Bibliografías temáticas / Generalized Impulse Response Functions / Artículos de revistas
Siga este enlace para ver otros tipos de publicaciones sobre el tema: Generalized Impulse Response Functions.

Artículos de revistas sobre el tema "Generalized Impulse Response Functions"

Autor: Grafiati
Publicado: 11 de marzo de 2023

Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros

Elija tipo de fuente:

Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Generalized Impulse Response Functions".

Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.

También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.

Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.

1

Karamé, F. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR." Economics Letters 117, no. 1 (2012): 230–34. http://dx.doi.org/10.1016/j.econlet.2012.04.089.

Texto completo
Los estilos APA, Harvard, Vancouver, ISO, etc.
2

Bação, Pedro, António Portugal Duarte, Helder Sebastião, and Srdjan Redzepagic. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?" Scientific Annals of Economics and Business 65, no. 2 (2018): 97–117. http://dx.doi.org/10.2478/saeb-2018-0013.

Texto completo
Resumen
Abstract This paper investigates the information transmission between the most important cryptocurrencies - Bitcoin, Litecoin, Ripple, Ethereum and Bitcoin Cash. We use a VAR modelling approach, upon which the Geweke’s feedback measures and generalized impulse response functions are computed. This methodology allows us to fully characterize the direction, intensity and persistence of information flows between cryptocurrencies. At this data granularity, most of information transmission is contemporaneous. However, it seems that there are some lagged feedback effects, mainly from other cryptocur
Los estilos APA, Harvard, Vancouver, ISO, etc.
3

Al-Shayeb, Abdulrahman, and Abdulnasser Hatemi-J. "Trade openness and economic development in the UAE: an asymmetric approach." Journal of Economic Studies 43, no. 4 (2016): 587–97. http://dx.doi.org/10.1108/jes-06-2015-0094.

Texto completo
Resumen
Purpose The purpose of this paper is to offer a review of the trade policy in the UAE. It also investigates the dynamic interaction between trade openness and GDP per capita in this emerging economy. Design/methodology/approach The asymmetric generalized impulse response functions and the asymmetric causality tests developed by Hatemi-J are used. Findings The results from asymmetric generalized impulse response functions indicate that a positive permanent shock in the trade openness results in a significant positive response in the cumulative sum of the positive component of the GDP per capita
Los estilos APA, Harvard, Vancouver, ISO, etc.
4

Hatemi-J, Abdulnasser, and Youssef El-Khatib. "The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach." Journal of Economic Studies 47, no. 7 (2020): 1579–89. http://dx.doi.org/10.1108/jes-06-2019-0266.

Texto completo
Resumen
PurposeThis paper investigates the dynamic relationship between the trade-weighted dollar exchange rates and the oil prices in the world market. Monthly data during 1980–2017 are used for this purpose.Design/methodology/approachThe symmetric and asymmetric generalized impulse response functions are estimated for these important economic indicators.FindingsThe empirical findings show that if the dollar rate increases (i.e. the dollar depreciates), the oil price will increase. The reverse relationship is also supported empirically meaning that an increase in the oil price will results in a signi
Los estilos APA, Harvard, Vancouver, ISO, etc.
5

YANG, Zi-Jiang, Teruo TSUJI, and Takaya SHONO. "Impulse Response Identification of Continuous Systems Using Generalized Radial Basis Function Networks." Transactions of the Society of Instrument and Control Engineers 31, no. 1 (1995): 14–21. http://dx.doi.org/10.9746/sicetr1965.31.14.

Texto completo
Los estilos APA, Harvard, Vancouver, ISO, etc.
6

Alvarez, Fernando, Francesco Lippi, and Aleksei Oskolkov. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions." Quarterly Journal of Economics 137, no. 2 (2021): 989–1038. http://dx.doi.org/10.1093/qje/qjab042.

Texto completo
Resumen
Abstract We give a full analytic characterization of a large class of sticky-price models where the firm’s price-setting behavior is described by a generalized hazard function. Such a function allows for a vast variety of empirical hazards to be fitted. This setup is microfounded by random adjustment costs, as in Caballero and Engel (1999), or by information frictions, as in Woodford (2009). We establish two main results. First, we show how to identify all the primitives of the model, including the distribution of the fundamental adjustment costs and the implied generalized hazard function, us
Los estilos APA, Harvard, Vancouver, ISO, etc.
7

Nuru, Naser Yenus, and Hiluf Techane Gidey. "THE EFFECT OF EXCHANGE RATE UNCERTAINTY ON DOMESTIC INVESTMENT IN ETHIOPIA." INDIAN JOURNAL OF FINANCE AND ECONOMICS 3, no. 1 (2022): 91–102. http://dx.doi.org/10.47509/ijfe.2022.v03i01.07.

Texto completo
Resumen
There is no yet clear theoretical and empirical consensus on the relationship between exchange rate uncertainty and domestic investment. The main purpose of this study, therefore, is to examine the effect of real effective exchange rate uncertainty on domestic investment for the Ethiopian economy over the sample period 1992Q1- 2016Q1. To address this objective, Jordà’s (2005) local projection method is employed and generalized impulse response functions are generated in this study. The impulse response functions exhibit that one standard deviation shock in exchange rate uncertainty stimulates
Los estilos APA, Harvard, Vancouver, ISO, etc.
8

Rahman, Sajjadur, and Apostolos Serletis. "THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS." Macroeconomic Dynamics 15, S3 (2011): 437–71. http://dx.doi.org/10.1017/s1365100511000204.

Texto completo
Resumen
In this paper we investigate the effects of oil price uncertainty and its asymmetry on real economic activity in the United States, in the context of a bivariate vector autoregression with GARCH-in-mean errors. The model allows for the possibilities of spillovers and asymmetries in the variance–covariance structure for real output growth and the change in the real price of oil. Our measure of oil price uncertainty is the conditional variance of the oil price–change forecast error. We isolate the effects of volatility in the change in the price of oil and its asymmetry on output growth and empl
Los estilos APA, Harvard, Vancouver, ISO, etc.
9

Dugda, Mulugeta, and Farzad Moazzami. "Generalized Pattern Search Algorithm for Crustal Modeling." Computation 8, no. 4 (2020): 105. http://dx.doi.org/10.3390/computation8040105.

Texto completo
Resumen
In computational seismology, receiver functions represent the impulse response for the earth structure beneath a seismic station and, in general, these are functionals that show several seismic phases in the time-domain related to discontinuities within the crust and the upper mantle. This paper introduces a new technique called generalized pattern search (GPS) for inverting receiver functions to obtain the depth of the crust–mantle discontinuity, i.e., the crustal thickness H, and the ratio of crustal P-wave velocity Vp to S-wave velocity Vs. In particular, the GPS technique, which is a direc
Los estilos APA, Harvard, Vancouver, ISO, etc.
10

Šumichrast, L’Ubomír. "Unified approach to the impulse response and green function in the circuit and field theory, part I: one–dimensional case." Journal of Electrical Engineering 63, no. 5 (2012): 273–80. http://dx.doi.org/10.2478/v10187-012-0040-8.

Texto completo
Resumen
In the circuit theory the concept of the impulse response of a linear system due to its excitation by the Dirac delta function ƍ(t) together with the convolution principle is widely used and accepted. The rigorous theory of symbolic functions, sometimes called distributions, where also the delta function belongs, is rather abstract and requires subtle mathematical tools [1], [2], [3], [4]. Nevertheless, the most people intuitively well understand the delta function as a derivative of the (Heaviside) unit step function 1(t) without too much mathematical rigor. The concept of the impulse respons
Los estilos APA, Harvard, Vancouver, ISO, etc.
11

LEE, KEUNHWA, YOUNGMIN CHU, and WOOJAE SEONG. "GEOMETRICAL RAY-BUNDLE REVERBERATION MODELING." Journal of Computational Acoustics 21, no. 03 (2013): 1350011. http://dx.doi.org/10.1142/s0218396x13500112.

Texto completo
Resumen
The classical ray approach for monostatic ocean boundary reverberation has been re-examined based on a geometrical ray-bundle concept. In this new formulation, the impulse response for the averaged scattering intensity is expressed by a simple function consisting of continuous ray-bundle quantities with respect to the time, and which can be regarded as a generalized function for ray-based reverberation in a boundary cell. To numerically evaluate this impulse response, a zeroth- and a first-order polynomial interpolation method are respectively applied to approximate the ray-bundle quantities.
Los estilos APA, Harvard, Vancouver, ISO, etc.
12

Khan, Muhammad Arshad, and Ayaz Ahmed. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis." Pakistan Development Review 50, no. 4II (2011): 491–511. http://dx.doi.org/10.30541/v50i4iipp.491-511.

Texto completo
Resumen
This study examines the transmission channels through which the global food and oil price shocks affects selected macroeconomic variables including inflation rate, output, money balances, interest rate and real effective exchange rate for Pakistan using monthly data over the period 1990M1-2011M7. An empirical analysis is carried out by employing structural vector autoregressive (SVAR) framework. Generalised Impulse Response Functions and Generalised Forecast Variance Decompositions are employed to track the impact of oil and food price shocks to Pakistan‘s economy. Results suggest that oil pri
Los estilos APA, Harvard, Vancouver, ISO, etc.
13

Rahim, Shafinah, and Fatin Nur Nadia Bakar. "The impact of selected macro variables on child labor in Indonesia." Journal of Emerging Economies and Islamic Research 5, no. 3 (2017): 21. http://dx.doi.org/10.24191/jeeir.v5i3.8828.

Texto completo
Resumen
This study investigates the impact of government expenditure, household expenditure and adult unemployment on child labour in Indonesia between 1985 and 2014. The data from the World Bank Indicators tested using Johansen &Juselius Cointegration (J&J), Vector Error Correction Model (VECM), Granger Causality, Generalized Variance Decomposition (GVDCs) and Generalized Impulse Response Functions (GIRFs) show thatthere are long run and short run relationships between the variables. Hence,the need to improve on policiesrelating to encouraging children to attend school without affecting their
Los estilos APA, Harvard, Vancouver, ISO, etc.
14

Grebenuk, G., and M. Veshkin. "Internal friction influence on the calculation results and rod system optimization under impulse action." Journal of Physics: Conference Series 2131, no. 3 (2021): 032086. http://dx.doi.org/10.1088/1742-6596/2131/3/032086.

Texto completo
Resumen
Abstract An algorithm for calculating elastic rod systems under the action of impulse loads, using a complex model of internal friction in the material, has been developed and implemented in software. Very short (instantaneous) and extended in time impulses are considered as variants of impulse action. The importance of taking into account the vibration energy dissipation due to internal friction in the material of the structure is shown, considering impulse effects. The implemented software module is used to calculate the dynamic responses of the system in the search for the optimal solution
Los estilos APA, Harvard, Vancouver, ISO, etc.
15

Wang, Wenbo, Dieu Thanh Le, and Hail Park. "Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects." Sustainability 12, no. 7 (2020): 2913. http://dx.doi.org/10.3390/su12072913.

Texto completo
Resumen
Owing to the country’s heavy reliance on exports, the role of foreign exchange intervention in South Korea’s economic development is self-evident. The effectiveness of the intervention is what we are concerned with in this paper. Recently, a growing body of literature has engaged in exploring the asymmetric effects of foreign exchange intervention both theoretically and empirically. Against this background, we employ a threshold vector autoregression (TVAR) model in parallel with its generalized impulse response functions (GIRFs) to show that there are asymmetric effects of the Bank of Korea (
Los estilos APA, Harvard, Vancouver, ISO, etc.
16

Khumalo, John. "Business confidence and inflation in South Africa: variance decomposition and GIRF analysis." Corporate Ownership and Control 11, no. 1 (2013): 864–71. http://dx.doi.org/10.22495/cocv11i1c10p4.

Texto completo
Resumen
The study empirically investigates how business confidence responds to inflation shock in South Africa using the quarterly time series data spanning the period 1993Q1 – 2013Q1. The variance decomposition revealed that although inflation accounted for about 2 percent in the initial stages, it did account for about 27 percent to shocks in business confidence at later stages. The Generalized Impulse Response Functions (GIRF) also confirmed that inflation uncertainty does cause some negative shocks on how business managers/owners perceive the future of their business prospects. These results show
Los estilos APA, Harvard, Vancouver, ISO, etc.
17

Šumichrast, L’ubomír. "Unified approach to the impulse response and green function in the circuit and field theory part II : multi–dimensional case." Journal of Electrical Engineering 63, no. 6 (2012): 341–48. http://dx.doi.org/10.2478/v10187-012-0051-5.

Texto completo
Resumen
In the circuit theory the concept of the impulse response of a linear system due to its excitation by the Dirac delta function δ(t) together with the convolution principle is widely used and accepted. The rigorous theory of symbolic functions, sometimes called distributions, where also the delta function belongs, is rather abstract and requires subtle mathematical tools [1-4]. Nevertheless, the most people intuitively well understand the delta function as a derivative of the (Heaviside) unit step function 1(t) without too much mathematical rigor. In the previous part [5] the concept of the imp
Los estilos APA, Harvard, Vancouver, ISO, etc.
18

Juchem, Jasper, Amélie Chevalier, Kevin Dekemele, and Mia Loccufier. "First order plus fractional diffusive delay modeling: Interconnected discrete systems." Fractional Calculus and Applied Analysis 24, no. 5 (2021): 1535–58. http://dx.doi.org/10.1515/fca-2021-0064.

Texto completo
Resumen
Abstract This paper presents a novel First Order Plus Fractional Diffusive Delay (FOPFDD) model, capable of modeling delay dominant systems with high accuracy. The novelty of the FOPFDD is the Fractional Diffusive Delay (FDD) term, an exponential delay of non-integer order α, i.e. e −(Ls) α in Laplace domain. The special cases of α = 0.5 and α = 1 have already been investigated thoroughly. In this work α is generalized to any real number in the interval ]0, 1[. For α = 0.5, this term appears in the solution of distributed diffusion systems, which will serve as a source of inspiration for this
Los estilos APA, Harvard, Vancouver, ISO, etc.
19

El-Bakari, A., R. Dkiouak, A. Khamlichi, E. Jacquelin, and A. Limam. "Influence of mesh size and truncation order on reconstruction of impact force on composite elastic beams." International Review of Applied Sciences and Engineering 3, no. 2 (2012): 105–11. http://dx.doi.org/10.1556/irase.3.2012.2.3.

Texto completo
Resumen
Abstract Reconstructing impact forces can improve considerably structural health monitoring as the extent of damage can be better made out. In this work an inverse problem formulation to identify the pressure generated by a non punctual impact is investigated. Considering the case of linear elastic layered composite structures, reconstruction of impact pressure is performed through a finite element model of the structure and impulse response functions between the impact zone and sensors placed at known positions. Assuming that the pressure is uniform, reconstruction is carried out by regulariz
Los estilos APA, Harvard, Vancouver, ISO, etc.
20

FARAZ, NASEEM, and ZAINAB IFTIKHAR. "THE REGIONAL ASYMMETRIC RESPONSES TO CENTRAL BANK’S MONETARY POLICY IN PAKISTAN." Singapore Economic Review 65, no. 02 (2017): 351–64. http://dx.doi.org/10.1142/s0217590817500035.

Texto completo
Resumen
Literature on differential impacts of monetary policy across regions discusses several factors which may be responsible for asymmetrical effects of monetary policy. As far as Pakistan is concerned, limited evidence is available for both mechanism and impact of monetary policy. In this study, we examine asymmetries in responses of real output of provinces to central bank’s monetary policy in Pakistan. We also attempt to explore the potential sources of these asymmetries. The Structural Vector Autoregression (SVAR) model is employed to examine each province’s response to unanticipated monetary p
Los estilos APA, Harvard, Vancouver, ISO, etc.
21

Kan, Yoke Yue, and Markus Leibrecht. "Granger-causes of the Ringgit-US dollar exchange rate after 2005." Journal of Financial Economic Policy 12, no. 1 (2019): 77–96. http://dx.doi.org/10.1108/jfep-01-2019-0026.

Texto completo
Resumen
Purpose This study aims to investigate Granger-causal relations between the Ringgit-USD exchange rate and selected domestic and international economic variables after the flotation of the Ringgit beginning with 25 July 2005. Design/methodology/approach The study uses lag-augmented vector autoregression (LA-VAR) developed by Toda and Yamamoto (1995) to test for Granger-causality. To visualize short-run dynamics in the Malaysian Ringgit (RM)-USD exchange rate to shocks in predictor variables, generalized impulse-response functions (Pesaran and Shin, 1998) are derived from the estimated LA-VAR mo
Los estilos APA, Harvard, Vancouver, ISO, etc.
22

Younas, Muhammad. "Pakistan Monetary Policy in terms of Bank Lending and Asset Price Channels." Jinnah Business Review 8, no. 2 (2020): 97–115. http://dx.doi.org/10.53369/piau8954.

Texto completo
Resumen
Study in hand inspects the monetary policy transmission mechanisms in Pakistan with a special focus on bank lending and asset price channels. Monthly data over the period 2000M7-2016M12 are being used for the short run analysis of monetary policy. The lending and asset price transmission channels remain largely unexplored since financial reforms and pursuance of market-based monetary policy instruments. The empirical exploration is based on SVAR framework. The results show that the monetary aggregates targeting agenda is still operative in effecting the output and price level. Bank lending hav
Los estilos APA, Harvard, Vancouver, ISO, etc.
23

Demirhan, Erdal, and Banu Demirhan. "The dynamic effect of exchange-rate volatility on Turkish exports: Parsimonious error-correction model approach." Panoeconomicus 62, no. 4 (2015): 429–51. http://dx.doi.org/10.2298/pan1504429d.

Texto completo
Resumen
This paper aims to investigate the effect of exchange-rate stability on real export volume in Turkey, using monthly data for the period February 2001 to January 2010. The Johansen multivariate cointegration method and the parsimonious error-correction model are applied to determine long-run and short-run relationships between real export volume and its determinants. In this study, the conditional variance of the GARCH (1, 1) model is taken as a proxy for exchange-rate stability, and generalized impulse-response functions and variance-decomposition analyses are applied to analyze the dynamic ef
Los estilos APA, Harvard, Vancouver, ISO, etc.
24

Ubilava, David. "ON THE RELATIONSHIP BETWEEN FINANCIAL INSTABILITY AND ECONOMIC PERFORMANCE: STRESSING THE BUSINESS OF NONLINEAR MODELING." Macroeconomic Dynamics 23, no. 1 (2017): 80–100. http://dx.doi.org/10.1017/s1365100516001127.

Texto completo
Resumen
The recent global financial crisis and the subsequent recession have revitalized the discussion on causal interactions between financial and economic sectors. In this study, I apply the financial stress and the national activity indices–respectively developed by Federal Reserve Banks of Kansas City and Chicago–to investigate the impact of financial uncertainty on an overall economic performance. I examine nonlinear dynamics in a vector smooth transition autoregressive framework, and illustrate regime-dependent asymmetries in the financial and economic indices using the generalized impulse-resp
Los estilos APA, Harvard, Vancouver, ISO, etc.
25

Singh, Amanjot, and Manjit Singh. "Intertemporal risk-return relationship in BRIC equity markets after the US financial crisis." International Journal of Law and Management 59, no. 4 (2017): 547–70. http://dx.doi.org/10.1108/ijlma-12-2015-0065.

Texto completo
Resumen
PurposeThis paper aims to attempt to capture the intertemporal/time-varying risk–return relationship in the Brazil, Russia, India and China (BRIC) equity markets after the global financial crisis (2007-2009), i.e. during a relative calm period. There has been a significant increase in advanced economies’ equity allocations to the emerging markets ever since the financial crisis. So, the present study is an attempt to account for the said relationship, thereby justifying investments made by the international investors. MethodologyThe study uses non-linear models comprising asymmetric component
Los estilos APA, Harvard, Vancouver, ISO, etc.
26

Buckingham, Michael J. "The Causal Properties of the Compressional Wave in an Unconsolidated Marine Sediment." Journal of Theoretical and Computational Acoustics 28, no. 01 (2020): 2050003. http://dx.doi.org/10.1142/s2591728520500036.

Texto completo
Resumen
The Viscous Grain Shearing (VGS) theory predicts the existence of a compressional wave and a shear wave in an unconsolidated marine sediment. Although it is known that, subject to certain constraints, the shear wave satisfies causality, the causal nature of the compressional wave is less well understood. In this paper, the VGS compressional-wave speed and attenuation are examined in three frequency regimes, where it is shown that they follow approximately frequency power laws. It is then proved that the VGS propagation factor, which is a combination of the phase speed and attenuation, is a cau
Los estilos APA, Harvard, Vancouver, ISO, etc.
27

ELENES PLATONA, Iulia. "TRADE OPENNESS, INVESTMENT FREEDOM- SELECTED COUNTRY RISK INDICATORS, IMPACT ON FOREIGN DIRECT INVESTMENTS, A PANEL VECTOR AUTOREGRESSION MODEL APPROACH." Annals of the University of Oradea. Economic Sciences 31, me 31 (2022): 198–205. http://dx.doi.org/10.47535/1991auoes31(2)019.

Texto completo
Resumen
We employ a panel vector autoregression model (PVAR) selecting as endogenous variables Foreign Direct Investments percent of GDP, Trade Openness and Investment Freedom for a database comprised of European Countries. The data are collected from the Global Economy database. We compare different PVAR models changing the input of desired lags. We test the Hansen test for over-identifying restrictions and we generate the Generalised impulse response functions. The article uses a Hahn Kuehrsteiner Panel Var estimation estimating a stationarity PVAR with fixed effects. Econometric analysis shows a si
Los estilos APA, Harvard, Vancouver, ISO, etc.
28

Iriabije, Alex Oisaozoje, Ubong Edem Effiong, and Nora Francis Inyang. "Capital Market Volatility and Real Sector Expansion in Nigeria." Research in Social Sciences 5, no. 2 (2022): 78–93. http://dx.doi.org/10.53935/26415305.v5i2.245.

Texto completo
Resumen
This study utilized data from the first quarter of 2010 to the fourth quarter of 2021 to explore how volatility in the capital market can influence the real sector of the Nigerian economy. With the use of the generalized autoregressive conditional heteroscedasticity (GARCH) approach, we realized that there is no volatility clustering in the Nigerian market capitalization given that the estimate of lagged value of residual is negative and significant. Also, the decay of the response function on a quarterly basis being 0.3054 is quite low and is symptomatic of response functions to shock dying a
Los estilos APA, Harvard, Vancouver, ISO, etc.
29

DJEDOVIĆ, Irfan, and Hisham KHALLAF. "Islamic Market Index Behavior and Performance: Empirical Evidence from Dow Jones Market Indexes." Eurasian Journal of Business and Economics 15, no. 29 (2022): 51–66. http://dx.doi.org/10.17015/ejbe.2022.029.04.

Texto completo
Resumen
The main objective of the study is to empirically investigate the impact of the Conventional stock market index on the Islamic stock market index and the comparative performance of the two stock market indexes. For the purpose of the study, daily observations of Dow Jones Islamic Market US Titans 50 (DJUS50) and Dow Jones Composite Index (DJA) spanning a period from January 2015 until December 2021 are obtained from the Investing.com database. Risk-adjusted performance, VAR model, granger-causality test, generalized impulse response functions, and Johansen cointegration tests are used to inves
Los estilos APA, Harvard, Vancouver, ISO, etc.
30

Moses, Tule Kpughur, Oboh Ugbem Victor, Ebuh Godday Uwawunkonye, Onipede Samuel Fumilade, and Gbadebo Nathaniel. "Does Exchange Rate Volatility Affect Economic Growth in Nigeria?" International Journal of Economics and Finance 12, no. 7 (2020): 54. http://dx.doi.org/10.5539/ijef.v12n7p54.

Texto completo
Resumen
This study used monthly data from 2003 to 2017 to analyze the effects of USD/NG₦ exchange-rate volatility on Nigeria’s economic growth. The results from generalized autoregressive conditional heteroscedasticity (GARCH) and vector error correction model (VECM) analyses indicated that USD/NG₦ volatility had a significant effect on the country’s gross domestic product (GDP) growth. The results of the Granger causality/block exogeneity Wald tests and impulse-response functions also indicated that USD/NG₦ volatility had a significant negative effect on the country’s GD
Los estilos APA, Harvard, Vancouver, ISO, etc.
31

Sikiru O, Ashamu,. "Bank Lending and Monetary Policy: Evidence from Deposit Money Banks (DMBs) in Nigeria." American Finance & Banking Review 2, no. 1 (2018): 1–9. http://dx.doi.org/10.46281/amfbr.v2i1.126.

Texto completo
Resumen
Monetary policy is aimed at attaining price stability, full employment and moderate long-term interest rates in the economy based on regulatory authority priorities, prevailing economic and financial conditions. Using annualized time series data from DMBs in Nigeria and the Vector Error Correction Model (VECM) as well as the simulates generalized impulse response functions, this study assessed the dynamic interactions between bank lending and monetary policy by observing how banks’ lending patterns are influenced by changes in monetary policy over the years in Nigeria.The result revealed that
Los estilos APA, Harvard, Vancouver, ISO, etc.
32

Mishra, Bibhuti Ranjan. "Role of External and Domestic Demand in Economic Growth: A Study of BRICS Countries." Global Business Review 21, no. 2 (2019): 547–66. http://dx.doi.org/10.1177/0972150919850408.

Texto completo
Resumen
Despite the global downturn since 2008, the growth in BRICS countries as a group is least hampered as compared to the growth in the world, in general, and developed countries, in particular. Is it due to the strong domestic demand factors or external factors is an empirical question to be answered. Further, some economists are promulgating for a new development strategy of domestic demand-led growth. Hence, this article tries to examine the role of domestic and external demand to growth in BRICS countries. Domestic investment is taken to explore the impact of domestic demand on growth, while e
Los estilos APA, Harvard, Vancouver, ISO, etc.
33

Onafowora, Olugbenga, and Oluwole Owoye. "A panel vector AutoRegression analysis of income inequality dynamics in each of the 50 states of USA." International Journal of Social Economics 44, no. 6 (2017): 797–815. http://dx.doi.org/10.1108/ijse-06-2015-0154.

Texto completo
Resumen
Purpose The purpose of this paper is to investigate the income inequality dynamics in each of the 50 states of USA over the period 1981-2011. Design/methodology/approach The paper estimates an augmented Kuznets curve panel Vector AutoRegression in per capita income, economic freedom, educational attainment, unemployment, and population ageing along with evaluating generalized impulse responses functions (GIRF) and generalized forecast-error variance decompositions (GFEVD). Findings All the variables are integrated of order one and are panel cointegrated. Kuznets’ hypothesized inverted U-shaped
Los estilos APA, Harvard, Vancouver, ISO, etc.
34

Gidey, Hiluf Techane, and Naser Yenus Nuru. "Exchange Rate Uncertainty Effects on Domestic Investment in South Africa." Margin: The Journal of Applied Economic Research 15, no. 3 (2021): 338–52. http://dx.doi.org/10.1177/09738010211010516.

Texto completo
Resumen
The main goal of this study is to examine the effect of real effective exchange rate uncertainty on domestic investment for the South African economy over the sample period 1985Q1–2019Q2. To address this objective, Jordà’s (2005) local projection method is employed in this study. The generalised impulse response functions indicate that domestic investment decreases between the second and seventh quarters in response to one standard deviation shock in exchange rate uncertainty. Furthermore, high exchange rate uncertainty affects domestic investment negatively while low exchange rate uncertainty
Los estilos APA, Harvard, Vancouver, ISO, etc.
35

Singh, Amanjot, and Manjit Singh. "A revisit to how linkages fuel dependent economic policy initiatives." International Journal of Law and Management 59, no. 6 (2017): 1068–108. http://dx.doi.org/10.1108/ijlma-08-2016-0074.

Texto completo
Resumen
Purpose The authors aim to report empirical linkages between the US and Brazil, Russia, India and China (BRIC) financial stress indices catalyzing catalyzing dependent economic policy initiatives (an extended version of Singh and Singh, 2017a). Design/methodology/approach Initially, the study develops financial stress indices for the respective BRIC financial markets. Later, it captures linkages among the said US-BRIC indices by using Johansen cointegration, vector autoregression/vector error correction models (VECM), generalized impulse response functions, Toda–Yamamoto Granger causality, var
Los estilos APA, Harvard, Vancouver, ISO, etc.
36

Li, Raymond, and David C. Broadstock. "Coal Pricing in China: Is It a Bit Too Crude?" Energies 14, no. 13 (2021): 3752. http://dx.doi.org/10.3390/en14133752.

Texto completo
Resumen
China is a global leader in methanol production volume, while coal is a major feedstock. The country also has the world’s largest commercial coal-to-methanol operations. Coal-based methanol is used widely within China and is a competitive substitute for gasoline. Owing to this, it is plausible that the price of coal may be linked to international crude oil prices, with methanol prices serving as the connecting channel. We add supporting evidence to a recently emerging area of literature and observe statistically significant relationships among the three prices, and, therefore, the influence fr
Los estilos APA, Harvard, Vancouver, ISO, etc.
37

Xue, Huidan, Chenguang Li, Liming Wang, and Wen-Hao Su. "Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks." Sustainability 13, no. 16 (2021): 9297. http://dx.doi.org/10.3390/su13169297.

Texto completo
Resumen
Recently, the world has experienced striking economic and policy changes, and subsequent uncertainties have impacts on dairy trade price fluctuations. The Global Vector Autoregressive (GVAR) methodology was established in this paper to better understand international butter export prices transmission, the feedback between the economic context changes and price fluctuations, and the link between the global butter market, energy market, and other commodity markets. We assessed which key factors are typically associated with butter export price movements with regards to shocks to crude oil price,
Los estilos APA, Harvard, Vancouver, ISO, etc.
38

Shahi, Chander K., and Shashi Kant. "Cointegrating relationship and the degree of market integration among the North American softwood lumber product markets." Canadian Journal of Forest Research 39, no. 11 (2009): 2129–37. http://dx.doi.org/10.1139/x09-110.

Texto completo
Resumen
Studies in spatial market integration of the North American softwood lumber products have mostly focused on the question of whether prices in distinct market locations are cointegrated or not. However, the informational deficiencies in market integration studies were fulfilled in this analysis by examining a continuum of the degree of market integration rather than using the dichotomous approach whereby markets are deemed either integrated or not. Firstly, the methodology of permanent–transitory decomposition in a multivariate vector error correction model was used to estimate the cointegratin
Los estilos APA, Harvard, Vancouver, ISO, etc.
39

Alzraiee, A. H., D. Baú, and A. Elhaddad. "Estimation of heterogeneous aquifer parameters using centralized and decentralized fusion of hydraulic tomography data." Hydrology and Earth System Sciences 18, no. 8 (2014): 3207–23. http://dx.doi.org/10.5194/hess-18-3207-2014.

Texto completo
Resumen
Abstract. Characterization of spatial variability of hydraulic properties of groundwater systems at high resolution is essential to simulate flow and transport phenomena. This paper investigates two schemes to invert transient hydraulic head data resulting from multiple pumping tests for the purpose of estimating the spatial distributions of the hydraulic conductivity, K, and the specific storage, Ss, of an aquifer. The two methods are centralized fusion and decentralized fusion. The centralized fusion of transient data is achieved when data from all pumping tests are processed concurrently us
Los estilos APA, Harvard, Vancouver, ISO, etc.
40

Xue, Huidan, Liming Wang, and Chenguang Li. "Market Integration and Price Dynamics under Market Shocks in European Union Internal and External Cheese Export Markets." Foods 11, no. 5 (2022): 692. http://dx.doi.org/10.3390/foods11050692.

Texto completo
Resumen
The dairy sector in the European Union (EU) has experienced policy changes and market shocks recently. Using the global vector autoregressive (GVAR) model, this paper explores regional market integration, the feedback between market shocks and price dynamics, and the link between EU’s cheese export markets and energy market. This paper assesses and compares which influencing factors are typically associated with intra-EU and extra-EU cheese export price movement with regards to shocks to crude oil price, farm-gate raw milk price, and consumer price index (CPI) for food and cheese production of
Los estilos APA, Harvard, Vancouver, ISO, etc.
41

Blackledge, Jonathan, Derek Kearney, Marc Lamphiere, Raja Rani, and Paddy Walsh. "Econophysics and Fractional Calculus: Einstein’s Evolution Equation, the Fractal Market Hypothesis, Trend Analysis and Future Price Prediction." Mathematics 7, no. 11 (2019): 1057. http://dx.doi.org/10.3390/math7111057.

Texto completo
Resumen
This paper examines a range of results that can be derived from Einstein’s evolution equation focusing on the effect of introducing a Lévy distribution into the evolution equation. In this context, we examine the derivation (derived exclusively from the evolution equation) of the classical and fractional diffusion equations, the classical and generalised Kolmogorov–Feller equations, the evolution of self-affine stochastic fields through the fractional diffusion equation, the fractional Poisson equation (for the time independent case), and, a derivation of the Lyapunov exponent and volatility.
Los estilos APA, Harvard, Vancouver, ISO, etc.
42

Sum, Vichet. "Dynamic effect of Tobin's Q on price-to-earnings ratio." Managerial Finance 40, no. 6 (2014): 634–43. http://dx.doi.org/10.1108/mf-07-2013-0193.

Texto completo
Resumen
Purpose – The purpose of this paper is to investigate the dynamic effect of Tobin's q ratio on price-to-earnings (PE) ratio. Design/methodology/approach – The objective of this study is to investigate the dynamic effect of Tobin's q on PE ratio. To achieve this objective, a vector autoregressive analysis (Equation (1)) is employed to analyze the quarterly data from 1951Q4 to 2012Q4 to determine the generalized impulse response functions and perform the variance decomposition of Tobin's q ratio on PE ratio. The Granger causality Wald test is performed to determine if Tobin's q ratio causes PE r
Los estilos APA, Harvard, Vancouver, ISO, etc.
43

Aratuo, David N., Xiaoli L. Etienne, Tesfa Gebremedhin, and David M. Fryson. "Revisiting the tourism-economic growth nexus: evidence from the United States." International Journal of Contemporary Hospitality Management 31, no. 9 (2019): 3779–98. http://dx.doi.org/10.1108/ijchm-08-2018-0627.

Texto completo
Resumen
Purpose The purpose of this study is to investigate the causal linkages between tourism and economic growth in the USA and determine how they respond to shocks in the system. Design/methodology/approach The study uses a variety of time series procedures, including the bounds test, Granger causality test, impulse response functions and generalized variance decomposition to analyze the relationship between monthly tourist arrivals (TA) to the USA, real gross domestic product (GDP) and real effective exchange rates. Findings Results suggest that GDP Granger causes TA in the USA in the long run, i
Los estilos APA, Harvard, Vancouver, ISO, etc.
44

Niblock, Scott J., and Jennifer L. Harrison. "Do Dynamic Linkages Exist Among European Carbon Markets?" International Business & Economics Research Journal (IBER) 11, no. 1 (2011): 33. http://dx.doi.org/10.19030/iber.v11i1.6669.

Texto completo
Resumen
In this paper we examine statistical relationships among European carbon markets from 2005 to 2010. We use a time-series approach using 1,220 daily (spot and forward) price data observations from Phase I and Phase II of the European Union Emissions Trading Scheme (EU ETS). Procedures such as unit root, cointegration, vector error correction models (VECMs), Granger causality, and generalised impulse response functions are employed in the analysis. The results reveal dynamic linkages among spot and forward carbon prices in Phases I and II, indicating that joint price discovery is taking place in
Los estilos APA, Harvard, Vancouver, ISO, etc.
45

Sayim, Mustafa, and Hamid Rahman. "The relationship between individual investor sentiment, stock return and volatility." International Journal of Emerging Markets 10, no. 3 (2015): 504–20. http://dx.doi.org/10.1108/ijoem-07-2012-0060.

Texto completo
Resumen
Purpose – The purpose of this paper is to examine the impact of Turkish individual investor sentiment on the Istanbul Stock Exchange (ISE) and to investigate whether investor sentiment, stock return and volatility in Turkey are related. Design/methodology/approach – This study used the monthly Turkish Consumer Confidence Index, published by the Turkish Statistical Institute, as a proxy for individual investor sentiments. First, Turkish market fundamentals were regressed on investor sentiments in order to capture the effects of macroeconomic risk factors on investor sentiments. Then, it used th
Los estilos APA, Harvard, Vancouver, ISO, etc.
46

Montes, Gabriel Caldas, and Gabriel Gonçalves do Vale Monteiro. "Monetary policy, prudential regulation and investment." Journal of Economic Studies 41, no. 6 (2014): 881–906. http://dx.doi.org/10.1108/jes-12-2012-0173.

Texto completo
Resumen
Purpose – The purpose of this paper is to analyze the influence of prudential regulation and monetary policies on the supply of credit as well as the influence of such policies on the aggregate investment through the credit channel in Brazil. Design/methodology/approach – The empirical analysis is based on estimates through ordinary least squares (OLS), generalized method of moments (GMM), system of equations through GMM (system-GMM), and impulse response functions through vector autoregressive (VAR). Findings – The results suggest that monetary policies and prudential regulation affect aggreg
Los estilos APA, Harvard, Vancouver, ISO, etc.
47

Potter, Simon M. "Nonlinear impulse response functions." Journal of Economic Dynamics and Control 24, no. 10 (2000): 1425–46. http://dx.doi.org/10.1016/s0165-1889(99)00013-5.

Texto completo
Los estilos APA, Harvard, Vancouver, ISO, etc.
48

Zhang, Jin-Hai, and Zhen-Xing Yao. "Reducing two-way splitting error of FFD method in dual domains." GEOPHYSICS 76, no. 4 (2011): S165—S175. http://dx.doi.org/10.1190/1.3590214.

Texto completo
Resumen
The Fourier finite-difference (FFD) method is very popular in seismic depth migration. But its straightforward 3D extension creates two-way splitting error due to ignoring the cross terms of spatial partial derivatives. Traditional correction schemes, either in the spatial domain by the implicit finite-difference method or in the wavenumber domain by phase compensation, lead to substantially increased computational costs or numerical difficulties for strong velocity contrasts. We propose compensating the two-way splitting error in dual domains, alternately in the spatial and wavenumber domains
Los estilos APA, Harvard, Vancouver, ISO, etc.
49

Montes‐Rojas, Gabriel. "Multivariate Quantile Impulse Response Functions." Journal of Time Series Analysis 40, no. 5 (2019): 739–52. http://dx.doi.org/10.1111/jtsa.12452.

Texto completo
Los estilos APA, Harvard, Vancouver, ISO, etc.
50

Janardhanan, K., W. G. Price, and Y. Wu. "Generalized fluid impulse functions for oscillating marine structures." Journal of Fluids and Structures 6, no. 2 (1992): 207–22. http://dx.doi.org/10.1016/0889-9746(92)90045-5.

Texto completo
Los estilos APA, Harvard, Vancouver, ISO, etc.
Ofrecemos descuentos en todos los planes premium para autores cuyas obras están incluidas en selecciones literarias temáticas. ¡Contáctenos para obtener un código promocional único!

Pasar a la bibliografía