia Fontanari & Santiago J. Gahn, 2022. "Autonomous Demand and Technical Change: Exploring the Kaldor-Verdoorn Law on a Global Level," Working Papers PKWP2212, Post Keynesian Economics Society (PKES).
- Škare, Marinko & Soriano, Domingo Riberio & Porada-Rochoń, Małgorzata, 2021. "Impact of COVID-19 on the travel and tourism industry," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
- Anayochukwu Basil Chukwu & Adeolu O. Adewuyi, 2024. "Foreign direct investment, sectoral output performance and poverty in Africa: Evidence from panel structural vector autoregressive and threshold regression models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2665-2698, July.
- Jeleta Kebede & Saroja Selvanathan & Athula Naranpanawa, 2024. "Financial inclusion and monetary policy effectiveness in a monetary union: Heterogenous panel approach," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 32(3), pages 779-805, July.
- Gamtessa, Samuel & Olani, Adugna Berhanu, 2018. "Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications," Energy Economics, Elsevier, vol. 72(C), pages 650-666.
- Levy, Antoine & Ricci, Luca Antonio & Werner, Alejandro, 2020.
"The Sources of Fiscal Fluctuations,"
CEPR Discussion Papers
15450, C.E.P.R. Discussion Papers.
- Antoine Levy & Mr. Luca A Ricci & Alejandro M. Werner, 2020. "The Sources of Fiscal Fluctuations," IMF Working Papers 2020/220, International Monetary Fund.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
- Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
- BIKAI, J. Landry & BATOUMEN M., Hardit & FOSSOUO, Armand, 2016. "Determinants of inflation in CEMAC: the role of money," MPRA Paper 89111, University Library of Munich, Germany.
- Betül Mutlugün, 2022. "Endogenous income distribution and aggregate demand: Empirical evidence from heterogeneous panel structural vector autoregression," Metroeconomica, Wiley Blackwell, vol. 73(2), pages 583-637, May.
- Peter J. Montiel & Peter Pedroni, 2019.
"Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR,"
Open Economies Review, Springer, vol. 30(1), pages 1-18, February.
- Peter J. Montiel & Peter Pedroni, 2018. "Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR," Department of Economics Working Papers 2018-08, Department of Economics, Williams College.
- Fan, Xuecheng & Xu, Zeshui & Qin, Yong & Škare, Marinko, 2023. "Quantifying the short- and long-run impact of inflation-related price volatility on knowledge asset investment," Journal of Business Research, Elsevier, vol. 165(C).
- Matteo Deleidi & Davide Romaniello & Francesca Tosi, 2021. "Quantifying fiscal multipliers in Italy: A Panel SVAR analysis using regional data," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1158-1177, October.
- Enkhzaya Demid, 2021. "Heterogeneity in the Relationship Between NPLs and Real Economy: Evidence from the Mongolian Banking System," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 133-155.
- Mammadov, Fuad, 2014. "Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis," MPRA Paper 65572, University Library of Munich, Germany.
- Ngomba Bodi, Francis Ghislain, 2018. "Contributions relatives des chocs de demande agrégée et d’offre agrégée aux fluctuations de la croissance réelle en zone CEMAC [Relative contributions of aggregate demand and supply shocks to busin," MPRA Paper 116376, University Library of Munich, Germany.
- Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M., 2016. "Fiscal and monetary policies in the BRICS: A panel VAR approach," Economic Modelling, Elsevier, vol. 58(C), pages 535-542.
- French, Joseph J. & Shin, Seungho & Gurdgiev, Constantin & Naka, Atsuyuki, 2024. "Uncertainty and international fund flows: A cross-country analysis," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Peter Pedroni, 2018. "Panel Cointegration Techniques and Open Challenges," Department of Economics Working Papers 2018-09, Department of Economics, Williams College.
- Yves, Togba Boboy & Yoon, Seong-Min, 2018. "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper 87141, University Library of Munich, Germany.
- Zongsen Zou & Xiuling Wang & Dengtian Feng, 2020. "Adhere to the rules or be discretionary? Empirical evidence from the euro area," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 501-525, April.
- Jiehong Zhou & Yu Wang & Rui Mao, 2019. "Dynamic and spillover effects of USA import refusals on China's agricultural trade: Evidence from monthly data," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(9), pages 425-434.
- Carlos Góes, 2016. "Testing Piketty’s Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics," IMF Working Papers 2016/160, International Monetary Fund.
- Kiemo, Samuel & Talam, Camilla & Rugiri, Irene W., 2022. "Bank capital, credit risk and financial stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 57, Kenya Bankers Association (KBA).
- Antonio Focacci & Angelo Focacci & Alessandro Faenza, 2024. "The lens of the quantity theory of money to disentangle the perceived relationship between money growth and inflation: a PSVAR approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 571-595, September.
- Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.
- Xiangjun Wu & Juan Xu, 2021. "Drivers of food price in China: A heterogeneous panel SVAR approach," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 67-79, January.